| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
20,833.88 |
20,957.29 |
123.41 |
0.6% |
20,663.43 |
| High |
20,841.24 |
21,169.11 |
327.87 |
1.6% |
20,840.70 |
| Low |
20,781.21 |
20,957.29 |
176.08 |
0.8% |
20,663.37 |
| Close |
20,812.24 |
21,115.55 |
303.31 |
1.5% |
20,821.76 |
| Range |
60.03 |
211.82 |
151.79 |
252.9% |
177.33 |
| ATR |
109.47 |
127.15 |
17.67 |
16.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,716.11 |
21,627.65 |
21,232.05 |
|
| R3 |
21,504.29 |
21,415.83 |
21,173.80 |
|
| R2 |
21,292.47 |
21,292.47 |
21,154.38 |
|
| R1 |
21,204.01 |
21,204.01 |
21,134.97 |
21,248.24 |
| PP |
21,080.65 |
21,080.65 |
21,080.65 |
21,102.77 |
| S1 |
20,992.19 |
20,992.19 |
21,096.13 |
21,036.42 |
| S2 |
20,868.83 |
20,868.83 |
21,076.72 |
|
| S3 |
20,657.01 |
20,780.37 |
21,057.30 |
|
| S4 |
20,445.19 |
20,568.55 |
20,999.05 |
|
|
| 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 |
21,169.11 |
20,733.95 |
435.16 |
2.1% |
106.10 |
0.5% |
88% |
True |
False |
|
| 10 |
21,169.11 |
20,496.03 |
673.08 |
3.2% |
101.29 |
0.5% |
92% |
True |
False |
|
| 20 |
21,169.11 |
19,831.09 |
1,338.02 |
6.3% |
103.12 |
0.5% |
96% |
True |
False |
|
| 40 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
108.93 |
0.5% |
96% |
True |
False |
|
| 60 |
21,169.11 |
19,141.18 |
2,027.93 |
9.6% |
108.61 |
0.5% |
97% |
True |
False |
|
| 80 |
21,169.11 |
17,883.56 |
3,285.55 |
15.6% |
113.08 |
0.5% |
98% |
True |
False |
|
| 100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.6% |
116.64 |
0.6% |
98% |
True |
False |
|
| 120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.6% |
126.77 |
0.6% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,069.35 |
|
2.618 |
21,723.65 |
|
1.618 |
21,511.83 |
|
1.000 |
21,380.93 |
|
0.618 |
21,300.01 |
|
HIGH |
21,169.11 |
|
0.618 |
21,088.19 |
|
0.500 |
21,063.20 |
|
0.382 |
21,038.21 |
|
LOW |
20,957.29 |
|
0.618 |
20,826.39 |
|
1.000 |
20,745.47 |
|
1.618 |
20,614.57 |
|
2.618 |
20,402.75 |
|
4.250 |
20,057.06 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,098.10 |
21,067.68 |
| PP |
21,080.65 |
21,019.81 |
| S1 |
21,063.20 |
20,971.94 |
|