Trading Metrics calculated at close of trading on 03-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,312.0 |
3,299.0 |
-13.0 |
-0.4% |
3,233.0 |
High |
3,316.0 |
3,336.0 |
20.0 |
0.6% |
3,336.0 |
Low |
3,300.0 |
3,292.0 |
-8.0 |
-0.2% |
3,225.0 |
Close |
3,308.0 |
3,326.0 |
18.0 |
0.5% |
3,326.0 |
Range |
16.0 |
44.0 |
28.0 |
175.0% |
111.0 |
ATR |
33.1 |
33.9 |
0.8 |
2.3% |
0.0 |
Volume |
26,026 |
39,609 |
13,583 |
52.2% |
172,435 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,450.0 |
3,432.0 |
3,350.2 |
|
R3 |
3,406.0 |
3,388.0 |
3,338.1 |
|
R2 |
3,362.0 |
3,362.0 |
3,334.1 |
|
R1 |
3,344.0 |
3,344.0 |
3,330.0 |
3,353.0 |
PP |
3,318.0 |
3,318.0 |
3,318.0 |
3,322.5 |
S1 |
3,300.0 |
3,300.0 |
3,322.0 |
3,309.0 |
S2 |
3,274.0 |
3,274.0 |
3,317.9 |
|
S3 |
3,230.0 |
3,256.0 |
3,313.9 |
|
S4 |
3,186.0 |
3,212.0 |
3,301.8 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,628.7 |
3,588.3 |
3,387.1 |
|
R3 |
3,517.7 |
3,477.3 |
3,356.5 |
|
R2 |
3,406.7 |
3,406.7 |
3,346.4 |
|
R1 |
3,366.3 |
3,366.3 |
3,336.2 |
3,386.5 |
PP |
3,295.7 |
3,295.7 |
3,295.7 |
3,305.8 |
S1 |
3,255.3 |
3,255.3 |
3,315.8 |
3,275.5 |
S2 |
3,184.7 |
3,184.7 |
3,305.7 |
|
S3 |
3,073.7 |
3,144.3 |
3,295.5 |
|
S4 |
2,962.7 |
3,033.3 |
3,265.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,336.0 |
3,225.0 |
111.0 |
3.3% |
33.8 |
1.0% |
91% |
True |
False |
34,487 |
10 |
3,336.0 |
3,200.0 |
136.0 |
4.1% |
34.7 |
1.0% |
93% |
True |
False |
39,330 |
20 |
3,336.0 |
3,135.0 |
201.0 |
6.0% |
33.3 |
1.0% |
95% |
True |
False |
25,608 |
40 |
3,336.0 |
3,135.0 |
201.0 |
6.0% |
30.7 |
0.9% |
95% |
True |
False |
16,190 |
60 |
3,336.0 |
3,089.0 |
247.0 |
7.4% |
27.6 |
0.8% |
96% |
True |
False |
12,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,523.0 |
2.618 |
3,451.2 |
1.618 |
3,407.2 |
1.000 |
3,380.0 |
0.618 |
3,363.2 |
HIGH |
3,336.0 |
0.618 |
3,319.2 |
0.500 |
3,314.0 |
0.382 |
3,308.8 |
LOW |
3,292.0 |
0.618 |
3,264.8 |
1.000 |
3,248.0 |
1.618 |
3,220.8 |
2.618 |
3,176.8 |
4.250 |
3,105.0 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,322.0 |
3,315.0 |
PP |
3,318.0 |
3,304.0 |
S1 |
3,314.0 |
3,293.0 |
|