Trading Metrics calculated at close of trading on 06-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,570 |
19,450 |
-120 |
-0.6% |
19,170 |
High |
19,600 |
19,515 |
-85 |
-0.4% |
19,685 |
Low |
19,405 |
19,305 |
-100 |
-0.5% |
19,005 |
Close |
19,470 |
19,375 |
-95 |
-0.5% |
19,470 |
Range |
195 |
210 |
15 |
7.7% |
680 |
ATR |
270 |
265 |
-4 |
-1.6% |
0 |
Volume |
12,124 |
35,854 |
23,730 |
195.7% |
70,580 |
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,028 |
19,912 |
19,491 |
|
R3 |
19,818 |
19,702 |
19,433 |
|
R2 |
19,608 |
19,608 |
19,414 |
|
R1 |
19,492 |
19,492 |
19,394 |
19,445 |
PP |
19,398 |
19,398 |
19,398 |
19,375 |
S1 |
19,282 |
19,282 |
19,356 |
19,235 |
S2 |
19,188 |
19,188 |
19,337 |
|
S3 |
18,978 |
19,072 |
19,317 |
|
S4 |
18,768 |
18,862 |
19,260 |
|
|
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 |
19,035 |
650 |
3.4% |
249 |
1.3% |
52% |
False |
False |
18,786 |
10 |
19,685 |
19,005 |
680 |
3.5% |
253 |
1.3% |
54% |
False |
False |
15,578 |
20 |
19,685 |
18,825 |
860 |
4.4% |
253 |
1.3% |
64% |
False |
False |
14,347 |
40 |
19,745 |
18,680 |
1,065 |
5.5% |
290 |
1.5% |
65% |
False |
False |
14,617 |
60 |
19,745 |
18,455 |
1,290 |
6.7% |
281 |
1.4% |
71% |
False |
False |
13,175 |
80 |
19,745 |
16,190 |
3,555 |
18.3% |
287 |
1.5% |
90% |
False |
False |
10,345 |
100 |
19,745 |
16,190 |
3,555 |
18.3% |
262 |
1.4% |
90% |
False |
False |
8,277 |
120 |
19,745 |
16,190 |
3,555 |
18.3% |
245 |
1.3% |
90% |
False |
False |
6,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,408 |
2.618 |
20,065 |
1.618 |
19,855 |
1.000 |
19,725 |
0.618 |
19,645 |
HIGH |
19,515 |
0.618 |
19,435 |
0.500 |
19,410 |
0.382 |
19,385 |
LOW |
19,305 |
0.618 |
19,175 |
1.000 |
19,095 |
1.618 |
18,965 |
2.618 |
18,755 |
4.250 |
18,413 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,410 |
19,495 |
PP |
19,398 |
19,455 |
S1 |
19,387 |
19,415 |
|