Trading Metrics calculated at close of trading on 02-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,253.0 |
3,312.0 |
59.0 |
1.8% |
3,248.0 |
High |
3,320.0 |
3,316.0 |
-4.0 |
-0.1% |
3,276.0 |
Low |
3,250.0 |
3,300.0 |
50.0 |
1.5% |
3,200.0 |
Close |
3,308.0 |
3,308.0 |
0.0 |
0.0% |
3,229.0 |
Range |
70.0 |
16.0 |
-54.0 |
-77.1% |
76.0 |
ATR |
34.5 |
33.1 |
-1.3 |
-3.8% |
0.0 |
Volume |
84,625 |
26,026 |
-58,599 |
-69.2% |
220,867 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,356.0 |
3,348.0 |
3,316.8 |
|
R3 |
3,340.0 |
3,332.0 |
3,312.4 |
|
R2 |
3,324.0 |
3,324.0 |
3,310.9 |
|
R1 |
3,316.0 |
3,316.0 |
3,309.5 |
3,312.0 |
PP |
3,308.0 |
3,308.0 |
3,308.0 |
3,306.0 |
S1 |
3,300.0 |
3,300.0 |
3,306.5 |
3,296.0 |
S2 |
3,292.0 |
3,292.0 |
3,305.1 |
|
S3 |
3,276.0 |
3,284.0 |
3,303.6 |
|
S4 |
3,260.0 |
3,268.0 |
3,299.2 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,463.0 |
3,422.0 |
3,270.8 |
|
R3 |
3,387.0 |
3,346.0 |
3,249.9 |
|
R2 |
3,311.0 |
3,311.0 |
3,242.9 |
|
R1 |
3,270.0 |
3,270.0 |
3,236.0 |
3,252.5 |
PP |
3,235.0 |
3,235.0 |
3,235.0 |
3,226.3 |
S1 |
3,194.0 |
3,194.0 |
3,222.0 |
3,176.5 |
S2 |
3,159.0 |
3,159.0 |
3,215.1 |
|
S3 |
3,083.0 |
3,118.0 |
3,208.1 |
|
S4 |
3,007.0 |
3,042.0 |
3,187.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,320.0 |
3,200.0 |
120.0 |
3.6% |
35.6 |
1.1% |
90% |
False |
False |
27,945 |
10 |
3,320.0 |
3,200.0 |
120.0 |
3.6% |
33.9 |
1.0% |
90% |
False |
False |
35,622 |
20 |
3,320.0 |
3,135.0 |
185.0 |
5.6% |
32.2 |
1.0% |
94% |
False |
False |
23,647 |
40 |
3,320.0 |
3,135.0 |
185.0 |
5.6% |
30.3 |
0.9% |
94% |
False |
False |
15,201 |
60 |
3,320.0 |
3,060.0 |
260.0 |
7.9% |
27.6 |
0.8% |
95% |
False |
False |
11,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,384.0 |
2.618 |
3,357.9 |
1.618 |
3,341.9 |
1.000 |
3,332.0 |
0.618 |
3,325.9 |
HIGH |
3,316.0 |
0.618 |
3,309.9 |
0.500 |
3,308.0 |
0.382 |
3,306.1 |
LOW |
3,300.0 |
0.618 |
3,290.1 |
1.000 |
3,284.0 |
1.618 |
3,274.1 |
2.618 |
3,258.1 |
4.250 |
3,232.0 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,308.0 |
3,296.2 |
PP |
3,308.0 |
3,284.3 |
S1 |
3,308.0 |
3,272.5 |
|