Trading Metrics calculated at close of trading on 09-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,737.0 |
5,739.0 |
2.0 |
0.0% |
5,698.0 |
High |
5,754.0 |
5,762.0 |
8.0 |
0.1% |
5,764.0 |
Low |
5,728.0 |
5,727.0 |
-1.0 |
0.0% |
5,654.0 |
Close |
5,747.0 |
5,751.0 |
4.0 |
0.1% |
5,707.0 |
Range |
26.0 |
35.0 |
9.0 |
34.6% |
110.0 |
ATR |
47.5 |
46.6 |
-0.9 |
-1.9% |
0.0 |
Volume |
27,983 |
29,037 |
1,054 |
3.8% |
174,989 |
|
Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,851.7 |
5,836.3 |
5,770.3 |
|
R3 |
5,816.7 |
5,801.3 |
5,760.6 |
|
R2 |
5,781.7 |
5,781.7 |
5,757.4 |
|
R1 |
5,766.3 |
5,766.3 |
5,754.2 |
5,774.0 |
PP |
5,746.7 |
5,746.7 |
5,746.7 |
5,750.5 |
S1 |
5,731.3 |
5,731.3 |
5,747.8 |
5,739.0 |
S2 |
5,711.7 |
5,711.7 |
5,744.6 |
|
S3 |
5,676.7 |
5,696.3 |
5,741.4 |
|
S4 |
5,641.7 |
5,661.3 |
5,731.8 |
|
|
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 |
5,765.0 |
5,695.0 |
70.0 |
1.2% |
38.8 |
0.7% |
80% |
False |
False |
26,844 |
10 |
5,765.0 |
5,654.0 |
111.0 |
1.9% |
39.0 |
0.7% |
87% |
False |
False |
30,292 |
20 |
5,779.0 |
5,629.0 |
150.0 |
2.6% |
38.0 |
0.7% |
81% |
False |
False |
28,316 |
40 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
42.7 |
0.7% |
89% |
False |
False |
26,882 |
60 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
42.9 |
0.7% |
88% |
False |
False |
30,582 |
80 |
5,790.0 |
5,242.0 |
548.0 |
9.5% |
38.4 |
0.7% |
93% |
False |
False |
23,090 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
37.7 |
0.7% |
95% |
False |
False |
18,476 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
32.7 |
0.6% |
95% |
False |
False |
15,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,910.8 |
2.618 |
5,853.6 |
1.618 |
5,818.6 |
1.000 |
5,797.0 |
0.618 |
5,783.6 |
HIGH |
5,762.0 |
0.618 |
5,748.6 |
0.500 |
5,744.5 |
0.382 |
5,740.4 |
LOW |
5,727.0 |
0.618 |
5,705.4 |
1.000 |
5,692.0 |
1.618 |
5,670.4 |
2.618 |
5,635.4 |
4.250 |
5,578.3 |
|
|
Fisher Pivots for day following 09-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,748.8 |
5,746.2 |
PP |
5,746.7 |
5,741.3 |
S1 |
5,744.5 |
5,736.5 |
|