Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,380.50 |
5,412.25 |
31.75 |
0.6% |
5,369.00 |
High |
5,427.25 |
5,440.00 |
12.75 |
0.2% |
5,395.25 |
Low |
5,376.00 |
5,398.75 |
22.75 |
0.4% |
5,333.75 |
Close |
5,415.25 |
5,413.00 |
-2.25 |
0.0% |
5,382.00 |
Range |
51.25 |
41.25 |
-10.00 |
-19.5% |
61.50 |
ATR |
38.23 |
38.45 |
0.22 |
0.6% |
0.00 |
Volume |
63,828 |
35,580 |
-28,248 |
-44.3% |
978,114 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,541.00 |
5,518.25 |
5,435.75 |
|
R3 |
5,499.75 |
5,477.00 |
5,424.25 |
|
R2 |
5,458.50 |
5,458.50 |
5,420.50 |
|
R1 |
5,435.75 |
5,435.75 |
5,416.75 |
5,447.00 |
PP |
5,417.25 |
5,417.25 |
5,417.25 |
5,423.00 |
S1 |
5,394.50 |
5,394.50 |
5,409.25 |
5,406.00 |
S2 |
5,376.00 |
5,376.00 |
5,405.50 |
|
S3 |
5,334.75 |
5,353.25 |
5,401.75 |
|
S4 |
5,293.50 |
5,312.00 |
5,390.25 |
|
|
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 |
5,440.00 |
5,360.00 |
80.00 |
1.5% |
37.25 |
0.7% |
66% |
True |
False |
87,317 |
10 |
5,440.00 |
5,333.75 |
106.25 |
2.0% |
36.50 |
0.7% |
75% |
True |
False |
143,167 |
20 |
5,440.00 |
5,286.75 |
153.25 |
2.8% |
37.50 |
0.7% |
82% |
True |
False |
169,184 |
40 |
5,440.00 |
5,030.25 |
409.75 |
7.6% |
37.75 |
0.7% |
93% |
True |
False |
173,158 |
60 |
5,440.00 |
4,850.00 |
590.00 |
10.9% |
39.25 |
0.7% |
95% |
True |
False |
166,284 |
80 |
5,440.00 |
4,700.50 |
739.50 |
13.7% |
43.25 |
0.8% |
96% |
True |
False |
143,505 |
100 |
5,440.00 |
4,557.00 |
883.00 |
16.3% |
50.75 |
0.9% |
97% |
True |
False |
114,924 |
120 |
5,440.00 |
4,557.00 |
883.00 |
16.3% |
50.00 |
0.9% |
97% |
True |
False |
95,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,615.25 |
2.618 |
5,548.00 |
1.618 |
5,506.75 |
1.000 |
5,481.25 |
0.618 |
5,465.50 |
HIGH |
5,440.00 |
0.618 |
5,424.25 |
0.500 |
5,419.50 |
0.382 |
5,414.50 |
LOW |
5,398.75 |
0.618 |
5,373.25 |
1.000 |
5,357.50 |
1.618 |
5,332.00 |
2.618 |
5,290.75 |
4.250 |
5,223.50 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,419.50 |
5,408.75 |
PP |
5,417.25 |
5,404.25 |
S1 |
5,415.00 |
5,400.00 |
|