Trading Metrics calculated at close of trading on 06-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,735.0 |
5,725.0 |
-10.0 |
-0.2% |
5,698.0 |
High |
5,735.0 |
5,736.0 |
1.0 |
0.0% |
5,764.0 |
Low |
5,695.0 |
5,700.0 |
5.0 |
0.1% |
5,654.0 |
Close |
5,707.0 |
5,728.0 |
21.0 |
0.4% |
5,707.0 |
Range |
40.0 |
36.0 |
-4.0 |
-10.0% |
110.0 |
ATR |
49.5 |
48.6 |
-1.0 |
-2.0% |
0.0 |
Volume |
30,108 |
18,864 |
-11,244 |
-37.3% |
174,989 |
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,829.3 |
5,814.7 |
5,747.8 |
|
R3 |
5,793.3 |
5,778.7 |
5,737.9 |
|
R2 |
5,757.3 |
5,757.3 |
5,734.6 |
|
R1 |
5,742.7 |
5,742.7 |
5,731.3 |
5,750.0 |
PP |
5,721.3 |
5,721.3 |
5,721.3 |
5,725.0 |
S1 |
5,706.7 |
5,706.7 |
5,724.7 |
5,714.0 |
S2 |
5,685.3 |
5,685.3 |
5,721.4 |
|
S3 |
5,649.3 |
5,670.7 |
5,718.1 |
|
S4 |
5,613.3 |
5,634.7 |
5,708.2 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,038.3 |
5,982.7 |
5,767.5 |
|
R3 |
5,928.3 |
5,872.7 |
5,737.3 |
|
R2 |
5,818.3 |
5,818.3 |
5,727.2 |
|
R1 |
5,762.7 |
5,762.7 |
5,717.1 |
5,790.5 |
PP |
5,708.3 |
5,708.3 |
5,708.3 |
5,722.3 |
S1 |
5,652.7 |
5,652.7 |
5,696.9 |
5,680.5 |
S2 |
5,598.3 |
5,598.3 |
5,686.8 |
|
S3 |
5,488.3 |
5,542.7 |
5,676.8 |
|
S4 |
5,378.3 |
5,432.7 |
5,646.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,764.0 |
5,654.0 |
110.0 |
1.9% |
37.4 |
0.7% |
67% |
False |
False |
31,908 |
10 |
5,775.0 |
5,654.0 |
121.0 |
2.1% |
37.0 |
0.6% |
61% |
False |
False |
29,277 |
20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
38.5 |
0.7% |
80% |
False |
False |
28,034 |
40 |
5,790.0 |
5,527.0 |
263.0 |
4.6% |
43.4 |
0.8% |
76% |
False |
False |
26,790 |
60 |
5,790.0 |
5,405.0 |
385.0 |
6.7% |
42.2 |
0.7% |
84% |
False |
False |
29,333 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
41.2 |
0.7% |
92% |
False |
False |
22,025 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
36.9 |
0.6% |
92% |
False |
False |
17,626 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
32.2 |
0.6% |
92% |
False |
False |
14,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,889.0 |
2.618 |
5,830.2 |
1.618 |
5,794.2 |
1.000 |
5,772.0 |
0.618 |
5,758.2 |
HIGH |
5,736.0 |
0.618 |
5,722.2 |
0.500 |
5,718.0 |
0.382 |
5,713.8 |
LOW |
5,700.0 |
0.618 |
5,677.8 |
1.000 |
5,664.0 |
1.618 |
5,641.8 |
2.618 |
5,605.8 |
4.250 |
5,547.0 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,724.7 |
5,729.5 |
PP |
5,721.3 |
5,729.0 |
S1 |
5,718.0 |
5,728.5 |
|