| 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 |
5,708.0 |
5,690.0 |
-18.0 |
-0.3% |
5,761.0 |
| High |
5,729.0 |
5,692.0 |
-37.0 |
-0.6% |
5,775.0 |
| Low |
5,680.0 |
5,654.0 |
-26.0 |
-0.5% |
5,699.0 |
| Close |
5,684.0 |
5,683.0 |
-1.0 |
0.0% |
5,719.0 |
| Range |
49.0 |
38.0 |
-11.0 |
-22.4% |
76.0 |
| ATR |
46.2 |
45.6 |
-0.6 |
-1.3% |
0.0 |
| Volume |
37,926 |
41,869 |
3,943 |
10.4% |
122,329 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,790.3 |
5,774.7 |
5,703.9 |
|
| R3 |
5,752.3 |
5,736.7 |
5,693.5 |
|
| R2 |
5,714.3 |
5,714.3 |
5,690.0 |
|
| R1 |
5,698.7 |
5,698.7 |
5,686.5 |
5,687.5 |
| PP |
5,676.3 |
5,676.3 |
5,676.3 |
5,670.8 |
| S1 |
5,660.7 |
5,660.7 |
5,679.5 |
5,649.5 |
| S2 |
5,638.3 |
5,638.3 |
5,676.0 |
|
| S3 |
5,600.3 |
5,622.7 |
5,672.6 |
|
| S4 |
5,562.3 |
5,584.7 |
5,662.1 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,959.0 |
5,915.0 |
5,760.8 |
|
| R3 |
5,883.0 |
5,839.0 |
5,739.9 |
|
| R2 |
5,807.0 |
5,807.0 |
5,732.9 |
|
| R1 |
5,763.0 |
5,763.0 |
5,726.0 |
5,747.0 |
| PP |
5,731.0 |
5,731.0 |
5,731.0 |
5,723.0 |
| S1 |
5,687.0 |
5,687.0 |
5,712.0 |
5,671.0 |
| S2 |
5,655.0 |
5,655.0 |
5,705.1 |
|
| S3 |
5,579.0 |
5,611.0 |
5,698.1 |
|
| S4 |
5,503.0 |
5,535.0 |
5,677.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,766.0 |
5,654.0 |
112.0 |
2.0% |
41.4 |
0.7% |
26% |
False |
True |
32,288 |
| 10 |
5,779.0 |
5,654.0 |
125.0 |
2.2% |
37.4 |
0.7% |
23% |
False |
True |
28,771 |
| 20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
41.2 |
0.7% |
62% |
False |
False |
27,964 |
| 40 |
5,790.0 |
5,527.0 |
263.0 |
4.6% |
42.3 |
0.7% |
59% |
False |
False |
26,093 |
| 60 |
5,790.0 |
5,333.0 |
457.0 |
8.0% |
41.5 |
0.7% |
77% |
False |
False |
28,020 |
| 80 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
41.4 |
0.7% |
86% |
False |
False |
21,029 |
| 100 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
36.2 |
0.6% |
86% |
False |
False |
16,828 |
| 120 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
31.4 |
0.6% |
86% |
False |
False |
14,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,853.5 |
|
2.618 |
5,791.5 |
|
1.618 |
5,753.5 |
|
1.000 |
5,730.0 |
|
0.618 |
5,715.5 |
|
HIGH |
5,692.0 |
|
0.618 |
5,677.5 |
|
0.500 |
5,673.0 |
|
0.382 |
5,668.5 |
|
LOW |
5,654.0 |
|
0.618 |
5,630.5 |
|
1.000 |
5,616.0 |
|
1.618 |
5,592.5 |
|
2.618 |
5,554.5 |
|
4.250 |
5,492.5 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,679.7 |
5,691.5 |
| PP |
5,676.3 |
5,688.7 |
| S1 |
5,673.0 |
5,685.8 |
|