Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,780.0 |
5,741.0 |
-39.0 |
-0.7% |
5,725.0 |
High |
5,786.0 |
5,784.0 |
-2.0 |
0.0% |
5,784.0 |
Low |
5,743.0 |
5,728.0 |
-15.0 |
-0.3% |
5,700.0 |
Close |
5,762.0 |
5,782.0 |
20.0 |
0.3% |
5,779.0 |
Range |
43.0 |
56.0 |
13.0 |
30.2% |
84.0 |
ATR |
44.8 |
45.6 |
0.8 |
1.8% |
0.0 |
Volume |
194,520 |
148,946 |
-45,574 |
-23.4% |
149,362 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,932.7 |
5,913.3 |
5,812.8 |
|
R3 |
5,876.7 |
5,857.3 |
5,797.4 |
|
R2 |
5,820.7 |
5,820.7 |
5,792.3 |
|
R1 |
5,801.3 |
5,801.3 |
5,787.1 |
5,811.0 |
PP |
5,764.7 |
5,764.7 |
5,764.7 |
5,769.5 |
S1 |
5,745.3 |
5,745.3 |
5,776.9 |
5,755.0 |
S2 |
5,708.7 |
5,708.7 |
5,771.7 |
|
S3 |
5,652.7 |
5,689.3 |
5,766.6 |
|
S4 |
5,596.7 |
5,633.3 |
5,751.2 |
|
|
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% |
40.4 |
0.7% |
93% |
False |
False |
102,049 |
10 |
5,786.0 |
5,695.0 |
91.0 |
1.6% |
38.5 |
0.7% |
96% |
False |
False |
64,621 |
20 |
5,786.0 |
5,654.0 |
132.0 |
2.3% |
38.0 |
0.7% |
97% |
False |
False |
46,696 |
40 |
5,786.0 |
5,527.0 |
259.0 |
4.5% |
42.0 |
0.7% |
98% |
False |
False |
36,636 |
60 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
43.1 |
0.7% |
98% |
False |
False |
31,695 |
80 |
5,790.0 |
5,302.0 |
488.0 |
8.4% |
39.1 |
0.7% |
98% |
False |
False |
29,104 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.5% |
39.1 |
0.7% |
99% |
False |
False |
23,288 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.5% |
34.1 |
0.6% |
99% |
False |
False |
19,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,022.0 |
2.618 |
5,930.6 |
1.618 |
5,874.6 |
1.000 |
5,840.0 |
0.618 |
5,818.6 |
HIGH |
5,784.0 |
0.618 |
5,762.6 |
0.500 |
5,756.0 |
0.382 |
5,749.4 |
LOW |
5,728.0 |
0.618 |
5,693.4 |
1.000 |
5,672.0 |
1.618 |
5,637.4 |
2.618 |
5,581.4 |
4.250 |
5,490.0 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,773.3 |
5,773.7 |
PP |
5,764.7 |
5,765.3 |
S1 |
5,756.0 |
5,757.0 |
|