Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,394.50 |
5,380.50 |
-14.00 |
-0.3% |
5,369.00 |
High |
5,396.75 |
5,427.25 |
30.50 |
0.6% |
5,395.25 |
Low |
5,360.00 |
5,376.00 |
16.00 |
0.3% |
5,333.75 |
Close |
5,381.50 |
5,415.25 |
33.75 |
0.6% |
5,382.00 |
Range |
36.75 |
51.25 |
14.50 |
39.5% |
61.50 |
ATR |
37.23 |
38.23 |
1.00 |
2.7% |
0.00 |
Volume |
92,067 |
63,828 |
-28,239 |
-30.7% |
978,114 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,560.00 |
5,538.75 |
5,443.50 |
|
R3 |
5,508.75 |
5,487.50 |
5,429.25 |
|
R2 |
5,457.50 |
5,457.50 |
5,424.75 |
|
R1 |
5,436.25 |
5,436.25 |
5,420.00 |
5,447.00 |
PP |
5,406.25 |
5,406.25 |
5,406.25 |
5,411.50 |
S1 |
5,385.00 |
5,385.00 |
5,410.50 |
5,395.50 |
S2 |
5,355.00 |
5,355.00 |
5,405.75 |
|
S3 |
5,303.75 |
5,333.75 |
5,401.25 |
|
S4 |
5,252.50 |
5,282.50 |
5,387.00 |
|
|
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 |
5,427.25 |
5,335.50 |
91.75 |
1.7% |
36.25 |
0.7% |
87% |
True |
False |
130,047 |
10 |
5,427.25 |
5,333.75 |
93.50 |
1.7% |
36.00 |
0.7% |
87% |
True |
False |
160,211 |
20 |
5,427.25 |
5,265.25 |
162.00 |
3.0% |
38.00 |
0.7% |
93% |
True |
False |
175,818 |
40 |
5,427.25 |
5,030.25 |
397.00 |
7.3% |
37.50 |
0.7% |
97% |
True |
False |
176,260 |
60 |
5,427.25 |
4,850.00 |
577.25 |
10.7% |
39.25 |
0.7% |
98% |
True |
False |
168,781 |
80 |
5,427.25 |
4,700.50 |
726.75 |
13.4% |
43.50 |
0.8% |
98% |
True |
False |
143,065 |
100 |
5,427.25 |
4,557.00 |
870.25 |
16.1% |
50.75 |
0.9% |
99% |
True |
False |
114,570 |
120 |
5,427.25 |
4,557.00 |
870.25 |
16.1% |
50.00 |
0.9% |
99% |
True |
False |
95,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,645.00 |
2.618 |
5,561.50 |
1.618 |
5,510.25 |
1.000 |
5,478.50 |
0.618 |
5,459.00 |
HIGH |
5,427.25 |
0.618 |
5,407.75 |
0.500 |
5,401.50 |
0.382 |
5,395.50 |
LOW |
5,376.00 |
0.618 |
5,344.25 |
1.000 |
5,324.75 |
1.618 |
5,293.00 |
2.618 |
5,241.75 |
4.250 |
5,158.25 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,410.75 |
5,408.00 |
PP |
5,406.25 |
5,400.75 |
S1 |
5,401.50 |
5,393.50 |
|