Trading Metrics calculated at close of trading on 08-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,397.0 |
3,379.0 |
-18.0 |
-0.5% |
3,317.0 |
High |
3,400.0 |
3,402.0 |
2.0 |
0.1% |
3,415.0 |
Low |
3,374.0 |
3,374.0 |
0.0 |
0.0% |
3,300.0 |
Close |
3,380.0 |
3,394.0 |
14.0 |
0.4% |
3,404.0 |
Range |
26.0 |
28.0 |
2.0 |
7.7% |
115.0 |
ATR |
37.9 |
37.2 |
-0.7 |
-1.9% |
0.0 |
Volume |
1,390,743 |
1,339,265 |
-51,478 |
-3.7% |
5,441,584 |
|
Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,474.0 |
3,462.0 |
3,409.4 |
|
R3 |
3,446.0 |
3,434.0 |
3,401.7 |
|
R2 |
3,418.0 |
3,418.0 |
3,399.1 |
|
R1 |
3,406.0 |
3,406.0 |
3,396.6 |
3,412.0 |
PP |
3,390.0 |
3,390.0 |
3,390.0 |
3,393.0 |
S1 |
3,378.0 |
3,378.0 |
3,391.4 |
3,384.0 |
S2 |
3,362.0 |
3,362.0 |
3,388.9 |
|
S3 |
3,334.0 |
3,350.0 |
3,386.3 |
|
S4 |
3,306.0 |
3,322.0 |
3,378.6 |
|
|
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 |
3,369.0 |
46.0 |
1.4% |
29.4 |
0.9% |
54% |
False |
False |
1,125,053 |
10 |
3,415.0 |
3,279.0 |
136.0 |
4.0% |
34.8 |
1.0% |
85% |
False |
False |
1,116,168 |
20 |
3,415.0 |
3,200.0 |
215.0 |
6.3% |
37.2 |
1.1% |
90% |
False |
False |
1,036,690 |
40 |
3,415.0 |
3,200.0 |
215.0 |
6.3% |
37.9 |
1.1% |
90% |
False |
False |
990,971 |
60 |
3,415.0 |
3,172.0 |
243.0 |
7.2% |
36.1 |
1.1% |
91% |
False |
False |
922,754 |
80 |
3,415.0 |
2,962.0 |
453.0 |
13.3% |
37.6 |
1.1% |
95% |
False |
False |
726,328 |
100 |
3,415.0 |
2,868.0 |
547.0 |
16.1% |
38.4 |
1.1% |
96% |
False |
False |
583,999 |
120 |
3,415.0 |
2,868.0 |
547.0 |
16.1% |
38.7 |
1.1% |
96% |
False |
False |
487,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,521.0 |
2.618 |
3,475.3 |
1.618 |
3,447.3 |
1.000 |
3,430.0 |
0.618 |
3,419.3 |
HIGH |
3,402.0 |
0.618 |
3,391.3 |
0.500 |
3,388.0 |
0.382 |
3,384.7 |
LOW |
3,374.0 |
0.618 |
3,356.7 |
1.000 |
3,346.0 |
1.618 |
3,328.7 |
2.618 |
3,300.7 |
4.250 |
3,255.0 |
|
|
Fisher Pivots for day following 08-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,392.0 |
3,392.0 |
PP |
3,390.0 |
3,390.0 |
S1 |
3,388.0 |
3,388.0 |
|