Trading Metrics calculated at close of trading on 13-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,422.0 |
3,417.0 |
-5.0 |
-0.1% |
3,396.0 |
High |
3,443.0 |
3,426.0 |
-17.0 |
-0.5% |
3,443.0 |
Low |
3,400.0 |
3,400.0 |
0.0 |
0.0% |
3,374.0 |
Close |
3,421.0 |
3,418.0 |
-3.0 |
-0.1% |
3,421.0 |
Range |
43.0 |
26.0 |
-17.0 |
-39.5% |
69.0 |
ATR |
37.8 |
37.0 |
-0.8 |
-2.2% |
0.0 |
Volume |
1,722,148 |
1,677,954 |
-44,194 |
-2.6% |
7,222,040 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,492.7 |
3,481.3 |
3,432.3 |
|
R3 |
3,466.7 |
3,455.3 |
3,425.2 |
|
R2 |
3,440.7 |
3,440.7 |
3,422.8 |
|
R1 |
3,429.3 |
3,429.3 |
3,420.4 |
3,435.0 |
PP |
3,414.7 |
3,414.7 |
3,414.7 |
3,417.5 |
S1 |
3,403.3 |
3,403.3 |
3,415.6 |
3,409.0 |
S2 |
3,388.7 |
3,388.7 |
3,413.2 |
|
S3 |
3,362.7 |
3,377.3 |
3,410.9 |
|
S4 |
3,336.7 |
3,351.3 |
3,403.7 |
|
|
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% |
32.8 |
1.0% |
64% |
False |
False |
1,617,963 |
10 |
3,443.0 |
3,300.0 |
143.0 |
4.2% |
35.4 |
1.0% |
83% |
False |
False |
1,333,825 |
20 |
3,443.0 |
3,272.0 |
171.0 |
5.0% |
35.2 |
1.0% |
85% |
False |
False |
1,146,278 |
40 |
3,443.0 |
3,200.0 |
243.0 |
7.1% |
38.2 |
1.1% |
90% |
False |
False |
1,050,939 |
60 |
3,443.0 |
3,200.0 |
243.0 |
7.1% |
35.9 |
1.0% |
90% |
False |
False |
937,609 |
80 |
3,443.0 |
2,962.0 |
481.0 |
14.1% |
37.4 |
1.1% |
95% |
False |
False |
793,145 |
100 |
3,443.0 |
2,868.0 |
575.0 |
16.8% |
38.8 |
1.1% |
96% |
False |
False |
637,489 |
120 |
3,443.0 |
2,868.0 |
575.0 |
16.8% |
39.0 |
1.1% |
96% |
False |
False |
531,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,536.5 |
2.618 |
3,494.1 |
1.618 |
3,468.1 |
1.000 |
3,452.0 |
0.618 |
3,442.1 |
HIGH |
3,426.0 |
0.618 |
3,416.1 |
0.500 |
3,413.0 |
0.382 |
3,409.9 |
LOW |
3,400.0 |
0.618 |
3,383.9 |
1.000 |
3,374.0 |
1.618 |
3,357.9 |
2.618 |
3,331.9 |
4.250 |
3,289.5 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,416.3 |
3,415.7 |
PP |
3,414.7 |
3,413.3 |
S1 |
3,413.0 |
3,411.0 |
|