Trading Metrics calculated at close of trading on 08-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,354.75 |
5,350.00 |
-4.75 |
-0.1% |
5,340.00 |
High |
5,374.25 |
5,377.25 |
3.00 |
0.1% |
5,400.00 |
Low |
5,341.50 |
5,333.75 |
-7.75 |
-0.1% |
5,317.00 |
Close |
5,349.75 |
5,363.00 |
13.25 |
0.2% |
5,372.00 |
Range |
32.75 |
43.50 |
10.75 |
32.8% |
83.00 |
ATR |
38.50 |
38.86 |
0.36 |
0.9% |
0.00 |
Volume |
180,791 |
221,615 |
40,824 |
22.6% |
946,332 |
|
Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,488.50 |
5,469.25 |
5,387.00 |
|
R3 |
5,445.00 |
5,425.75 |
5,375.00 |
|
R2 |
5,401.50 |
5,401.50 |
5,371.00 |
|
R1 |
5,382.25 |
5,382.25 |
5,367.00 |
5,392.00 |
PP |
5,358.00 |
5,358.00 |
5,358.00 |
5,362.75 |
S1 |
5,338.75 |
5,338.75 |
5,359.00 |
5,348.50 |
S2 |
5,314.50 |
5,314.50 |
5,355.00 |
|
S3 |
5,271.00 |
5,295.25 |
5,351.00 |
|
S4 |
5,227.50 |
5,251.75 |
5,339.00 |
|
|
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 |
5,393.75 |
5,333.75 |
60.00 |
1.1% |
35.75 |
0.7% |
49% |
False |
True |
190,376 |
10 |
5,400.00 |
5,299.00 |
101.00 |
1.9% |
40.50 |
0.8% |
63% |
False |
False |
196,780 |
20 |
5,400.00 |
5,163.50 |
236.50 |
4.4% |
37.00 |
0.7% |
84% |
False |
False |
182,437 |
40 |
5,400.00 |
4,990.25 |
409.75 |
7.6% |
37.75 |
0.7% |
91% |
False |
False |
182,993 |
60 |
5,400.00 |
4,850.00 |
550.00 |
10.3% |
41.25 |
0.8% |
93% |
False |
False |
178,586 |
80 |
5,400.00 |
4,672.00 |
728.00 |
13.6% |
47.75 |
0.9% |
95% |
False |
False |
134,975 |
100 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
51.00 |
1.0% |
96% |
False |
False |
108,082 |
120 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
50.75 |
0.9% |
96% |
False |
False |
90,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,562.00 |
2.618 |
5,491.25 |
1.618 |
5,447.75 |
1.000 |
5,420.75 |
0.618 |
5,404.25 |
HIGH |
5,377.25 |
0.618 |
5,360.75 |
0.500 |
5,355.50 |
0.382 |
5,350.25 |
LOW |
5,333.75 |
0.618 |
5,306.75 |
1.000 |
5,290.25 |
1.618 |
5,263.25 |
2.618 |
5,219.75 |
4.250 |
5,149.00 |
|
|
Fisher Pivots for day following 08-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,360.50 |
5,360.50 |
PP |
5,358.00 |
5,358.00 |
S1 |
5,355.50 |
5,355.50 |
|