Trading Metrics calculated at close of trading on 07-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,369.00 |
5,354.75 |
-14.25 |
-0.3% |
5,340.00 |
High |
5,374.50 |
5,374.25 |
-0.25 |
0.0% |
5,400.00 |
Low |
5,339.00 |
5,341.50 |
2.50 |
0.0% |
5,317.00 |
Close |
5,361.00 |
5,349.75 |
-11.25 |
-0.2% |
5,372.00 |
Range |
35.50 |
32.75 |
-2.75 |
-7.7% |
83.00 |
ATR |
38.94 |
38.50 |
-0.44 |
-1.1% |
0.00 |
Volume |
166,727 |
180,791 |
14,064 |
8.4% |
946,332 |
|
Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,453.50 |
5,434.25 |
5,367.75 |
|
R3 |
5,420.75 |
5,401.50 |
5,358.75 |
|
R2 |
5,388.00 |
5,388.00 |
5,355.75 |
|
R1 |
5,368.75 |
5,368.75 |
5,352.75 |
5,362.00 |
PP |
5,355.25 |
5,355.25 |
5,355.25 |
5,351.75 |
S1 |
5,336.00 |
5,336.00 |
5,346.75 |
5,329.25 |
S2 |
5,322.50 |
5,322.50 |
5,343.75 |
|
S3 |
5,289.75 |
5,303.25 |
5,340.75 |
|
S4 |
5,257.00 |
5,270.50 |
5,331.75 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,612.00 |
5,575.00 |
5,417.75 |
|
R3 |
5,529.00 |
5,492.00 |
5,394.75 |
|
R2 |
5,446.00 |
5,446.00 |
5,387.25 |
|
R1 |
5,409.00 |
5,409.00 |
5,379.50 |
5,427.50 |
PP |
5,363.00 |
5,363.00 |
5,363.00 |
5,372.25 |
S1 |
5,326.00 |
5,326.00 |
5,364.50 |
5,344.50 |
S2 |
5,280.00 |
5,280.00 |
5,356.75 |
|
S3 |
5,197.00 |
5,243.00 |
5,349.25 |
|
S4 |
5,114.00 |
5,160.00 |
5,326.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,400.00 |
5,332.00 |
68.00 |
1.3% |
40.50 |
0.8% |
26% |
False |
False |
194,406 |
10 |
5,400.00 |
5,299.00 |
101.00 |
1.9% |
38.00 |
0.7% |
50% |
False |
False |
190,277 |
20 |
5,400.00 |
5,154.25 |
245.75 |
4.6% |
36.50 |
0.7% |
80% |
False |
False |
179,578 |
40 |
5,400.00 |
4,990.25 |
409.75 |
7.7% |
37.50 |
0.7% |
88% |
False |
False |
181,156 |
60 |
5,400.00 |
4,836.00 |
564.00 |
10.5% |
41.25 |
0.8% |
91% |
False |
False |
175,816 |
80 |
5,400.00 |
4,557.00 |
843.00 |
15.8% |
50.75 |
0.9% |
94% |
False |
False |
132,228 |
100 |
5,400.00 |
4,557.00 |
843.00 |
15.8% |
51.00 |
1.0% |
94% |
False |
False |
105,866 |
120 |
5,400.00 |
4,557.00 |
843.00 |
15.8% |
50.75 |
1.0% |
94% |
False |
False |
88,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,513.50 |
2.618 |
5,460.00 |
1.618 |
5,427.25 |
1.000 |
5,407.00 |
0.618 |
5,394.50 |
HIGH |
5,374.25 |
0.618 |
5,361.75 |
0.500 |
5,358.00 |
0.382 |
5,354.00 |
LOW |
5,341.50 |
0.618 |
5,321.25 |
1.000 |
5,308.75 |
1.618 |
5,288.50 |
2.618 |
5,255.75 |
4.250 |
5,202.25 |
|
|
Fisher Pivots for day following 07-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,358.00 |
5,356.75 |
PP |
5,355.25 |
5,354.50 |
S1 |
5,352.50 |
5,352.00 |
|