Trading Metrics calculated at close of trading on 13-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,876 |
20,886 |
10 |
0.0% |
20,975 |
High |
21,021 |
20,926 |
-95 |
-0.5% |
21,021 |
Low |
20,829 |
20,850 |
21 |
0.1% |
20,781 |
Close |
20,892 |
20,888 |
-4 |
0.0% |
20,892 |
Range |
192 |
76 |
-116 |
-60.4% |
240 |
ATR |
133 |
129 |
-4 |
-3.1% |
0 |
Volume |
110,718 |
53,340 |
-57,378 |
-51.8% |
672,404 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,116 |
21,078 |
20,930 |
|
R3 |
21,040 |
21,002 |
20,909 |
|
R2 |
20,964 |
20,964 |
20,902 |
|
R1 |
20,926 |
20,926 |
20,895 |
20,945 |
PP |
20,888 |
20,888 |
20,888 |
20,898 |
S1 |
20,850 |
20,850 |
20,881 |
20,869 |
S2 |
20,812 |
20,812 |
20,874 |
|
S3 |
20,736 |
20,774 |
20,867 |
|
S4 |
20,660 |
20,698 |
20,846 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,618 |
21,495 |
21,024 |
|
R3 |
21,378 |
21,255 |
20,958 |
|
R2 |
21,138 |
21,138 |
20,936 |
|
R1 |
21,015 |
21,015 |
20,914 |
20,957 |
PP |
20,898 |
20,898 |
20,898 |
20,869 |
S1 |
20,775 |
20,775 |
20,870 |
20,717 |
S2 |
20,658 |
20,658 |
20,848 |
|
S3 |
20,418 |
20,535 |
20,826 |
|
S4 |
20,178 |
20,295 |
20,760 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,021 |
20,781 |
240 |
1.1% |
117 |
0.6% |
45% |
False |
False |
121,612 |
10 |
21,162 |
20,769 |
393 |
1.9% |
136 |
0.7% |
30% |
False |
False |
133,033 |
20 |
21,162 |
20,226 |
936 |
4.5% |
129 |
0.6% |
71% |
False |
False |
130,903 |
40 |
21,162 |
19,607 |
1,555 |
7.4% |
131 |
0.6% |
82% |
False |
False |
126,211 |
60 |
21,162 |
19,607 |
1,555 |
7.4% |
128 |
0.6% |
82% |
False |
False |
121,678 |
80 |
21,162 |
18,697 |
2,465 |
11.8% |
126 |
0.6% |
89% |
False |
False |
97,308 |
100 |
21,162 |
17,360 |
3,802 |
18.2% |
141 |
0.7% |
93% |
False |
False |
77,913 |
120 |
21,162 |
17,360 |
3,802 |
18.2% |
146 |
0.7% |
93% |
False |
False |
64,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,249 |
2.618 |
21,125 |
1.618 |
21,049 |
1.000 |
21,002 |
0.618 |
20,973 |
HIGH |
20,926 |
0.618 |
20,897 |
0.500 |
20,888 |
0.382 |
20,879 |
LOW |
20,850 |
0.618 |
20,803 |
1.000 |
20,774 |
1.618 |
20,727 |
2.618 |
20,651 |
4.250 |
20,527 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,888 |
20,901 |
PP |
20,888 |
20,897 |
S1 |
20,888 |
20,892 |
|