| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,860.5 |
11,874.5 |
14.0 |
0.1% |
11,846.0 |
| High |
11,888.0 |
11,879.5 |
-8.5 |
-0.1% |
12,056.0 |
| Low |
11,823.0 |
11,811.5 |
-11.5 |
-0.1% |
11,751.0 |
| Close |
11,857.5 |
11,877.0 |
19.5 |
0.2% |
11,841.5 |
| Range |
65.0 |
68.0 |
3.0 |
4.6% |
305.0 |
| ATR |
109.4 |
106.4 |
-3.0 |
-2.7% |
0.0 |
| Volume |
96 |
2,895 |
2,799 |
2,915.6% |
2,668 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,060.0 |
12,036.5 |
11,914.4 |
|
| R3 |
11,992.0 |
11,968.5 |
11,895.7 |
|
| R2 |
11,924.0 |
11,924.0 |
11,889.5 |
|
| R1 |
11,900.5 |
11,900.5 |
11,883.2 |
11,912.3 |
| PP |
11,856.0 |
11,856.0 |
11,856.0 |
11,861.9 |
| S1 |
11,832.5 |
11,832.5 |
11,870.8 |
11,844.3 |
| S2 |
11,788.0 |
11,788.0 |
11,864.5 |
|
| S3 |
11,720.0 |
11,764.5 |
11,858.3 |
|
| S4 |
11,652.0 |
11,696.5 |
11,839.6 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,797.8 |
12,624.7 |
12,009.3 |
|
| R3 |
12,492.8 |
12,319.7 |
11,925.4 |
|
| R2 |
12,187.8 |
12,187.8 |
11,897.4 |
|
| R1 |
12,014.7 |
12,014.7 |
11,869.5 |
11,948.8 |
| PP |
11,882.8 |
11,882.8 |
11,882.8 |
11,849.9 |
| S1 |
11,709.7 |
11,709.7 |
11,813.5 |
11,643.8 |
| S2 |
11,577.8 |
11,577.8 |
11,785.6 |
|
| S3 |
11,272.8 |
11,404.7 |
11,757.6 |
|
| S4 |
10,967.8 |
11,099.7 |
11,673.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,056.0 |
11,751.0 |
305.0 |
2.6% |
96.1 |
0.8% |
41% |
False |
False |
898 |
| 10 |
12,056.0 |
11,722.0 |
334.0 |
2.8% |
101.1 |
0.9% |
46% |
False |
False |
801 |
| 20 |
12,056.0 |
11,496.0 |
560.0 |
4.7% |
99.0 |
0.8% |
68% |
False |
False |
541 |
| 40 |
12,056.0 |
11,456.0 |
600.0 |
5.1% |
95.2 |
0.8% |
70% |
False |
False |
614 |
| 60 |
12,056.0 |
10,695.5 |
1,360.5 |
11.5% |
89.4 |
0.8% |
87% |
False |
False |
452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,168.5 |
|
2.618 |
12,057.5 |
|
1.618 |
11,989.5 |
|
1.000 |
11,947.5 |
|
0.618 |
11,921.5 |
|
HIGH |
11,879.5 |
|
0.618 |
11,853.5 |
|
0.500 |
11,845.5 |
|
0.382 |
11,837.5 |
|
LOW |
11,811.5 |
|
0.618 |
11,769.5 |
|
1.000 |
11,743.5 |
|
1.618 |
11,701.5 |
|
2.618 |
11,633.5 |
|
4.250 |
11,522.5 |
|
|