Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,778.0 |
5,780.0 |
2.0 |
0.0% |
5,725.0 |
High |
5,780.0 |
5,786.0 |
6.0 |
0.1% |
5,784.0 |
Low |
5,745.0 |
5,743.0 |
-2.0 |
0.0% |
5,700.0 |
Close |
5,758.0 |
5,762.0 |
4.0 |
0.1% |
5,779.0 |
Range |
35.0 |
43.0 |
8.0 |
22.9% |
84.0 |
ATR |
44.9 |
44.8 |
-0.1 |
-0.3% |
0.0 |
Volume |
92,499 |
194,520 |
102,021 |
110.3% |
149,362 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,892.7 |
5,870.3 |
5,785.7 |
|
R3 |
5,849.7 |
5,827.3 |
5,773.8 |
|
R2 |
5,806.7 |
5,806.7 |
5,769.9 |
|
R1 |
5,784.3 |
5,784.3 |
5,765.9 |
5,774.0 |
PP |
5,763.7 |
5,763.7 |
5,763.7 |
5,758.5 |
S1 |
5,741.3 |
5,741.3 |
5,758.1 |
5,731.0 |
S2 |
5,720.7 |
5,720.7 |
5,754.1 |
|
S3 |
5,677.7 |
5,698.3 |
5,750.2 |
|
S4 |
5,634.7 |
5,655.3 |
5,738.4 |
|
|
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 |
5,786.0 |
5,727.0 |
59.0 |
1.0% |
34.4 |
0.6% |
59% |
True |
False |
77,857 |
10 |
5,786.0 |
5,654.0 |
132.0 |
2.3% |
36.7 |
0.6% |
82% |
True |
False |
53,913 |
20 |
5,786.0 |
5,654.0 |
132.0 |
2.3% |
36.8 |
0.6% |
82% |
True |
False |
41,061 |
40 |
5,786.0 |
5,527.0 |
259.0 |
4.5% |
41.9 |
0.7% |
91% |
True |
False |
33,420 |
60 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
42.9 |
0.7% |
91% |
False |
False |
29,727 |
80 |
5,790.0 |
5,242.0 |
548.0 |
9.5% |
39.0 |
0.7% |
95% |
False |
False |
27,243 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
38.5 |
0.7% |
96% |
False |
False |
21,798 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
33.6 |
0.6% |
96% |
False |
False |
18,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,968.8 |
2.618 |
5,898.6 |
1.618 |
5,855.6 |
1.000 |
5,829.0 |
0.618 |
5,812.6 |
HIGH |
5,786.0 |
0.618 |
5,769.6 |
0.500 |
5,764.5 |
0.382 |
5,759.4 |
LOW |
5,743.0 |
0.618 |
5,716.4 |
1.000 |
5,700.0 |
1.618 |
5,673.4 |
2.618 |
5,630.4 |
4.250 |
5,560.3 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,764.5 |
5,764.5 |
PP |
5,763.7 |
5,763.7 |
S1 |
5,762.8 |
5,762.8 |
|