Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,382.0 |
3,422.0 |
40.0 |
1.2% |
3,396.0 |
High |
3,420.0 |
3,443.0 |
23.0 |
0.7% |
3,443.0 |
Low |
3,379.0 |
3,400.0 |
21.0 |
0.6% |
3,374.0 |
Close |
3,410.0 |
3,421.0 |
11.0 |
0.3% |
3,421.0 |
Range |
41.0 |
43.0 |
2.0 |
4.9% |
69.0 |
ATR |
37.4 |
37.8 |
0.4 |
1.1% |
0.0 |
Volume |
1,959,708 |
1,722,148 |
-237,560 |
-12.1% |
7,222,040 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,550.3 |
3,528.7 |
3,444.7 |
|
R3 |
3,507.3 |
3,485.7 |
3,432.8 |
|
R2 |
3,464.3 |
3,464.3 |
3,428.9 |
|
R1 |
3,442.7 |
3,442.7 |
3,424.9 |
3,432.0 |
PP |
3,421.3 |
3,421.3 |
3,421.3 |
3,416.0 |
S1 |
3,399.7 |
3,399.7 |
3,417.1 |
3,389.0 |
S2 |
3,378.3 |
3,378.3 |
3,413.1 |
|
S3 |
3,335.3 |
3,356.7 |
3,409.2 |
|
S4 |
3,292.3 |
3,313.7 |
3,397.4 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,619.7 |
3,589.3 |
3,459.0 |
|
R3 |
3,550.7 |
3,520.3 |
3,440.0 |
|
R2 |
3,481.7 |
3,481.7 |
3,433.7 |
|
R1 |
3,451.3 |
3,451.3 |
3,427.3 |
3,466.5 |
PP |
3,412.7 |
3,412.7 |
3,412.7 |
3,420.3 |
S1 |
3,382.3 |
3,382.3 |
3,414.7 |
3,397.5 |
S2 |
3,343.7 |
3,343.7 |
3,408.4 |
|
S3 |
3,274.7 |
3,313.3 |
3,402.0 |
|
S4 |
3,205.7 |
3,244.3 |
3,383.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,443.0 |
3,374.0 |
69.0 |
2.0% |
32.0 |
0.9% |
68% |
True |
False |
1,444,408 |
10 |
3,443.0 |
3,300.0 |
143.0 |
4.2% |
35.3 |
1.0% |
85% |
True |
False |
1,266,362 |
20 |
3,443.0 |
3,250.0 |
193.0 |
5.6% |
36.4 |
1.1% |
89% |
True |
False |
1,111,598 |
40 |
3,443.0 |
3,200.0 |
243.0 |
7.1% |
38.3 |
1.1% |
91% |
True |
False |
1,030,927 |
60 |
3,443.0 |
3,191.0 |
252.0 |
7.4% |
36.0 |
1.1% |
91% |
True |
False |
929,038 |
80 |
3,443.0 |
2,962.0 |
481.0 |
14.1% |
37.7 |
1.1% |
95% |
True |
False |
772,345 |
100 |
3,443.0 |
2,868.0 |
575.0 |
16.8% |
38.7 |
1.1% |
96% |
True |
False |
620,716 |
120 |
3,443.0 |
2,868.0 |
575.0 |
16.8% |
39.1 |
1.1% |
96% |
True |
False |
517,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,625.8 |
2.618 |
3,555.6 |
1.618 |
3,512.6 |
1.000 |
3,486.0 |
0.618 |
3,469.6 |
HIGH |
3,443.0 |
0.618 |
3,426.6 |
0.500 |
3,421.5 |
0.382 |
3,416.4 |
LOW |
3,400.0 |
0.618 |
3,373.4 |
1.000 |
3,357.0 |
1.618 |
3,330.4 |
2.618 |
3,287.4 |
4.250 |
3,217.3 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,421.5 |
3,416.8 |
PP |
3,421.3 |
3,412.7 |
S1 |
3,421.2 |
3,408.5 |
|