Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,362.25 |
5,370.00 |
7.75 |
0.1% |
5,369.00 |
High |
5,372.00 |
5,395.25 |
23.25 |
0.4% |
5,395.25 |
Low |
5,335.50 |
5,363.00 |
27.50 |
0.5% |
5,333.75 |
Close |
5,366.75 |
5,382.00 |
15.25 |
0.3% |
5,382.00 |
Range |
36.50 |
32.25 |
-4.25 |
-11.6% |
61.50 |
ATR |
38.69 |
38.23 |
-0.46 |
-1.2% |
0.00 |
Volume |
249,227 |
159,754 |
-89,473 |
-35.9% |
978,114 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,476.75 |
5,461.75 |
5,399.75 |
|
R3 |
5,444.50 |
5,429.50 |
5,390.75 |
|
R2 |
5,412.25 |
5,412.25 |
5,388.00 |
|
R1 |
5,397.25 |
5,397.25 |
5,385.00 |
5,404.75 |
PP |
5,380.00 |
5,380.00 |
5,380.00 |
5,384.00 |
S1 |
5,365.00 |
5,365.00 |
5,379.00 |
5,372.50 |
S2 |
5,347.75 |
5,347.75 |
5,376.00 |
|
S3 |
5,315.50 |
5,332.75 |
5,373.25 |
|
S4 |
5,283.25 |
5,300.50 |
5,364.25 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,554.75 |
5,530.00 |
5,415.75 |
|
R3 |
5,493.25 |
5,468.50 |
5,399.00 |
|
R2 |
5,431.75 |
5,431.75 |
5,393.25 |
|
R1 |
5,407.00 |
5,407.00 |
5,387.75 |
5,419.50 |
PP |
5,370.25 |
5,370.25 |
5,370.25 |
5,376.50 |
S1 |
5,345.50 |
5,345.50 |
5,376.25 |
5,358.00 |
S2 |
5,308.75 |
5,308.75 |
5,370.75 |
|
S3 |
5,247.25 |
5,284.00 |
5,365.00 |
|
S4 |
5,185.75 |
5,222.50 |
5,348.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,395.25 |
5,333.75 |
61.50 |
1.1% |
36.00 |
0.7% |
78% |
True |
False |
195,622 |
10 |
5,400.00 |
5,317.00 |
83.00 |
1.5% |
37.75 |
0.7% |
78% |
False |
False |
192,444 |
20 |
5,400.00 |
5,209.75 |
190.25 |
3.5% |
37.00 |
0.7% |
91% |
False |
False |
186,678 |
40 |
5,400.00 |
4,990.25 |
409.75 |
7.6% |
37.50 |
0.7% |
96% |
False |
False |
183,905 |
60 |
5,400.00 |
4,850.00 |
550.00 |
10.2% |
40.75 |
0.8% |
97% |
False |
False |
178,699 |
80 |
5,400.00 |
4,672.00 |
728.00 |
13.5% |
45.25 |
0.8% |
98% |
False |
False |
140,072 |
100 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
50.75 |
0.9% |
98% |
False |
False |
112,168 |
120 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
50.25 |
0.9% |
98% |
False |
False |
93,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,532.25 |
2.618 |
5,479.75 |
1.618 |
5,447.50 |
1.000 |
5,427.50 |
0.618 |
5,415.25 |
HIGH |
5,395.25 |
0.618 |
5,383.00 |
0.500 |
5,379.00 |
0.382 |
5,375.25 |
LOW |
5,363.00 |
0.618 |
5,343.00 |
1.000 |
5,330.75 |
1.618 |
5,310.75 |
2.618 |
5,278.50 |
4.250 |
5,226.00 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,381.00 |
5,376.25 |
PP |
5,380.00 |
5,370.25 |
S1 |
5,379.00 |
5,364.50 |
|