| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
19,170 |
19,200 |
30 |
0.2% |
19,140 |
| High |
19,235 |
19,280 |
45 |
0.2% |
19,495 |
| Low |
19,005 |
19,035 |
30 |
0.2% |
19,095 |
| Close |
19,205 |
19,195 |
-10 |
-0.1% |
19,170 |
| Range |
230 |
245 |
15 |
6.5% |
400 |
| ATR |
275 |
273 |
-2 |
-0.8% |
0 |
| Volume |
12,503 |
11,723 |
-780 |
-6.2% |
49,355 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,905 |
19,795 |
19,330 |
|
| R3 |
19,660 |
19,550 |
19,263 |
|
| R2 |
19,415 |
19,415 |
19,240 |
|
| R1 |
19,305 |
19,305 |
19,218 |
19,238 |
| PP |
19,170 |
19,170 |
19,170 |
19,136 |
| S1 |
19,060 |
19,060 |
19,173 |
18,993 |
| S2 |
18,925 |
18,925 |
19,150 |
|
| S3 |
18,680 |
18,815 |
19,128 |
|
| S4 |
18,435 |
18,570 |
19,060 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,453 |
20,212 |
19,390 |
|
| R3 |
20,053 |
19,812 |
19,280 |
|
| R2 |
19,653 |
19,653 |
19,243 |
|
| R1 |
19,412 |
19,412 |
19,207 |
19,533 |
| PP |
19,253 |
19,253 |
19,253 |
19,314 |
| S1 |
19,012 |
19,012 |
19,133 |
19,133 |
| S2 |
18,853 |
18,853 |
19,097 |
|
| S3 |
18,453 |
18,612 |
19,060 |
|
| S4 |
18,053 |
18,212 |
18,950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,475 |
19,005 |
470 |
2.4% |
232 |
1.2% |
40% |
False |
False |
11,775 |
| 10 |
19,545 |
19,005 |
540 |
2.8% |
258 |
1.3% |
35% |
False |
False |
12,856 |
| 20 |
19,555 |
18,825 |
730 |
3.8% |
271 |
1.4% |
51% |
False |
False |
13,798 |
| 40 |
19,745 |
18,680 |
1,065 |
5.5% |
295 |
1.5% |
48% |
False |
False |
13,657 |
| 60 |
19,745 |
18,275 |
1,470 |
7.7% |
281 |
1.5% |
63% |
False |
False |
12,398 |
| 80 |
19,745 |
16,190 |
3,555 |
18.5% |
285 |
1.5% |
85% |
False |
False |
9,318 |
| 100 |
19,745 |
16,190 |
3,555 |
18.5% |
256 |
1.3% |
85% |
False |
False |
7,455 |
| 120 |
19,745 |
16,190 |
3,555 |
18.5% |
240 |
1.2% |
85% |
False |
False |
6,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,321 |
|
2.618 |
19,922 |
|
1.618 |
19,677 |
|
1.000 |
19,525 |
|
0.618 |
19,432 |
|
HIGH |
19,280 |
|
0.618 |
19,187 |
|
0.500 |
19,158 |
|
0.382 |
19,129 |
|
LOW |
19,035 |
|
0.618 |
18,884 |
|
1.000 |
18,790 |
|
1.618 |
18,639 |
|
2.618 |
18,394 |
|
4.250 |
17,994 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,183 |
19,218 |
| PP |
19,170 |
19,210 |
| S1 |
19,158 |
19,203 |
|