| 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 |
3,329.0 |
3,392.0 |
63.0 |
1.9% |
3,315.0 |
| High |
3,399.0 |
3,400.0 |
1.0 |
0.0% |
3,354.0 |
| Low |
3,327.0 |
3,375.0 |
48.0 |
1.4% |
3,279.0 |
| Close |
3,387.0 |
3,386.0 |
-1.0 |
0.0% |
3,307.0 |
| Range |
72.0 |
25.0 |
-47.0 |
-65.3% |
75.0 |
| ATR |
40.4 |
39.3 |
-1.1 |
-2.7% |
0.0 |
| Volume |
964,680 |
1,224,534 |
259,854 |
26.9% |
4,230,107 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,462.0 |
3,449.0 |
3,399.8 |
|
| R3 |
3,437.0 |
3,424.0 |
3,392.9 |
|
| R2 |
3,412.0 |
3,412.0 |
3,390.6 |
|
| R1 |
3,399.0 |
3,399.0 |
3,388.3 |
3,393.0 |
| PP |
3,387.0 |
3,387.0 |
3,387.0 |
3,384.0 |
| S1 |
3,374.0 |
3,374.0 |
3,383.7 |
3,368.0 |
| S2 |
3,362.0 |
3,362.0 |
3,381.4 |
|
| S3 |
3,337.0 |
3,349.0 |
3,379.1 |
|
| S4 |
3,312.0 |
3,324.0 |
3,372.3 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,538.3 |
3,497.7 |
3,348.3 |
|
| R3 |
3,463.3 |
3,422.7 |
3,327.6 |
|
| R2 |
3,388.3 |
3,388.3 |
3,320.8 |
|
| R1 |
3,347.7 |
3,347.7 |
3,313.9 |
3,330.5 |
| PP |
3,313.3 |
3,313.3 |
3,313.3 |
3,304.8 |
| S1 |
3,272.7 |
3,272.7 |
3,300.1 |
3,255.5 |
| S2 |
3,238.3 |
3,238.3 |
3,293.3 |
|
| S3 |
3,163.3 |
3,197.7 |
3,286.4 |
|
| S4 |
3,088.3 |
3,122.7 |
3,265.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,400.0 |
3,279.0 |
121.0 |
3.6% |
40.0 |
1.2% |
88% |
True |
False |
1,083,351 |
| 10 |
3,400.0 |
3,279.0 |
121.0 |
3.6% |
37.3 |
1.1% |
88% |
True |
False |
1,047,324 |
| 20 |
3,400.0 |
3,200.0 |
200.0 |
5.9% |
38.8 |
1.1% |
93% |
True |
False |
1,007,161 |
| 40 |
3,400.0 |
3,200.0 |
200.0 |
5.9% |
38.3 |
1.1% |
93% |
True |
False |
961,603 |
| 60 |
3,400.0 |
3,034.0 |
366.0 |
10.8% |
37.6 |
1.1% |
96% |
True |
False |
887,870 |
| 80 |
3,400.0 |
2,868.0 |
532.0 |
15.7% |
40.3 |
1.2% |
97% |
True |
False |
672,296 |
| 100 |
3,400.0 |
2,868.0 |
532.0 |
15.7% |
38.6 |
1.1% |
97% |
True |
False |
540,082 |
| 120 |
3,400.0 |
2,868.0 |
532.0 |
15.7% |
38.9 |
1.1% |
97% |
True |
False |
450,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,506.3 |
|
2.618 |
3,465.5 |
|
1.618 |
3,440.5 |
|
1.000 |
3,425.0 |
|
0.618 |
3,415.5 |
|
HIGH |
3,400.0 |
|
0.618 |
3,390.5 |
|
0.500 |
3,387.5 |
|
0.382 |
3,384.6 |
|
LOW |
3,375.0 |
|
0.618 |
3,359.6 |
|
1.000 |
3,350.0 |
|
1.618 |
3,334.6 |
|
2.618 |
3,309.6 |
|
4.250 |
3,268.8 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,387.5 |
3,374.0 |
| PP |
3,387.0 |
3,362.0 |
| S1 |
3,386.5 |
3,350.0 |
|