Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,886 |
20,884 |
-2 |
0.0% |
20,975 |
High |
20,926 |
20,890 |
-36 |
-0.2% |
21,021 |
Low |
20,850 |
20,788 |
-62 |
-0.3% |
20,781 |
Close |
20,888 |
20,847 |
-41 |
-0.2% |
20,892 |
Range |
76 |
102 |
26 |
34.2% |
240 |
ATR |
129 |
127 |
-2 |
-1.5% |
0 |
Volume |
53,340 |
60,314 |
6,974 |
13.1% |
672,404 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,148 |
21,099 |
20,903 |
|
R3 |
21,046 |
20,997 |
20,875 |
|
R2 |
20,944 |
20,944 |
20,866 |
|
R1 |
20,895 |
20,895 |
20,856 |
20,869 |
PP |
20,842 |
20,842 |
20,842 |
20,828 |
S1 |
20,793 |
20,793 |
20,838 |
20,767 |
S2 |
20,740 |
20,740 |
20,828 |
|
S3 |
20,638 |
20,691 |
20,819 |
|
S4 |
20,536 |
20,589 |
20,791 |
|
|
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 |
1.2% |
123 |
0.6% |
28% |
False |
False |
110,887 |
10 |
21,162 |
20,781 |
381 |
1.8% |
140 |
0.7% |
17% |
False |
False |
127,740 |
20 |
21,162 |
20,346 |
816 |
3.9% |
126 |
0.6% |
61% |
False |
False |
128,599 |
40 |
21,162 |
19,607 |
1,555 |
7.5% |
131 |
0.6% |
80% |
False |
False |
125,225 |
60 |
21,162 |
19,607 |
1,555 |
7.5% |
126 |
0.6% |
80% |
False |
False |
118,990 |
80 |
21,162 |
18,738 |
2,424 |
11.6% |
125 |
0.6% |
87% |
False |
False |
98,043 |
100 |
21,162 |
17,360 |
3,802 |
18.2% |
140 |
0.7% |
92% |
False |
False |
78,516 |
120 |
21,162 |
17,360 |
3,802 |
18.2% |
147 |
0.7% |
92% |
False |
False |
65,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,324 |
2.618 |
21,157 |
1.618 |
21,055 |
1.000 |
20,992 |
0.618 |
20,953 |
HIGH |
20,890 |
0.618 |
20,851 |
0.500 |
20,839 |
0.382 |
20,827 |
LOW |
20,788 |
0.618 |
20,725 |
1.000 |
20,686 |
1.618 |
20,623 |
2.618 |
20,521 |
4.250 |
20,355 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,844 |
20,905 |
PP |
20,842 |
20,885 |
S1 |
20,839 |
20,866 |
|