Trading Metrics calculated at close of trading on 09-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,350.00 |
5,362.25 |
12.25 |
0.2% |
5,340.00 |
High |
5,377.25 |
5,372.00 |
-5.25 |
-0.1% |
5,400.00 |
Low |
5,333.75 |
5,335.50 |
1.75 |
0.0% |
5,317.00 |
Close |
5,363.00 |
5,366.75 |
3.75 |
0.1% |
5,372.00 |
Range |
43.50 |
36.50 |
-7.00 |
-16.1% |
83.00 |
ATR |
38.86 |
38.69 |
-0.17 |
-0.4% |
0.00 |
Volume |
221,615 |
249,227 |
27,612 |
12.5% |
946,332 |
|
Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,467.50 |
5,453.75 |
5,386.75 |
|
R3 |
5,431.00 |
5,417.25 |
5,376.75 |
|
R2 |
5,394.50 |
5,394.50 |
5,373.50 |
|
R1 |
5,380.75 |
5,380.75 |
5,370.00 |
5,387.50 |
PP |
5,358.00 |
5,358.00 |
5,358.00 |
5,361.50 |
S1 |
5,344.25 |
5,344.25 |
5,363.50 |
5,351.00 |
S2 |
5,321.50 |
5,321.50 |
5,360.00 |
|
S3 |
5,285.00 |
5,307.75 |
5,356.75 |
|
S4 |
5,248.50 |
5,271.25 |
5,346.75 |
|
|
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 |
5,377.25 |
5,333.75 |
43.50 |
0.8% |
35.50 |
0.7% |
76% |
False |
False |
199,017 |
10 |
5,400.00 |
5,299.00 |
101.00 |
1.9% |
39.00 |
0.7% |
67% |
False |
False |
197,663 |
20 |
5,400.00 |
5,186.25 |
213.75 |
4.0% |
37.00 |
0.7% |
84% |
False |
False |
186,586 |
40 |
5,400.00 |
4,990.25 |
409.75 |
7.6% |
37.75 |
0.7% |
92% |
False |
False |
185,380 |
60 |
5,400.00 |
4,850.00 |
550.00 |
10.2% |
41.25 |
0.8% |
94% |
False |
False |
179,886 |
80 |
5,400.00 |
4,672.00 |
728.00 |
13.6% |
45.75 |
0.9% |
95% |
False |
False |
138,080 |
100 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
51.00 |
0.9% |
96% |
False |
False |
110,572 |
120 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
50.25 |
0.9% |
96% |
False |
False |
92,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,527.00 |
2.618 |
5,467.50 |
1.618 |
5,431.00 |
1.000 |
5,408.50 |
0.618 |
5,394.50 |
HIGH |
5,372.00 |
0.618 |
5,358.00 |
0.500 |
5,353.75 |
0.382 |
5,349.50 |
LOW |
5,335.50 |
0.618 |
5,313.00 |
1.000 |
5,299.00 |
1.618 |
5,276.50 |
2.618 |
5,240.00 |
4.250 |
5,180.50 |
|
|
Fisher Pivots for day following 09-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,362.50 |
5,363.00 |
PP |
5,358.00 |
5,359.25 |
S1 |
5,353.75 |
5,355.50 |
|