Trading Metrics calculated at close of trading on 09-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,379.0 |
3,382.0 |
3.0 |
0.1% |
3,317.0 |
High |
3,402.0 |
3,420.0 |
18.0 |
0.5% |
3,415.0 |
Low |
3,374.0 |
3,379.0 |
5.0 |
0.1% |
3,300.0 |
Close |
3,394.0 |
3,410.0 |
16.0 |
0.5% |
3,404.0 |
Range |
28.0 |
41.0 |
13.0 |
46.4% |
115.0 |
ATR |
37.2 |
37.4 |
0.3 |
0.7% |
0.0 |
Volume |
1,339,265 |
1,959,708 |
620,443 |
46.3% |
5,441,584 |
|
Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,526.0 |
3,509.0 |
3,432.6 |
|
R3 |
3,485.0 |
3,468.0 |
3,421.3 |
|
R2 |
3,444.0 |
3,444.0 |
3,417.5 |
|
R1 |
3,427.0 |
3,427.0 |
3,413.8 |
3,435.5 |
PP |
3,403.0 |
3,403.0 |
3,403.0 |
3,407.3 |
S1 |
3,386.0 |
3,386.0 |
3,406.2 |
3,394.5 |
S2 |
3,362.0 |
3,362.0 |
3,402.5 |
|
S3 |
3,321.0 |
3,345.0 |
3,398.7 |
|
S4 |
3,280.0 |
3,304.0 |
3,387.5 |
|
|
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 |
3,420.0 |
3,369.0 |
51.0 |
1.5% |
32.6 |
1.0% |
80% |
True |
False |
1,272,088 |
10 |
3,420.0 |
3,279.0 |
141.0 |
4.1% |
36.3 |
1.1% |
93% |
True |
False |
1,177,720 |
20 |
3,420.0 |
3,240.0 |
180.0 |
5.3% |
36.8 |
1.1% |
94% |
True |
False |
1,074,100 |
40 |
3,420.0 |
3,200.0 |
220.0 |
6.5% |
38.3 |
1.1% |
95% |
True |
False |
1,013,344 |
60 |
3,420.0 |
3,175.0 |
245.0 |
7.2% |
36.3 |
1.1% |
96% |
True |
False |
927,766 |
80 |
3,420.0 |
2,962.0 |
458.0 |
13.4% |
37.5 |
1.1% |
98% |
True |
False |
750,822 |
100 |
3,420.0 |
2,868.0 |
552.0 |
16.2% |
38.6 |
1.1% |
98% |
True |
False |
603,596 |
120 |
3,420.0 |
2,868.0 |
552.0 |
16.2% |
38.9 |
1.1% |
98% |
True |
False |
503,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,594.3 |
2.618 |
3,527.3 |
1.618 |
3,486.3 |
1.000 |
3,461.0 |
0.618 |
3,445.3 |
HIGH |
3,420.0 |
0.618 |
3,404.3 |
0.500 |
3,399.5 |
0.382 |
3,394.7 |
LOW |
3,379.0 |
0.618 |
3,353.7 |
1.000 |
3,338.0 |
1.618 |
3,312.7 |
2.618 |
3,271.7 |
4.250 |
3,204.8 |
|
|
Fisher Pivots for day following 09-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,406.5 |
3,405.7 |
PP |
3,403.0 |
3,401.3 |
S1 |
3,399.5 |
3,397.0 |
|