| 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 |
2,360.25 |
2,388.75 |
28.50 |
1.2% |
2,342.50 |
| High |
2,397.25 |
2,390.75 |
-6.50 |
-0.3% |
2,363.00 |
| Low |
2,359.25 |
2,374.75 |
15.50 |
0.7% |
2,341.75 |
| Close |
2,390.00 |
2,378.50 |
-11.50 |
-0.5% |
2,360.50 |
| Range |
38.00 |
16.00 |
-22.00 |
-57.9% |
21.25 |
| ATR |
16.21 |
16.19 |
-0.01 |
-0.1% |
0.00 |
| Volume |
48,218 |
24,918 |
-23,300 |
-48.3% |
44,458 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.25 |
2,420.00 |
2,387.25 |
|
| R3 |
2,413.25 |
2,404.00 |
2,383.00 |
|
| R2 |
2,397.25 |
2,397.25 |
2,381.50 |
|
| R1 |
2,388.00 |
2,388.00 |
2,380.00 |
2,384.50 |
| PP |
2,381.25 |
2,381.25 |
2,381.25 |
2,379.75 |
| S1 |
2,372.00 |
2,372.00 |
2,377.00 |
2,368.50 |
| S2 |
2,365.25 |
2,365.25 |
2,375.50 |
|
| S3 |
2,349.25 |
2,356.00 |
2,374.00 |
|
| S4 |
2,333.25 |
2,340.00 |
2,369.75 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,418.75 |
2,411.00 |
2,372.25 |
|
| R3 |
2,397.50 |
2,389.75 |
2,366.25 |
|
| R2 |
2,376.25 |
2,376.25 |
2,364.50 |
|
| R1 |
2,368.50 |
2,368.50 |
2,362.50 |
2,372.50 |
| PP |
2,355.00 |
2,355.00 |
2,355.00 |
2,357.00 |
| S1 |
2,347.25 |
2,347.25 |
2,358.50 |
2,351.00 |
| S2 |
2,333.75 |
2,333.75 |
2,356.50 |
|
| S3 |
2,312.50 |
2,326.00 |
2,354.75 |
|
| S4 |
2,291.25 |
2,304.75 |
2,348.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,397.25 |
2,345.25 |
52.00 |
2.2% |
18.00 |
0.8% |
64% |
False |
False |
25,668 |
| 10 |
2,397.25 |
2,332.00 |
65.25 |
2.7% |
15.75 |
0.7% |
71% |
False |
False |
18,013 |
| 20 |
2,397.25 |
2,259.50 |
137.75 |
5.8% |
15.75 |
0.7% |
86% |
False |
False |
13,061 |
| 40 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
15.25 |
0.6% |
88% |
False |
False |
8,060 |
| 60 |
2,397.25 |
2,168.75 |
228.50 |
9.6% |
16.00 |
0.7% |
92% |
False |
False |
5,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,458.75 |
|
2.618 |
2,432.75 |
|
1.618 |
2,416.75 |
|
1.000 |
2,406.75 |
|
0.618 |
2,400.75 |
|
HIGH |
2,390.75 |
|
0.618 |
2,384.75 |
|
0.500 |
2,382.75 |
|
0.382 |
2,380.75 |
|
LOW |
2,374.75 |
|
0.618 |
2,364.75 |
|
1.000 |
2,358.75 |
|
1.618 |
2,348.75 |
|
2.618 |
2,332.75 |
|
4.250 |
2,306.75 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,382.75 |
2,377.50 |
| PP |
2,381.25 |
2,376.50 |
| S1 |
2,380.00 |
2,375.50 |
|