| 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 |
20,808 |
20,836 |
28 |
0.1% |
20,583 |
| High |
20,834 |
21,162 |
328 |
1.6% |
20,817 |
| Low |
20,769 |
20,810 |
41 |
0.2% |
20,568 |
| Close |
20,807 |
21,091 |
284 |
1.4% |
20,787 |
| Range |
65 |
352 |
287 |
441.5% |
249 |
| ATR |
121 |
138 |
17 |
13.7% |
0 |
| Volume |
113,242 |
204,334 |
91,092 |
80.4% |
544,859 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,077 |
21,936 |
21,285 |
|
| R3 |
21,725 |
21,584 |
21,188 |
|
| R2 |
21,373 |
21,373 |
21,156 |
|
| R1 |
21,232 |
21,232 |
21,123 |
21,303 |
| PP |
21,021 |
21,021 |
21,021 |
21,056 |
| S1 |
20,880 |
20,880 |
21,059 |
20,951 |
| S2 |
20,669 |
20,669 |
21,027 |
|
| S3 |
20,317 |
20,528 |
20,994 |
|
| S4 |
19,965 |
20,176 |
20,898 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,471 |
21,378 |
20,924 |
|
| R3 |
21,222 |
21,129 |
20,856 |
|
| R2 |
20,973 |
20,973 |
20,833 |
|
| R1 |
20,880 |
20,880 |
20,810 |
20,927 |
| PP |
20,724 |
20,724 |
20,724 |
20,747 |
| S1 |
20,631 |
20,631 |
20,764 |
20,678 |
| S2 |
20,475 |
20,475 |
20,741 |
|
| S3 |
20,226 |
20,382 |
20,719 |
|
| S4 |
19,977 |
20,133 |
20,650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,162 |
20,695 |
467 |
2.2% |
140 |
0.7% |
85% |
True |
False |
143,404 |
| 10 |
21,162 |
20,468 |
694 |
3.3% |
132 |
0.6% |
90% |
True |
False |
137,847 |
| 20 |
21,162 |
19,735 |
1,427 |
6.8% |
135 |
0.6% |
95% |
True |
False |
127,158 |
| 40 |
21,162 |
19,607 |
1,555 |
7.4% |
136 |
0.6% |
95% |
True |
False |
126,413 |
| 60 |
21,162 |
19,001 |
2,161 |
10.2% |
134 |
0.6% |
97% |
True |
False |
112,735 |
| 80 |
21,162 |
17,360 |
3,802 |
18.0% |
144 |
0.7% |
98% |
True |
False |
84,707 |
| 100 |
21,162 |
17,360 |
3,802 |
18.0% |
145 |
0.7% |
98% |
True |
False |
67,794 |
| 120 |
21,162 |
17,360 |
3,802 |
18.0% |
150 |
0.7% |
98% |
True |
False |
56,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,658 |
|
2.618 |
22,084 |
|
1.618 |
21,732 |
|
1.000 |
21,514 |
|
0.618 |
21,380 |
|
HIGH |
21,162 |
|
0.618 |
21,028 |
|
0.500 |
20,986 |
|
0.382 |
20,945 |
|
LOW |
20,810 |
|
0.618 |
20,593 |
|
1.000 |
20,458 |
|
1.618 |
20,241 |
|
2.618 |
19,889 |
|
4.250 |
19,314 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,056 |
21,046 |
| PP |
21,021 |
21,000 |
| S1 |
20,986 |
20,955 |
|