Trading Metrics calculated at close of trading on 17-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,930 |
20,938 |
8 |
0.0% |
20,886 |
High |
21,028 |
20,975 |
-53 |
-0.3% |
21,028 |
Low |
20,893 |
20,915 |
22 |
0.1% |
20,788 |
Close |
20,940 |
20,972 |
32 |
0.2% |
20,972 |
Range |
135 |
60 |
-75 |
-55.6% |
240 |
ATR |
128 |
123 |
-5 |
-3.8% |
0 |
Volume |
25,420 |
3,353 |
-22,067 |
-86.8% |
186,712 |
|
Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,134 |
21,113 |
21,005 |
|
R3 |
21,074 |
21,053 |
20,989 |
|
R2 |
21,014 |
21,014 |
20,983 |
|
R1 |
20,993 |
20,993 |
20,978 |
21,004 |
PP |
20,954 |
20,954 |
20,954 |
20,959 |
S1 |
20,933 |
20,933 |
20,967 |
20,944 |
S2 |
20,894 |
20,894 |
20,961 |
|
S3 |
20,834 |
20,873 |
20,956 |
|
S4 |
20,774 |
20,813 |
20,939 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,649 |
21,551 |
21,104 |
|
R3 |
21,409 |
21,311 |
21,038 |
|
R2 |
21,169 |
21,169 |
21,016 |
|
R1 |
21,071 |
21,071 |
20,994 |
21,120 |
PP |
20,929 |
20,929 |
20,929 |
20,954 |
S1 |
20,831 |
20,831 |
20,950 |
20,880 |
S2 |
20,689 |
20,689 |
20,928 |
|
S3 |
20,449 |
20,591 |
20,906 |
|
S4 |
20,209 |
20,351 |
20,840 |
|
|
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% |
100 |
0.5% |
77% |
False |
False |
37,342 |
10 |
21,028 |
20,781 |
247 |
1.2% |
110 |
0.5% |
77% |
False |
False |
85,911 |
20 |
21,162 |
20,506 |
656 |
3.1% |
122 |
0.6% |
71% |
False |
False |
112,675 |
40 |
21,162 |
19,652 |
1,510 |
7.2% |
129 |
0.6% |
87% |
False |
False |
117,523 |
60 |
21,162 |
19,607 |
1,555 |
7.4% |
126 |
0.6% |
88% |
False |
False |
113,215 |
80 |
21,162 |
18,769 |
2,393 |
11.4% |
127 |
0.6% |
92% |
False |
False |
98,947 |
100 |
21,162 |
17,360 |
3,802 |
18.1% |
139 |
0.7% |
95% |
False |
False |
79,240 |
120 |
21,162 |
17,360 |
3,802 |
18.1% |
145 |
0.7% |
95% |
False |
False |
66,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,230 |
2.618 |
21,132 |
1.618 |
21,072 |
1.000 |
21,035 |
0.618 |
21,012 |
HIGH |
20,975 |
0.618 |
20,952 |
0.500 |
20,945 |
0.382 |
20,938 |
LOW |
20,915 |
0.618 |
20,878 |
1.000 |
20,855 |
1.618 |
20,818 |
2.618 |
20,758 |
4.250 |
20,660 |
|
|
Fisher Pivots for day following 17-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,963 |
20,961 |
PP |
20,954 |
20,950 |
S1 |
20,945 |
20,940 |
|