Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,884 |
20,858 |
-26 |
-0.1% |
20,975 |
High |
20,890 |
20,978 |
88 |
0.4% |
21,021 |
Low |
20,788 |
20,851 |
63 |
0.3% |
20,781 |
Close |
20,847 |
20,944 |
97 |
0.5% |
20,892 |
Range |
102 |
127 |
25 |
24.5% |
240 |
ATR |
127 |
127 |
0 |
0.2% |
0 |
Volume |
60,314 |
44,285 |
-16,029 |
-26.6% |
672,404 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,305 |
21,252 |
21,014 |
|
R3 |
21,178 |
21,125 |
20,979 |
|
R2 |
21,051 |
21,051 |
20,967 |
|
R1 |
20,998 |
20,998 |
20,956 |
21,025 |
PP |
20,924 |
20,924 |
20,924 |
20,938 |
S1 |
20,871 |
20,871 |
20,932 |
20,898 |
S2 |
20,797 |
20,797 |
20,921 |
|
S3 |
20,670 |
20,744 |
20,909 |
|
S4 |
20,543 |
20,617 |
20,874 |
|
|
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% |
125 |
0.6% |
68% |
False |
False |
89,453 |
10 |
21,130 |
20,781 |
349 |
1.7% |
117 |
0.6% |
47% |
False |
False |
111,736 |
20 |
21,162 |
20,468 |
694 |
3.3% |
125 |
0.6% |
69% |
False |
False |
124,791 |
40 |
21,162 |
19,607 |
1,555 |
7.4% |
131 |
0.6% |
86% |
False |
False |
122,814 |
60 |
21,162 |
19,607 |
1,555 |
7.4% |
125 |
0.6% |
86% |
False |
False |
116,352 |
80 |
21,162 |
18,755 |
2,407 |
11.5% |
126 |
0.6% |
91% |
False |
False |
98,595 |
100 |
21,162 |
17,360 |
3,802 |
18.2% |
140 |
0.7% |
94% |
False |
False |
78,958 |
120 |
21,162 |
17,360 |
3,802 |
18.2% |
146 |
0.7% |
94% |
False |
False |
65,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,518 |
2.618 |
21,311 |
1.618 |
21,184 |
1.000 |
21,105 |
0.618 |
21,057 |
HIGH |
20,978 |
0.618 |
20,930 |
0.500 |
20,915 |
0.382 |
20,900 |
LOW |
20,851 |
0.618 |
20,773 |
1.000 |
20,724 |
1.618 |
20,646 |
2.618 |
20,519 |
4.250 |
20,311 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,934 |
20,924 |
PP |
20,924 |
20,903 |
S1 |
20,915 |
20,883 |
|