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 |
19,290 |
19,434 |
144 |
0.7% |
19,450 |
High |
19,435 |
19,435 |
0 |
0.0% |
19,515 |
Low |
19,265 |
19,265 |
0 |
0.0% |
19,195 |
Close |
19,410 |
19,434 |
24 |
0.1% |
19,434 |
Range |
170 |
170 |
0 |
0.0% |
320 |
ATR |
244 |
239 |
-5 |
-2.2% |
0 |
Volume |
4,408 |
0 |
-4,408 |
-100.0% |
69,655 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,888 |
19,831 |
19,528 |
|
R3 |
19,718 |
19,661 |
19,481 |
|
R2 |
19,548 |
19,548 |
19,466 |
|
R1 |
19,491 |
19,491 |
19,450 |
19,519 |
PP |
19,378 |
19,378 |
19,378 |
19,392 |
S1 |
19,321 |
19,321 |
19,419 |
19,349 |
S2 |
19,208 |
19,208 |
19,403 |
|
S3 |
19,038 |
19,151 |
19,388 |
|
S4 |
18,868 |
18,981 |
19,341 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,342 |
20,208 |
19,610 |
|
R3 |
20,022 |
19,888 |
19,522 |
|
R2 |
19,702 |
19,702 |
19,493 |
|
R1 |
19,568 |
19,568 |
19,464 |
19,475 |
PP |
19,382 |
19,382 |
19,382 |
19,335 |
S1 |
19,248 |
19,248 |
19,405 |
19,155 |
S2 |
19,062 |
19,062 |
19,376 |
|
S3 |
18,742 |
18,928 |
19,346 |
|
S4 |
18,422 |
18,608 |
19,258 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,515 |
19,195 |
320 |
1.6% |
170 |
0.9% |
75% |
False |
False |
13,931 |
10 |
19,685 |
19,005 |
680 |
3.5% |
212 |
1.1% |
63% |
False |
False |
14,023 |
20 |
19,685 |
19,005 |
680 |
3.5% |
234 |
1.2% |
63% |
False |
False |
13,685 |
40 |
19,685 |
18,680 |
1,005 |
5.2% |
276 |
1.4% |
75% |
False |
False |
14,333 |
60 |
19,745 |
18,680 |
1,065 |
5.5% |
271 |
1.4% |
71% |
False |
False |
12,772 |
80 |
19,745 |
17,500 |
2,245 |
11.6% |
267 |
1.4% |
86% |
False |
False |
10,765 |
100 |
19,745 |
16,190 |
3,555 |
18.3% |
262 |
1.3% |
91% |
False |
False |
8,615 |
120 |
19,745 |
16,190 |
3,555 |
18.3% |
245 |
1.3% |
91% |
False |
False |
7,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,158 |
2.618 |
19,880 |
1.618 |
19,710 |
1.000 |
19,605 |
0.618 |
19,540 |
HIGH |
19,435 |
0.618 |
19,370 |
0.500 |
19,350 |
0.382 |
19,330 |
LOW |
19,265 |
0.618 |
19,160 |
1.000 |
19,095 |
1.618 |
18,990 |
2.618 |
18,820 |
4.250 |
18,543 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,406 |
19,395 |
PP |
19,378 |
19,355 |
S1 |
19,350 |
19,315 |
|