Trading Metrics calculated at close of trading on 13-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,370.00 |
5,381.00 |
11.00 |
0.2% |
5,369.00 |
High |
5,395.25 |
5,396.50 |
1.25 |
0.0% |
5,395.25 |
Low |
5,363.00 |
5,371.75 |
8.75 |
0.2% |
5,333.75 |
Close |
5,382.00 |
5,395.50 |
13.50 |
0.3% |
5,382.00 |
Range |
32.25 |
24.75 |
-7.50 |
-23.3% |
61.50 |
ATR |
38.23 |
37.27 |
-0.96 |
-2.5% |
0.00 |
Volume |
159,754 |
85,360 |
-74,394 |
-46.6% |
978,114 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,462.25 |
5,453.50 |
5,409.00 |
|
R3 |
5,437.50 |
5,428.75 |
5,402.25 |
|
R2 |
5,412.75 |
5,412.75 |
5,400.00 |
|
R1 |
5,404.00 |
5,404.00 |
5,397.75 |
5,408.50 |
PP |
5,388.00 |
5,388.00 |
5,388.00 |
5,390.00 |
S1 |
5,379.25 |
5,379.25 |
5,393.25 |
5,383.50 |
S2 |
5,363.25 |
5,363.25 |
5,391.00 |
|
S3 |
5,338.50 |
5,354.50 |
5,388.75 |
|
S4 |
5,313.75 |
5,329.75 |
5,382.00 |
|
|
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 |
5,396.50 |
5,333.75 |
62.75 |
1.2% |
34.00 |
0.6% |
98% |
True |
False |
179,349 |
10 |
5,400.00 |
5,317.00 |
83.00 |
1.5% |
37.25 |
0.7% |
95% |
False |
False |
185,602 |
20 |
5,400.00 |
5,226.75 |
173.25 |
3.2% |
37.00 |
0.7% |
97% |
False |
False |
183,595 |
40 |
5,400.00 |
5,025.00 |
375.00 |
7.0% |
36.75 |
0.7% |
99% |
False |
False |
180,731 |
60 |
5,400.00 |
4,850.00 |
550.00 |
10.2% |
39.25 |
0.7% |
99% |
False |
False |
175,181 |
80 |
5,400.00 |
4,687.25 |
712.75 |
13.2% |
44.25 |
0.8% |
99% |
False |
False |
141,132 |
100 |
5,400.00 |
4,557.00 |
843.00 |
15.6% |
50.75 |
0.9% |
99% |
False |
False |
113,019 |
120 |
5,400.00 |
4,557.00 |
843.00 |
15.6% |
50.00 |
0.9% |
99% |
False |
False |
94,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,501.75 |
2.618 |
5,461.25 |
1.618 |
5,436.50 |
1.000 |
5,421.25 |
0.618 |
5,411.75 |
HIGH |
5,396.50 |
0.618 |
5,387.00 |
0.500 |
5,384.00 |
0.382 |
5,381.25 |
LOW |
5,371.75 |
0.618 |
5,356.50 |
1.000 |
5,347.00 |
1.618 |
5,331.75 |
2.618 |
5,307.00 |
4.250 |
5,266.50 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,391.75 |
5,385.75 |
PP |
5,388.00 |
5,375.75 |
S1 |
5,384.00 |
5,366.00 |
|