Trading Metrics calculated at close of trading on 17-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,412.25 |
5,411.75 |
-0.50 |
0.0% |
5,381.00 |
High |
5,440.00 |
5,425.34 |
-14.66 |
-0.3% |
5,440.00 |
Low |
5,398.75 |
5,405.75 |
7.00 |
0.1% |
5,360.00 |
Close |
5,413.00 |
5,425.34 |
12.34 |
0.2% |
5,425.34 |
Range |
41.25 |
19.59 |
-21.66 |
-52.5% |
80.00 |
ATR |
38.45 |
37.10 |
-1.35 |
-3.5% |
0.00 |
Volume |
35,580 |
3,804 |
-31,776 |
-89.3% |
280,639 |
|
Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,477.50 |
5,471.00 |
5,436.00 |
|
R3 |
5,458.00 |
5,451.50 |
5,430.75 |
|
R2 |
5,438.50 |
5,438.50 |
5,429.00 |
|
R1 |
5,431.75 |
5,431.75 |
5,427.25 |
5,435.25 |
PP |
5,418.75 |
5,418.75 |
5,418.75 |
5,420.50 |
S1 |
5,412.25 |
5,412.25 |
5,423.50 |
5,415.50 |
S2 |
5,399.25 |
5,399.25 |
5,421.75 |
|
S3 |
5,379.75 |
5,392.75 |
5,420.00 |
|
S4 |
5,360.00 |
5,373.00 |
5,414.50 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,648.50 |
5,617.00 |
5,469.25 |
|
R3 |
5,568.50 |
5,537.00 |
5,447.25 |
|
R2 |
5,488.50 |
5,488.50 |
5,440.00 |
|
R1 |
5,457.00 |
5,457.00 |
5,432.75 |
5,472.75 |
PP |
5,408.50 |
5,408.50 |
5,408.50 |
5,416.25 |
S1 |
5,377.00 |
5,377.00 |
5,418.00 |
5,392.75 |
S2 |
5,328.50 |
5,328.50 |
5,410.75 |
|
S3 |
5,248.50 |
5,297.00 |
5,403.25 |
|
S4 |
5,168.50 |
5,217.00 |
5,381.25 |
|
|
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% |
34.75 |
0.6% |
82% |
False |
False |
56,127 |
10 |
5,440.00 |
5,333.75 |
106.25 |
2.0% |
35.50 |
0.7% |
86% |
False |
False |
125,875 |
20 |
5,440.00 |
5,286.75 |
153.25 |
2.8% |
37.00 |
0.7% |
90% |
False |
False |
158,878 |
40 |
5,440.00 |
5,030.25 |
409.75 |
7.6% |
37.50 |
0.7% |
96% |
False |
False |
168,613 |
60 |
5,440.00 |
4,850.00 |
590.00 |
10.9% |
38.75 |
0.7% |
98% |
False |
False |
163,912 |
80 |
5,440.00 |
4,700.50 |
739.50 |
13.6% |
43.00 |
0.8% |
98% |
False |
False |
143,550 |
100 |
5,440.00 |
4,557.00 |
883.00 |
16.3% |
50.50 |
0.9% |
98% |
False |
False |
114,956 |
120 |
5,440.00 |
4,557.00 |
883.00 |
16.3% |
50.00 |
0.9% |
98% |
False |
False |
95,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,508.50 |
2.618 |
5,476.75 |
1.618 |
5,457.00 |
1.000 |
5,445.00 |
0.618 |
5,437.50 |
HIGH |
5,425.25 |
0.618 |
5,417.75 |
0.500 |
5,415.50 |
0.382 |
5,413.25 |
LOW |
5,405.75 |
0.618 |
5,393.75 |
1.000 |
5,386.25 |
1.618 |
5,374.00 |
2.618 |
5,354.50 |
4.250 |
5,322.50 |
|
|
Fisher Pivots for day following 17-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,422.00 |
5,419.50 |
PP |
5,418.75 |
5,413.75 |
S1 |
5,415.50 |
5,408.00 |
|