Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,739.0 |
5,760.0 |
21.0 |
0.4% |
5,725.0 |
High |
5,762.0 |
5,784.0 |
22.0 |
0.4% |
5,784.0 |
Low |
5,727.0 |
5,751.0 |
24.0 |
0.4% |
5,700.0 |
Close |
5,751.0 |
5,779.0 |
28.0 |
0.5% |
5,779.0 |
Range |
35.0 |
33.0 |
-2.0 |
-5.7% |
84.0 |
ATR |
46.6 |
45.7 |
-1.0 |
-2.1% |
0.0 |
Volume |
29,037 |
45,247 |
16,210 |
55.8% |
149,362 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,870.3 |
5,857.7 |
5,797.2 |
|
R3 |
5,837.3 |
5,824.7 |
5,788.1 |
|
R2 |
5,804.3 |
5,804.3 |
5,785.1 |
|
R1 |
5,791.7 |
5,791.7 |
5,782.0 |
5,798.0 |
PP |
5,771.3 |
5,771.3 |
5,771.3 |
5,774.5 |
S1 |
5,758.7 |
5,758.7 |
5,776.0 |
5,765.0 |
S2 |
5,738.3 |
5,738.3 |
5,773.0 |
|
S3 |
5,705.3 |
5,725.7 |
5,769.9 |
|
S4 |
5,672.3 |
5,692.7 |
5,760.9 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,006.3 |
5,976.7 |
5,825.2 |
|
R3 |
5,922.3 |
5,892.7 |
5,802.1 |
|
R2 |
5,838.3 |
5,838.3 |
5,794.4 |
|
R1 |
5,808.7 |
5,808.7 |
5,786.7 |
5,823.5 |
PP |
5,754.3 |
5,754.3 |
5,754.3 |
5,761.8 |
S1 |
5,724.7 |
5,724.7 |
5,771.3 |
5,739.5 |
S2 |
5,670.3 |
5,670.3 |
5,763.6 |
|
S3 |
5,586.3 |
5,640.7 |
5,755.9 |
|
S4 |
5,502.3 |
5,556.7 |
5,732.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,784.0 |
5,700.0 |
84.0 |
1.5% |
37.4 |
0.6% |
94% |
True |
False |
29,872 |
10 |
5,784.0 |
5,654.0 |
130.0 |
2.2% |
37.0 |
0.6% |
96% |
True |
False |
32,435 |
20 |
5,784.0 |
5,654.0 |
130.0 |
2.2% |
37.6 |
0.7% |
96% |
True |
False |
29,145 |
40 |
5,784.0 |
5,527.0 |
257.0 |
4.4% |
42.3 |
0.7% |
98% |
True |
False |
27,451 |
60 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
42.9 |
0.7% |
97% |
False |
False |
29,616 |
80 |
5,790.0 |
5,242.0 |
548.0 |
9.5% |
38.3 |
0.7% |
98% |
False |
False |
23,655 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.5% |
37.8 |
0.7% |
99% |
False |
False |
18,928 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.5% |
33.0 |
0.6% |
99% |
False |
False |
15,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,924.3 |
2.618 |
5,870.4 |
1.618 |
5,837.4 |
1.000 |
5,817.0 |
0.618 |
5,804.4 |
HIGH |
5,784.0 |
0.618 |
5,771.4 |
0.500 |
5,767.5 |
0.382 |
5,763.6 |
LOW |
5,751.0 |
0.618 |
5,730.6 |
1.000 |
5,718.0 |
1.618 |
5,697.6 |
2.618 |
5,664.6 |
4.250 |
5,610.8 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,775.2 |
5,771.2 |
PP |
5,771.3 |
5,763.3 |
S1 |
5,767.5 |
5,755.5 |
|