Trading Metrics calculated at close of trading on 03-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,605 |
19,570 |
-35 |
-0.2% |
19,170 |
High |
19,685 |
19,600 |
-85 |
-0.4% |
19,685 |
Low |
19,550 |
19,405 |
-145 |
-0.7% |
19,005 |
Close |
19,565 |
19,470 |
-95 |
-0.5% |
19,470 |
Range |
135 |
195 |
60 |
44.4% |
680 |
ATR |
276 |
270 |
-6 |
-2.1% |
0 |
Volume |
11,550 |
12,124 |
574 |
5.0% |
70,580 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,077 |
19,968 |
19,577 |
|
R3 |
19,882 |
19,773 |
19,524 |
|
R2 |
19,687 |
19,687 |
19,506 |
|
R1 |
19,578 |
19,578 |
19,488 |
19,535 |
PP |
19,492 |
19,492 |
19,492 |
19,470 |
S1 |
19,383 |
19,383 |
19,452 |
19,340 |
S2 |
19,297 |
19,297 |
19,434 |
|
S3 |
19,102 |
19,188 |
19,417 |
|
S4 |
18,907 |
18,993 |
19,363 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,427 |
21,128 |
19,844 |
|
R3 |
20,747 |
20,448 |
19,657 |
|
R2 |
20,067 |
20,067 |
19,595 |
|
R1 |
19,768 |
19,768 |
19,532 |
19,918 |
PP |
19,387 |
19,387 |
19,387 |
19,461 |
S1 |
19,088 |
19,088 |
19,408 |
19,238 |
S2 |
18,707 |
18,707 |
19,345 |
|
S3 |
18,027 |
18,408 |
19,283 |
|
S4 |
17,347 |
17,728 |
19,096 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,685 |
19,005 |
680 |
3.5% |
253 |
1.3% |
68% |
False |
False |
14,116 |
10 |
19,685 |
19,005 |
680 |
3.5% |
257 |
1.3% |
68% |
False |
False |
13,320 |
20 |
19,685 |
18,825 |
860 |
4.4% |
257 |
1.3% |
75% |
False |
False |
13,432 |
40 |
19,745 |
18,680 |
1,065 |
5.5% |
292 |
1.5% |
74% |
False |
False |
14,079 |
60 |
19,745 |
18,360 |
1,385 |
7.1% |
280 |
1.4% |
80% |
False |
False |
12,732 |
80 |
19,745 |
16,190 |
3,555 |
18.3% |
287 |
1.5% |
92% |
False |
False |
9,897 |
100 |
19,745 |
16,190 |
3,555 |
18.3% |
261 |
1.3% |
92% |
False |
False |
7,918 |
120 |
19,745 |
16,190 |
3,555 |
18.3% |
245 |
1.3% |
92% |
False |
False |
6,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,429 |
2.618 |
20,111 |
1.618 |
19,916 |
1.000 |
19,795 |
0.618 |
19,721 |
HIGH |
19,600 |
0.618 |
19,526 |
0.500 |
19,503 |
0.382 |
19,480 |
LOW |
19,405 |
0.618 |
19,285 |
1.000 |
19,210 |
1.618 |
19,090 |
2.618 |
18,895 |
4.250 |
18,576 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,503 |
19,457 |
PP |
19,492 |
19,443 |
S1 |
19,481 |
19,430 |
|