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 |
20,957.29 |
21,128.91 |
171.62 |
0.8% |
20,663.43 |
High |
21,169.11 |
21,129.20 |
-39.91 |
-0.2% |
20,840.70 |
Low |
20,957.29 |
20,996.61 |
39.32 |
0.2% |
20,663.37 |
Close |
21,115.55 |
21,002.97 |
-112.58 |
-0.5% |
20,821.76 |
Range |
211.82 |
132.59 |
-79.23 |
-37.4% |
177.33 |
ATR |
127.15 |
127.53 |
0.39 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,440.70 |
21,354.42 |
21,075.89 |
|
R3 |
21,308.11 |
21,221.83 |
21,039.43 |
|
R2 |
21,175.52 |
21,175.52 |
21,027.28 |
|
R1 |
21,089.24 |
21,089.24 |
21,015.12 |
21,066.09 |
PP |
21,042.93 |
21,042.93 |
21,042.93 |
21,031.35 |
S1 |
20,956.65 |
20,956.65 |
20,990.82 |
20,933.50 |
S2 |
20,910.34 |
20,910.34 |
20,978.66 |
|
S3 |
20,777.75 |
20,824.06 |
20,966.51 |
|
S4 |
20,645.16 |
20,691.47 |
20,930.05 |
|
|
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% |
113.76 |
0.5% |
62% |
False |
False |
|
10 |
21,169.11 |
20,532.61 |
636.50 |
3.0% |
102.11 |
0.5% |
74% |
False |
False |
|
20 |
21,169.11 |
19,831.09 |
1,338.02 |
6.4% |
103.66 |
0.5% |
88% |
False |
False |
|
40 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
108.17 |
0.5% |
89% |
False |
False |
|
60 |
21,169.11 |
19,184.74 |
1,984.37 |
9.4% |
109.90 |
0.5% |
92% |
False |
False |
|
80 |
21,169.11 |
17,883.56 |
3,285.55 |
15.6% |
113.45 |
0.5% |
95% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.6% |
116.72 |
0.6% |
95% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.6% |
127.38 |
0.6% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,692.71 |
2.618 |
21,476.32 |
1.618 |
21,343.73 |
1.000 |
21,261.79 |
0.618 |
21,211.14 |
HIGH |
21,129.20 |
0.618 |
21,078.55 |
0.500 |
21,062.91 |
0.382 |
21,047.26 |
LOW |
20,996.61 |
0.618 |
20,914.67 |
1.000 |
20,864.02 |
1.618 |
20,782.08 |
2.618 |
20,649.49 |
4.250 |
20,433.10 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
21,062.91 |
20,993.70 |
PP |
21,042.93 |
20,984.43 |
S1 |
21,022.95 |
20,975.16 |
|