Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,858 |
20,930 |
72 |
0.3% |
20,975 |
High |
20,978 |
21,028 |
50 |
0.2% |
21,021 |
Low |
20,851 |
20,893 |
42 |
0.2% |
20,781 |
Close |
20,944 |
20,940 |
-4 |
0.0% |
20,892 |
Range |
127 |
135 |
8 |
6.3% |
240 |
ATR |
127 |
128 |
1 |
0.4% |
0 |
Volume |
44,285 |
25,420 |
-18,865 |
-42.6% |
672,404 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,359 |
21,284 |
21,014 |
|
R3 |
21,224 |
21,149 |
20,977 |
|
R2 |
21,089 |
21,089 |
20,965 |
|
R1 |
21,014 |
21,014 |
20,953 |
21,052 |
PP |
20,954 |
20,954 |
20,954 |
20,972 |
S1 |
20,879 |
20,879 |
20,928 |
20,917 |
S2 |
20,819 |
20,819 |
20,915 |
|
S3 |
20,684 |
20,744 |
20,903 |
|
S4 |
20,549 |
20,609 |
20,866 |
|
|
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 |
21,028 |
20,788 |
240 |
1.1% |
127 |
0.6% |
63% |
True |
False |
58,815 |
10 |
21,037 |
20,781 |
256 |
1.2% |
115 |
0.5% |
62% |
False |
False |
99,091 |
20 |
21,162 |
20,506 |
656 |
3.1% |
123 |
0.6% |
66% |
False |
False |
119,402 |
40 |
21,162 |
19,607 |
1,555 |
7.4% |
131 |
0.6% |
86% |
False |
False |
120,424 |
60 |
21,162 |
19,607 |
1,555 |
7.4% |
126 |
0.6% |
86% |
False |
False |
114,610 |
80 |
21,162 |
18,765 |
2,397 |
11.4% |
127 |
0.6% |
91% |
False |
False |
98,908 |
100 |
21,162 |
17,360 |
3,802 |
18.2% |
140 |
0.7% |
94% |
False |
False |
79,208 |
120 |
21,162 |
17,360 |
3,802 |
18.2% |
146 |
0.7% |
94% |
False |
False |
66,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,602 |
2.618 |
21,382 |
1.618 |
21,247 |
1.000 |
21,163 |
0.618 |
21,112 |
HIGH |
21,028 |
0.618 |
20,977 |
0.500 |
20,961 |
0.382 |
20,945 |
LOW |
20,893 |
0.618 |
20,810 |
1.000 |
20,758 |
1.618 |
20,675 |
2.618 |
20,540 |
4.250 |
20,319 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,961 |
20,929 |
PP |
20,954 |
20,919 |
S1 |
20,947 |
20,908 |
|