Trading Metrics calculated at close of trading on 03-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
21,128.91 |
21,008.75 |
-120.16 |
-0.6% |
20,808.71 |
High |
21,129.20 |
21,039.96 |
-89.24 |
-0.4% |
21,169.11 |
Low |
20,996.61 |
20,953.86 |
-42.75 |
-0.2% |
20,774.76 |
Close |
21,002.97 |
21,005.71 |
2.74 |
0.0% |
21,005.71 |
Range |
132.59 |
86.10 |
-46.49 |
-35.1% |
394.35 |
ATR |
127.53 |
124.57 |
-2.96 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,258.14 |
21,218.03 |
21,053.07 |
|
R3 |
21,172.04 |
21,131.93 |
21,029.39 |
|
R2 |
21,085.94 |
21,085.94 |
21,021.50 |
|
R1 |
21,045.83 |
21,045.83 |
21,013.60 |
21,022.84 |
PP |
20,999.84 |
20,999.84 |
20,999.84 |
20,988.35 |
S1 |
20,959.73 |
20,959.73 |
20,997.82 |
20,936.74 |
S2 |
20,913.74 |
20,913.74 |
20,989.93 |
|
S3 |
20,827.64 |
20,873.63 |
20,982.03 |
|
S4 |
20,741.54 |
20,787.53 |
20,958.36 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,166.24 |
21,980.33 |
21,222.60 |
|
R3 |
21,771.89 |
21,585.98 |
21,114.16 |
|
R2 |
21,377.54 |
21,377.54 |
21,078.01 |
|
R1 |
21,191.63 |
21,191.63 |
21,041.86 |
21,284.59 |
PP |
20,983.19 |
20,983.19 |
20,983.19 |
21,029.67 |
S1 |
20,797.28 |
20,797.28 |
20,969.56 |
20,890.24 |
S2 |
20,588.84 |
20,588.84 |
20,933.41 |
|
S3 |
20,194.49 |
20,402.93 |
20,897.26 |
|
S4 |
19,800.14 |
20,008.58 |
20,788.82 |
|
|
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 |
20,774.76 |
394.35 |
1.9% |
113.42 |
0.5% |
59% |
False |
False |
|
10 |
21,169.11 |
20,532.61 |
636.50 |
3.0% |
102.41 |
0.5% |
74% |
False |
False |
|
20 |
21,169.11 |
19,964.21 |
1,204.90 |
5.7% |
103.38 |
0.5% |
86% |
False |
False |
|
40 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
108.39 |
0.5% |
89% |
False |
False |
|
60 |
21,169.11 |
19,184.74 |
1,984.37 |
9.4% |
109.87 |
0.5% |
92% |
False |
False |
|
80 |
21,169.11 |
17,994.64 |
3,174.47 |
15.1% |
113.24 |
0.5% |
95% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.6% |
115.88 |
0.6% |
95% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.6% |
125.44 |
0.6% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,405.89 |
2.618 |
21,265.37 |
1.618 |
21,179.27 |
1.000 |
21,126.06 |
0.618 |
21,093.17 |
HIGH |
21,039.96 |
0.618 |
21,007.07 |
0.500 |
20,996.91 |
0.382 |
20,986.75 |
LOW |
20,953.86 |
0.618 |
20,900.65 |
1.000 |
20,867.76 |
1.618 |
20,814.55 |
2.618 |
20,728.45 |
4.250 |
20,587.94 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
21,002.78 |
21,061.49 |
PP |
20,999.84 |
21,042.89 |
S1 |
20,996.91 |
21,024.30 |
|