Trading Metrics calculated at close of trading on 07-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,396.0 |
3,397.0 |
1.0 |
0.0% |
3,317.0 |
High |
3,400.0 |
3,400.0 |
0.0 |
0.0% |
3,415.0 |
Low |
3,378.0 |
3,374.0 |
-4.0 |
-0.1% |
3,300.0 |
Close |
3,388.0 |
3,380.0 |
-8.0 |
-0.2% |
3,404.0 |
Range |
22.0 |
26.0 |
4.0 |
18.2% |
115.0 |
ATR |
38.8 |
37.9 |
-0.9 |
-2.4% |
0.0 |
Volume |
810,176 |
1,390,743 |
580,567 |
71.7% |
5,441,584 |
|
Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,462.7 |
3,447.3 |
3,394.3 |
|
R3 |
3,436.7 |
3,421.3 |
3,387.2 |
|
R2 |
3,410.7 |
3,410.7 |
3,384.8 |
|
R1 |
3,395.3 |
3,395.3 |
3,382.4 |
3,390.0 |
PP |
3,384.7 |
3,384.7 |
3,384.7 |
3,382.0 |
S1 |
3,369.3 |
3,369.3 |
3,377.6 |
3,364.0 |
S2 |
3,358.7 |
3,358.7 |
3,375.2 |
|
S3 |
3,332.7 |
3,343.3 |
3,372.9 |
|
S4 |
3,306.7 |
3,317.3 |
3,365.7 |
|
|
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 |
3,327.0 |
88.0 |
2.6% |
38.2 |
1.1% |
60% |
False |
False |
1,050,136 |
10 |
3,415.0 |
3,279.0 |
136.0 |
4.0% |
35.4 |
1.0% |
74% |
False |
False |
1,084,399 |
20 |
3,415.0 |
3,200.0 |
215.0 |
6.4% |
37.8 |
1.1% |
84% |
False |
False |
1,032,089 |
40 |
3,415.0 |
3,200.0 |
215.0 |
6.4% |
38.5 |
1.1% |
84% |
False |
False |
977,412 |
60 |
3,415.0 |
3,165.0 |
250.0 |
7.4% |
36.2 |
1.1% |
86% |
False |
False |
917,851 |
80 |
3,415.0 |
2,962.0 |
453.0 |
13.4% |
37.8 |
1.1% |
92% |
False |
False |
709,624 |
100 |
3,415.0 |
2,868.0 |
547.0 |
16.2% |
38.6 |
1.1% |
94% |
False |
False |
570,608 |
120 |
3,415.0 |
2,868.0 |
547.0 |
16.2% |
38.8 |
1.1% |
94% |
False |
False |
475,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,510.5 |
2.618 |
3,468.1 |
1.618 |
3,442.1 |
1.000 |
3,426.0 |
0.618 |
3,416.1 |
HIGH |
3,400.0 |
0.618 |
3,390.1 |
0.500 |
3,387.0 |
0.382 |
3,383.9 |
LOW |
3,374.0 |
0.618 |
3,357.9 |
1.000 |
3,348.0 |
1.618 |
3,331.9 |
2.618 |
3,305.9 |
4.250 |
3,263.5 |
|
|
Fisher Pivots for day following 07-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,387.0 |
3,392.0 |
PP |
3,384.7 |
3,388.0 |
S1 |
3,382.3 |
3,384.0 |
|