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 |
21,074 |
20,984 |
-90 |
-0.4% |
20,777 |
High |
21,130 |
21,037 |
-93 |
-0.4% |
21,162 |
Low |
20,972 |
20,926 |
-46 |
-0.2% |
20,748 |
Close |
21,006 |
20,981 |
-25 |
-0.1% |
20,981 |
Range |
158 |
111 |
-47 |
-29.7% |
414 |
ATR |
140 |
138 |
-2 |
-1.5% |
0 |
Volume |
151,866 |
135,151 |
-16,715 |
-11.0% |
727,247 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,314 |
21,259 |
21,042 |
|
R3 |
21,203 |
21,148 |
21,012 |
|
R2 |
21,092 |
21,092 |
21,001 |
|
R1 |
21,037 |
21,037 |
20,991 |
21,009 |
PP |
20,981 |
20,981 |
20,981 |
20,968 |
S1 |
20,926 |
20,926 |
20,971 |
20,898 |
S2 |
20,870 |
20,870 |
20,961 |
|
S3 |
20,759 |
20,815 |
20,951 |
|
S4 |
20,648 |
20,704 |
20,920 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,206 |
22,007 |
21,209 |
|
R3 |
21,792 |
21,593 |
21,095 |
|
R2 |
21,378 |
21,378 |
21,057 |
|
R1 |
21,179 |
21,179 |
21,019 |
21,279 |
PP |
20,964 |
20,964 |
20,964 |
21,013 |
S1 |
20,765 |
20,765 |
20,943 |
20,865 |
S2 |
20,550 |
20,550 |
20,905 |
|
S3 |
20,136 |
20,351 |
20,867 |
|
S4 |
19,722 |
19,937 |
20,753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,162 |
20,748 |
414 |
2.0% |
155 |
0.7% |
56% |
False |
False |
145,449 |
10 |
21,162 |
20,506 |
656 |
3.1% |
134 |
0.6% |
72% |
False |
False |
139,439 |
20 |
21,162 |
19,783 |
1,379 |
6.6% |
137 |
0.7% |
87% |
False |
False |
128,294 |
40 |
21,162 |
19,607 |
1,555 |
7.4% |
136 |
0.6% |
88% |
False |
False |
127,182 |
60 |
21,162 |
19,114 |
2,048 |
9.8% |
134 |
0.6% |
91% |
False |
False |
117,491 |
80 |
21,162 |
17,360 |
3,802 |
18.1% |
145 |
0.7% |
95% |
False |
False |
88,293 |
100 |
21,162 |
17,360 |
3,802 |
18.1% |
144 |
0.7% |
95% |
False |
False |
70,663 |
120 |
21,162 |
17,360 |
3,802 |
18.1% |
151 |
0.7% |
95% |
False |
False |
58,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,509 |
2.618 |
21,328 |
1.618 |
21,217 |
1.000 |
21,148 |
0.618 |
21,106 |
HIGH |
21,037 |
0.618 |
20,995 |
0.500 |
20,982 |
0.382 |
20,969 |
LOW |
20,926 |
0.618 |
20,858 |
1.000 |
20,815 |
1.618 |
20,747 |
2.618 |
20,636 |
4.250 |
20,454 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,982 |
20,986 |
PP |
20,981 |
20,984 |
S1 |
20,981 |
20,983 |
|