Trading Metrics calculated at close of trading on 28-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,808.71 |
20,833.88 |
25.17 |
0.1% |
20,663.43 |
High |
20,851.33 |
20,841.24 |
-10.09 |
0.0% |
20,840.70 |
Low |
20,774.76 |
20,781.21 |
6.45 |
0.0% |
20,663.37 |
Close |
20,837.44 |
20,812.24 |
-25.20 |
-0.1% |
20,821.76 |
Range |
76.57 |
60.03 |
-16.54 |
-21.6% |
177.33 |
ATR |
113.28 |
109.47 |
-3.80 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,991.65 |
20,961.98 |
20,845.26 |
|
R3 |
20,931.62 |
20,901.95 |
20,828.75 |
|
R2 |
20,871.59 |
20,871.59 |
20,823.25 |
|
R1 |
20,841.92 |
20,841.92 |
20,817.74 |
20,826.74 |
PP |
20,811.56 |
20,811.56 |
20,811.56 |
20,803.98 |
S1 |
20,781.89 |
20,781.89 |
20,806.74 |
20,766.71 |
S2 |
20,751.53 |
20,751.53 |
20,801.23 |
|
S3 |
20,691.50 |
20,721.86 |
20,795.73 |
|
S4 |
20,631.47 |
20,661.83 |
20,779.22 |
|
|
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 |
20,692.39 |
158.94 |
0.8% |
81.58 |
0.4% |
75% |
False |
False |
|
10 |
20,851.33 |
20,374.02 |
477.31 |
2.3% |
93.15 |
0.4% |
92% |
False |
False |
|
20 |
20,851.33 |
19,784.77 |
1,066.56 |
5.1% |
99.20 |
0.5% |
96% |
False |
False |
|
40 |
20,851.33 |
19,677.94 |
1,173.39 |
5.6% |
106.98 |
0.5% |
97% |
False |
False |
|
60 |
20,851.33 |
19,138.79 |
1,712.54 |
8.2% |
106.33 |
0.5% |
98% |
False |
False |
|
80 |
20,851.33 |
17,883.56 |
2,967.77 |
14.3% |
111.84 |
0.5% |
99% |
False |
False |
|
100 |
20,851.33 |
17,883.56 |
2,967.77 |
14.3% |
115.63 |
0.6% |
99% |
False |
False |
|
120 |
20,851.33 |
17,883.56 |
2,967.77 |
14.3% |
125.53 |
0.6% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,096.37 |
2.618 |
20,998.40 |
1.618 |
20,938.37 |
1.000 |
20,901.27 |
0.618 |
20,878.34 |
HIGH |
20,841.24 |
0.618 |
20,818.31 |
0.500 |
20,811.23 |
0.382 |
20,804.14 |
LOW |
20,781.21 |
0.618 |
20,744.11 |
1.000 |
20,721.18 |
1.618 |
20,684.08 |
2.618 |
20,624.05 |
4.250 |
20,526.08 |
|
|
Fisher Pivots for day following 28-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,811.90 |
20,805.71 |
PP |
20,811.56 |
20,799.17 |
S1 |
20,811.23 |
20,792.64 |
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