Trading Metrics calculated at close of trading on 06-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,376.0 |
3,396.0 |
20.0 |
0.6% |
3,317.0 |
High |
3,415.0 |
3,400.0 |
-15.0 |
-0.4% |
3,415.0 |
Low |
3,369.0 |
3,378.0 |
9.0 |
0.3% |
3,300.0 |
Close |
3,404.0 |
3,388.0 |
-16.0 |
-0.5% |
3,404.0 |
Range |
46.0 |
22.0 |
-24.0 |
-52.2% |
115.0 |
ATR |
39.8 |
38.8 |
-1.0 |
-2.5% |
0.0 |
Volume |
860,551 |
810,176 |
-50,375 |
-5.9% |
5,441,584 |
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,454.7 |
3,443.3 |
3,400.1 |
|
R3 |
3,432.7 |
3,421.3 |
3,394.1 |
|
R2 |
3,410.7 |
3,410.7 |
3,392.0 |
|
R1 |
3,399.3 |
3,399.3 |
3,390.0 |
3,394.0 |
PP |
3,388.7 |
3,388.7 |
3,388.7 |
3,386.0 |
S1 |
3,377.3 |
3,377.3 |
3,386.0 |
3,372.0 |
S2 |
3,366.7 |
3,366.7 |
3,384.0 |
|
S3 |
3,344.7 |
3,355.3 |
3,382.0 |
|
S4 |
3,322.7 |
3,333.3 |
3,375.9 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,718.0 |
3,676.0 |
3,467.3 |
|
R3 |
3,603.0 |
3,561.0 |
3,435.6 |
|
R2 |
3,488.0 |
3,488.0 |
3,425.1 |
|
R1 |
3,446.0 |
3,446.0 |
3,414.5 |
3,467.0 |
PP |
3,373.0 |
3,373.0 |
3,373.0 |
3,383.5 |
S1 |
3,331.0 |
3,331.0 |
3,393.5 |
3,352.0 |
S2 |
3,258.0 |
3,258.0 |
3,382.9 |
|
S3 |
3,143.0 |
3,216.0 |
3,372.4 |
|
S4 |
3,028.0 |
3,101.0 |
3,340.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,415.0 |
3,300.0 |
115.0 |
3.4% |
38.0 |
1.1% |
77% |
False |
False |
1,049,687 |
10 |
3,415.0 |
3,279.0 |
136.0 |
4.0% |
37.4 |
1.1% |
80% |
False |
False |
1,048,186 |
20 |
3,415.0 |
3,200.0 |
215.0 |
6.3% |
39.3 |
1.2% |
87% |
False |
False |
1,009,756 |
40 |
3,415.0 |
3,200.0 |
215.0 |
6.3% |
38.7 |
1.1% |
87% |
False |
False |
961,253 |
60 |
3,415.0 |
3,125.0 |
290.0 |
8.6% |
36.7 |
1.1% |
91% |
False |
False |
903,263 |
80 |
3,415.0 |
2,962.0 |
453.0 |
13.4% |
38.4 |
1.1% |
94% |
False |
False |
692,358 |
100 |
3,415.0 |
2,868.0 |
547.0 |
16.1% |
38.7 |
1.1% |
95% |
False |
False |
556,702 |
120 |
3,415.0 |
2,868.0 |
547.0 |
16.1% |
38.8 |
1.1% |
95% |
False |
False |
464,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,493.5 |
2.618 |
3,457.6 |
1.618 |
3,435.6 |
1.000 |
3,422.0 |
0.618 |
3,413.6 |
HIGH |
3,400.0 |
0.618 |
3,391.6 |
0.500 |
3,389.0 |
0.382 |
3,386.4 |
LOW |
3,378.0 |
0.618 |
3,364.4 |
1.000 |
3,356.0 |
1.618 |
3,342.4 |
2.618 |
3,320.4 |
4.250 |
3,284.5 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,389.0 |
3,392.0 |
PP |
3,388.7 |
3,390.7 |
S1 |
3,388.3 |
3,389.3 |
|