| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
11,874.5 |
11,897.0 |
22.5 |
0.2% |
11,846.0 |
| High |
11,879.5 |
12,128.5 |
249.0 |
2.1% |
12,056.0 |
| Low |
11,811.5 |
11,892.0 |
80.5 |
0.7% |
11,751.0 |
| Close |
11,877.0 |
12,092.5 |
215.5 |
1.8% |
11,841.5 |
| Range |
68.0 |
236.5 |
168.5 |
247.8% |
305.0 |
| ATR |
106.4 |
116.8 |
10.4 |
9.7% |
0.0 |
| Volume |
2,895 |
2,577 |
-318 |
-11.0% |
2,668 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,747.2 |
12,656.3 |
12,222.6 |
|
| R3 |
12,510.7 |
12,419.8 |
12,157.5 |
|
| R2 |
12,274.2 |
12,274.2 |
12,135.9 |
|
| R1 |
12,183.3 |
12,183.3 |
12,114.2 |
12,228.8 |
| PP |
12,037.7 |
12,037.7 |
12,037.7 |
12,060.4 |
| S1 |
11,946.8 |
11,946.8 |
12,070.8 |
11,992.3 |
| S2 |
11,801.2 |
11,801.2 |
12,049.1 |
|
| S3 |
11,564.7 |
11,710.3 |
12,027.5 |
|
| S4 |
11,328.2 |
11,473.8 |
11,962.4 |
|
|
| 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 |
12,128.5 |
11,751.0 |
377.5 |
3.1% |
131.2 |
1.1% |
90% |
True |
False |
1,309 |
| 10 |
12,128.5 |
11,722.0 |
406.5 |
3.4% |
113.8 |
0.9% |
91% |
True |
False |
976 |
| 20 |
12,128.5 |
11,496.0 |
632.5 |
5.2% |
106.0 |
0.9% |
94% |
True |
False |
645 |
| 40 |
12,128.5 |
11,456.0 |
672.5 |
5.6% |
99.2 |
0.8% |
95% |
True |
False |
673 |
| 60 |
12,128.5 |
10,927.0 |
1,201.5 |
9.9% |
90.8 |
0.8% |
97% |
True |
False |
494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,133.6 |
|
2.618 |
12,747.7 |
|
1.618 |
12,511.2 |
|
1.000 |
12,365.0 |
|
0.618 |
12,274.7 |
|
HIGH |
12,128.5 |
|
0.618 |
12,038.2 |
|
0.500 |
12,010.3 |
|
0.382 |
11,982.3 |
|
LOW |
11,892.0 |
|
0.618 |
11,745.8 |
|
1.000 |
11,655.5 |
|
1.618 |
11,509.3 |
|
2.618 |
11,272.8 |
|
4.250 |
10,886.9 |
|
|