Trading Metrics calculated at close of trading on 07-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,975 |
20,925 |
-50 |
-0.2% |
20,777 |
High |
20,980 |
20,965 |
-15 |
-0.1% |
21,162 |
Low |
20,894 |
20,893 |
-1 |
0.0% |
20,748 |
Close |
20,957 |
20,913 |
-44 |
-0.2% |
20,981 |
Range |
86 |
72 |
-14 |
-16.3% |
414 |
ATR |
134 |
130 |
-4 |
-3.3% |
0 |
Volume |
117,681 |
113,939 |
-3,742 |
-3.2% |
727,247 |
|
Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,140 |
21,098 |
20,953 |
|
R3 |
21,068 |
21,026 |
20,933 |
|
R2 |
20,996 |
20,996 |
20,926 |
|
R1 |
20,954 |
20,954 |
20,920 |
20,939 |
PP |
20,924 |
20,924 |
20,924 |
20,916 |
S1 |
20,882 |
20,882 |
20,907 |
20,867 |
S2 |
20,852 |
20,852 |
20,900 |
|
S3 |
20,780 |
20,810 |
20,893 |
|
S4 |
20,708 |
20,738 |
20,874 |
|
|
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 |
20,810 |
352 |
1.7% |
156 |
0.7% |
29% |
False |
False |
144,594 |
10 |
21,162 |
20,667 |
495 |
2.4% |
123 |
0.6% |
50% |
False |
False |
135,587 |
20 |
21,162 |
19,957 |
1,205 |
5.8% |
129 |
0.6% |
79% |
False |
False |
127,830 |
40 |
21,162 |
19,607 |
1,555 |
7.4% |
132 |
0.6% |
84% |
False |
False |
127,203 |
60 |
21,162 |
19,431 |
1,731 |
8.3% |
130 |
0.6% |
86% |
False |
False |
121,147 |
80 |
21,162 |
17,360 |
3,802 |
18.2% |
142 |
0.7% |
93% |
False |
False |
91,181 |
100 |
21,162 |
17,360 |
3,802 |
18.2% |
141 |
0.7% |
93% |
False |
False |
72,977 |
120 |
21,162 |
17,360 |
3,802 |
18.2% |
147 |
0.7% |
93% |
False |
False |
60,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,271 |
2.618 |
21,154 |
1.618 |
21,082 |
1.000 |
21,037 |
0.618 |
21,010 |
HIGH |
20,965 |
0.618 |
20,938 |
0.500 |
20,929 |
0.382 |
20,921 |
LOW |
20,893 |
0.618 |
20,849 |
1.000 |
20,821 |
1.618 |
20,777 |
2.618 |
20,705 |
4.250 |
20,587 |
|
|
Fisher Pivots for day following 07-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,929 |
20,965 |
PP |
20,924 |
20,948 |
S1 |
20,918 |
20,930 |
|