| 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 |
2,365.75 |
2,364.50 |
-1.25 |
-0.1% |
2,346.50 |
| High |
2,368.75 |
2,401.00 |
32.25 |
1.4% |
2,367.50 |
| Low |
2,357.50 |
2,363.25 |
5.75 |
0.2% |
2,346.00 |
| Close |
2,362.75 |
2,393.50 |
30.75 |
1.3% |
2,365.00 |
| Range |
11.25 |
37.75 |
26.50 |
235.6% |
21.50 |
| ATR |
14.80 |
16.47 |
1.68 |
11.3% |
0.00 |
| Volume |
1,610,710 |
2,171,551 |
560,841 |
34.8% |
6,063,373 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.25 |
2,484.00 |
2,414.25 |
|
| R3 |
2,461.50 |
2,446.25 |
2,404.00 |
|
| R2 |
2,423.75 |
2,423.75 |
2,400.50 |
|
| R1 |
2,408.50 |
2,408.50 |
2,397.00 |
2,416.00 |
| PP |
2,386.00 |
2,386.00 |
2,386.00 |
2,389.75 |
| S1 |
2,370.75 |
2,370.75 |
2,390.00 |
2,378.50 |
| S2 |
2,348.25 |
2,348.25 |
2,386.50 |
|
| S3 |
2,310.50 |
2,333.00 |
2,383.00 |
|
| S4 |
2,272.75 |
2,295.25 |
2,372.75 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.00 |
2,416.00 |
2,376.75 |
|
| R3 |
2,402.50 |
2,394.50 |
2,371.00 |
|
| R2 |
2,381.00 |
2,381.00 |
2,369.00 |
|
| R1 |
2,373.00 |
2,373.00 |
2,367.00 |
2,377.00 |
| PP |
2,359.50 |
2,359.50 |
2,359.50 |
2,361.50 |
| S1 |
2,351.50 |
2,351.50 |
2,363.00 |
2,355.50 |
| S2 |
2,338.00 |
2,338.00 |
2,361.00 |
|
| S3 |
2,316.50 |
2,330.00 |
2,359.00 |
|
| S4 |
2,295.00 |
2,308.50 |
2,353.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,401.00 |
2,349.50 |
51.50 |
2.2% |
18.00 |
0.7% |
85% |
True |
False |
1,609,430 |
| 10 |
2,401.00 |
2,331.25 |
69.75 |
2.9% |
16.25 |
0.7% |
89% |
True |
False |
1,567,107 |
| 20 |
2,401.00 |
2,264.50 |
136.50 |
5.7% |
16.00 |
0.7% |
95% |
True |
False |
1,441,957 |
| 40 |
2,401.00 |
2,239.50 |
161.50 |
6.7% |
15.75 |
0.7% |
95% |
True |
False |
1,436,012 |
| 60 |
2,401.00 |
2,174.25 |
226.75 |
9.5% |
16.25 |
0.7% |
97% |
True |
False |
1,294,474 |
| 80 |
2,401.00 |
2,023.00 |
378.00 |
15.8% |
18.00 |
0.8% |
98% |
True |
False |
973,228 |
| 100 |
2,401.00 |
2,023.00 |
378.00 |
15.8% |
18.25 |
0.8% |
98% |
True |
False |
779,107 |
| 120 |
2,401.00 |
2,023.00 |
378.00 |
15.8% |
19.50 |
0.8% |
98% |
True |
False |
649,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,561.50 |
|
2.618 |
2,499.75 |
|
1.618 |
2,462.00 |
|
1.000 |
2,438.75 |
|
0.618 |
2,424.25 |
|
HIGH |
2,401.00 |
|
0.618 |
2,386.50 |
|
0.500 |
2,382.00 |
|
0.382 |
2,377.75 |
|
LOW |
2,363.25 |
|
0.618 |
2,340.00 |
|
1.000 |
2,325.50 |
|
1.618 |
2,302.25 |
|
2.618 |
2,264.50 |
|
4.250 |
2,202.75 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,389.75 |
2,388.75 |
| PP |
2,386.00 |
2,384.00 |
| S1 |
2,382.00 |
2,379.25 |
|