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 |
20,984 |
20,975 |
-9 |
0.0% |
20,777 |
High |
21,037 |
20,980 |
-57 |
-0.3% |
21,162 |
Low |
20,926 |
20,894 |
-32 |
-0.2% |
20,748 |
Close |
20,981 |
20,957 |
-24 |
-0.1% |
20,981 |
Range |
111 |
86 |
-25 |
-22.5% |
414 |
ATR |
138 |
134 |
-4 |
-2.6% |
0 |
Volume |
135,151 |
117,681 |
-17,470 |
-12.9% |
727,247 |
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,202 |
21,165 |
21,004 |
|
R3 |
21,116 |
21,079 |
20,981 |
|
R2 |
21,030 |
21,030 |
20,973 |
|
R1 |
20,993 |
20,993 |
20,965 |
20,969 |
PP |
20,944 |
20,944 |
20,944 |
20,931 |
S1 |
20,907 |
20,907 |
20,949 |
20,883 |
S2 |
20,858 |
20,858 |
20,941 |
|
S3 |
20,772 |
20,821 |
20,933 |
|
S4 |
20,686 |
20,735 |
20,910 |
|
|
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 |
20,769 |
393 |
1.9% |
155 |
0.7% |
48% |
False |
False |
144,454 |
10 |
21,162 |
20,568 |
594 |
2.8% |
133 |
0.6% |
65% |
False |
False |
138,978 |
20 |
21,162 |
19,932 |
1,230 |
5.9% |
130 |
0.6% |
83% |
False |
False |
127,554 |
40 |
21,162 |
19,607 |
1,555 |
7.4% |
135 |
0.6% |
87% |
False |
False |
127,403 |
60 |
21,162 |
19,158 |
2,004 |
9.6% |
134 |
0.6% |
90% |
False |
False |
119,401 |
80 |
21,162 |
17,360 |
3,802 |
18.1% |
143 |
0.7% |
95% |
False |
False |
89,760 |
100 |
21,162 |
17,360 |
3,802 |
18.1% |
144 |
0.7% |
95% |
False |
False |
71,839 |
120 |
21,162 |
17,360 |
3,802 |
18.1% |
148 |
0.7% |
95% |
False |
False |
59,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,346 |
2.618 |
21,205 |
1.618 |
21,119 |
1.000 |
21,066 |
0.618 |
21,033 |
HIGH |
20,980 |
0.618 |
20,947 |
0.500 |
20,937 |
0.382 |
20,927 |
LOW |
20,894 |
0.618 |
20,841 |
1.000 |
20,808 |
1.618 |
20,755 |
2.618 |
20,669 |
4.250 |
20,529 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,950 |
21,012 |
PP |
20,944 |
20,994 |
S1 |
20,937 |
20,975 |
|