| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,361.50 |
2,360.25 |
-1.25 |
-0.1% |
2,342.50 |
| High |
2,364.00 |
2,397.25 |
33.25 |
1.4% |
2,363.00 |
| Low |
2,353.50 |
2,359.25 |
5.75 |
0.2% |
2,341.75 |
| Close |
2,358.50 |
2,390.00 |
31.50 |
1.3% |
2,360.50 |
| Range |
10.50 |
38.00 |
27.50 |
261.9% |
21.25 |
| ATR |
14.48 |
16.21 |
1.73 |
12.0% |
0.00 |
| Volume |
29,949 |
48,218 |
18,269 |
61.0% |
44,458 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.25 |
2,481.00 |
2,411.00 |
|
| R3 |
2,458.25 |
2,443.00 |
2,400.50 |
|
| R2 |
2,420.25 |
2,420.25 |
2,397.00 |
|
| R1 |
2,405.00 |
2,405.00 |
2,393.50 |
2,412.50 |
| PP |
2,382.25 |
2,382.25 |
2,382.25 |
2,386.00 |
| S1 |
2,367.00 |
2,367.00 |
2,386.50 |
2,374.50 |
| S2 |
2,344.25 |
2,344.25 |
2,383.00 |
|
| S3 |
2,306.25 |
2,329.00 |
2,379.50 |
|
| S4 |
2,268.25 |
2,291.00 |
2,369.00 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,418.75 |
2,411.00 |
2,372.25 |
|
| R3 |
2,397.50 |
2,389.75 |
2,366.25 |
|
| R2 |
2,376.25 |
2,376.25 |
2,364.50 |
|
| R1 |
2,368.50 |
2,368.50 |
2,362.50 |
2,372.50 |
| PP |
2,355.00 |
2,355.00 |
2,355.00 |
2,357.00 |
| S1 |
2,347.25 |
2,347.25 |
2,358.50 |
2,351.00 |
| S2 |
2,333.75 |
2,333.75 |
2,356.50 |
|
| S3 |
2,312.50 |
2,326.00 |
2,354.75 |
|
| S4 |
2,291.25 |
2,304.75 |
2,348.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,397.25 |
2,345.25 |
52.00 |
2.2% |
17.75 |
0.7% |
86% |
True |
False |
23,359 |
| 10 |
2,397.25 |
2,326.75 |
70.50 |
2.9% |
16.00 |
0.7% |
90% |
True |
False |
17,821 |
| 20 |
2,397.25 |
2,259.50 |
137.75 |
5.8% |
15.75 |
0.7% |
95% |
True |
False |
11,959 |
| 40 |
2,397.25 |
2,234.00 |
163.25 |
6.8% |
15.50 |
0.6% |
96% |
True |
False |
7,494 |
| 60 |
2,397.25 |
2,168.75 |
228.50 |
9.6% |
16.00 |
0.7% |
97% |
True |
False |
5,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,558.75 |
|
2.618 |
2,496.75 |
|
1.618 |
2,458.75 |
|
1.000 |
2,435.25 |
|
0.618 |
2,420.75 |
|
HIGH |
2,397.25 |
|
0.618 |
2,382.75 |
|
0.500 |
2,378.25 |
|
0.382 |
2,373.75 |
|
LOW |
2,359.25 |
|
0.618 |
2,335.75 |
|
1.000 |
2,321.25 |
|
1.618 |
2,297.75 |
|
2.618 |
2,259.75 |
|
4.250 |
2,197.75 |
|
|