Trading Metrics calculated at close of trading on 27-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,751.91 |
20,808.71 |
56.80 |
0.3% |
20,663.43 |
High |
20,821.76 |
20,851.33 |
29.57 |
0.1% |
20,840.70 |
Low |
20,733.95 |
20,774.76 |
40.81 |
0.2% |
20,663.37 |
Close |
20,821.76 |
20,837.44 |
15.68 |
0.1% |
20,821.76 |
Range |
87.81 |
76.57 |
-11.24 |
-12.8% |
177.33 |
ATR |
116.10 |
113.28 |
-2.82 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,050.89 |
21,020.73 |
20,879.55 |
|
R3 |
20,974.32 |
20,944.16 |
20,858.50 |
|
R2 |
20,897.75 |
20,897.75 |
20,851.48 |
|
R1 |
20,867.59 |
20,867.59 |
20,844.46 |
20,882.67 |
PP |
20,821.18 |
20,821.18 |
20,821.18 |
20,828.72 |
S1 |
20,791.02 |
20,791.02 |
20,830.42 |
20,806.10 |
S2 |
20,744.61 |
20,744.61 |
20,823.40 |
|
S3 |
20,668.04 |
20,714.45 |
20,816.38 |
|
S4 |
20,591.47 |
20,637.88 |
20,795.33 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,307.27 |
21,241.84 |
20,919.29 |
|
R3 |
21,129.94 |
21,064.51 |
20,870.53 |
|
R2 |
20,952.61 |
20,952.61 |
20,854.27 |
|
R1 |
20,887.18 |
20,887.18 |
20,838.02 |
20,919.90 |
PP |
20,775.28 |
20,775.28 |
20,775.28 |
20,791.63 |
S1 |
20,709.85 |
20,709.85 |
20,805.50 |
20,742.57 |
S2 |
20,597.95 |
20,597.95 |
20,789.25 |
|
S3 |
20,420.62 |
20,532.52 |
20,772.99 |
|
S4 |
20,243.29 |
20,355.19 |
20,724.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,851.33 |
20,663.37 |
187.96 |
0.9% |
88.43 |
0.4% |
93% |
True |
False |
|
10 |
20,851.33 |
20,322.95 |
528.38 |
2.5% |
99.00 |
0.5% |
97% |
True |
False |
|
20 |
20,851.33 |
19,784.77 |
1,066.56 |
5.1% |
104.11 |
0.5% |
99% |
True |
False |
|
40 |
20,851.33 |
19,677.94 |
1,173.39 |
5.6% |
107.71 |
0.5% |
99% |
True |
False |
|
60 |
20,851.33 |
19,123.38 |
1,727.95 |
8.3% |
107.03 |
0.5% |
99% |
True |
False |
|
80 |
20,851.33 |
17,883.56 |
2,967.77 |
14.2% |
114.04 |
0.5% |
100% |
True |
False |
|
100 |
20,851.33 |
17,883.56 |
2,967.77 |
14.2% |
117.00 |
0.6% |
100% |
True |
False |
|
120 |
20,851.33 |
17,883.56 |
2,967.77 |
14.2% |
125.87 |
0.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,176.75 |
2.618 |
21,051.79 |
1.618 |
20,975.22 |
1.000 |
20,927.90 |
0.618 |
20,898.65 |
HIGH |
20,851.33 |
0.618 |
20,822.08 |
0.500 |
20,813.05 |
0.382 |
20,804.01 |
LOW |
20,774.76 |
0.618 |
20,727.44 |
1.000 |
20,698.19 |
1.618 |
20,650.87 |
2.618 |
20,574.30 |
4.250 |
20,449.34 |
|
|
Fisher Pivots for day following 27-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,829.31 |
20,822.51 |
PP |
20,821.18 |
20,807.57 |
S1 |
20,813.05 |
20,792.64 |
|