Trading Metrics calculated at close of trading on 08-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,925 |
20,910 |
-15 |
-0.1% |
20,777 |
High |
20,965 |
20,957 |
-8 |
0.0% |
21,162 |
Low |
20,893 |
20,837 |
-56 |
-0.3% |
20,748 |
Close |
20,913 |
20,868 |
-45 |
-0.2% |
20,981 |
Range |
72 |
120 |
48 |
66.7% |
414 |
ATR |
130 |
129 |
-1 |
-0.5% |
0 |
Volume |
113,939 |
151,456 |
37,517 |
32.9% |
727,247 |
|
Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,247 |
21,178 |
20,934 |
|
R3 |
21,127 |
21,058 |
20,901 |
|
R2 |
21,007 |
21,007 |
20,890 |
|
R1 |
20,938 |
20,938 |
20,879 |
20,913 |
PP |
20,887 |
20,887 |
20,887 |
20,875 |
S1 |
20,818 |
20,818 |
20,857 |
20,793 |
S2 |
20,767 |
20,767 |
20,846 |
|
S3 |
20,647 |
20,698 |
20,835 |
|
S4 |
20,527 |
20,578 |
20,802 |
|
|
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 |
21,130 |
20,837 |
293 |
1.4% |
110 |
0.5% |
11% |
False |
True |
134,018 |
10 |
21,162 |
20,695 |
467 |
2.2% |
125 |
0.6% |
37% |
False |
False |
138,711 |
20 |
21,162 |
19,966 |
1,196 |
5.7% |
129 |
0.6% |
75% |
False |
False |
129,837 |
40 |
21,162 |
19,607 |
1,555 |
7.5% |
133 |
0.6% |
81% |
False |
False |
128,844 |
60 |
21,162 |
19,556 |
1,606 |
7.7% |
129 |
0.6% |
82% |
False |
False |
123,009 |
80 |
21,162 |
18,425 |
2,737 |
13.1% |
129 |
0.6% |
89% |
False |
False |
93,055 |
100 |
21,162 |
17,360 |
3,802 |
18.2% |
141 |
0.7% |
92% |
False |
False |
74,491 |
120 |
21,162 |
17,360 |
3,802 |
18.2% |
147 |
0.7% |
92% |
False |
False |
62,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,467 |
2.618 |
21,271 |
1.618 |
21,151 |
1.000 |
21,077 |
0.618 |
21,031 |
HIGH |
20,957 |
0.618 |
20,911 |
0.500 |
20,897 |
0.382 |
20,883 |
LOW |
20,837 |
0.618 |
20,763 |
1.000 |
20,717 |
1.618 |
20,643 |
2.618 |
20,523 |
4.250 |
20,327 |
|
|
Fisher Pivots for day following 08-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,897 |
20,909 |
PP |
20,887 |
20,895 |
S1 |
20,878 |
20,882 |
|