Trading Metrics calculated at close of trading on 13-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,760.0 |
5,778.0 |
18.0 |
0.3% |
5,725.0 |
High |
5,784.0 |
5,780.0 |
-4.0 |
-0.1% |
5,784.0 |
Low |
5,751.0 |
5,745.0 |
-6.0 |
-0.1% |
5,700.0 |
Close |
5,779.0 |
5,758.0 |
-21.0 |
-0.4% |
5,779.0 |
Range |
33.0 |
35.0 |
2.0 |
6.1% |
84.0 |
ATR |
45.7 |
44.9 |
-0.8 |
-1.7% |
0.0 |
Volume |
45,247 |
92,499 |
47,252 |
104.4% |
149,362 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,866.0 |
5,847.0 |
5,777.3 |
|
R3 |
5,831.0 |
5,812.0 |
5,767.6 |
|
R2 |
5,796.0 |
5,796.0 |
5,764.4 |
|
R1 |
5,777.0 |
5,777.0 |
5,761.2 |
5,769.0 |
PP |
5,761.0 |
5,761.0 |
5,761.0 |
5,757.0 |
S1 |
5,742.0 |
5,742.0 |
5,754.8 |
5,734.0 |
S2 |
5,726.0 |
5,726.0 |
5,751.6 |
|
S3 |
5,691.0 |
5,707.0 |
5,748.4 |
|
S4 |
5,656.0 |
5,672.0 |
5,738.8 |
|
|
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 |
5,708.0 |
76.0 |
1.3% |
37.2 |
0.6% |
66% |
False |
False |
44,599 |
10 |
5,784.0 |
5,654.0 |
130.0 |
2.3% |
37.3 |
0.6% |
80% |
False |
False |
38,254 |
20 |
5,784.0 |
5,654.0 |
130.0 |
2.3% |
36.9 |
0.6% |
80% |
False |
False |
32,470 |
40 |
5,784.0 |
5,527.0 |
257.0 |
4.5% |
41.4 |
0.7% |
90% |
False |
False |
29,109 |
60 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
42.9 |
0.7% |
90% |
False |
False |
28,478 |
80 |
5,790.0 |
5,242.0 |
548.0 |
9.5% |
38.5 |
0.7% |
94% |
False |
False |
24,812 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
38.1 |
0.7% |
96% |
False |
False |
19,853 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
33.3 |
0.6% |
96% |
False |
False |
16,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,928.8 |
2.618 |
5,871.6 |
1.618 |
5,836.6 |
1.000 |
5,815.0 |
0.618 |
5,801.6 |
HIGH |
5,780.0 |
0.618 |
5,766.6 |
0.500 |
5,762.5 |
0.382 |
5,758.4 |
LOW |
5,745.0 |
0.618 |
5,723.4 |
1.000 |
5,710.0 |
1.618 |
5,688.4 |
2.618 |
5,653.4 |
4.250 |
5,596.3 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,762.5 |
5,757.2 |
PP |
5,761.0 |
5,756.3 |
S1 |
5,759.5 |
5,755.5 |
|