Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,741.0 |
5,795.0 |
54.0 |
0.9% |
5,725.0 |
High |
5,784.0 |
5,807.0 |
23.0 |
0.4% |
5,784.0 |
Low |
5,728.0 |
5,778.0 |
50.0 |
0.9% |
5,700.0 |
Close |
5,782.0 |
5,781.0 |
-1.0 |
0.0% |
5,779.0 |
Range |
56.0 |
29.0 |
-27.0 |
-48.2% |
84.0 |
ATR |
45.6 |
44.4 |
-1.2 |
-2.6% |
0.0 |
Volume |
148,946 |
1,457 |
-147,489 |
-99.0% |
149,362 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,875.7 |
5,857.3 |
5,797.0 |
|
R3 |
5,846.7 |
5,828.3 |
5,789.0 |
|
R2 |
5,817.7 |
5,817.7 |
5,786.3 |
|
R1 |
5,799.3 |
5,799.3 |
5,783.7 |
5,794.0 |
PP |
5,788.7 |
5,788.7 |
5,788.7 |
5,786.0 |
S1 |
5,770.3 |
5,770.3 |
5,778.3 |
5,765.0 |
S2 |
5,759.7 |
5,759.7 |
5,775.7 |
|
S3 |
5,730.7 |
5,741.3 |
5,773.0 |
|
S4 |
5,701.7 |
5,712.3 |
5,765.1 |
|
|
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 |
5,807.0 |
5,728.0 |
79.0 |
1.4% |
39.2 |
0.7% |
67% |
True |
False |
96,533 |
10 |
5,807.0 |
5,695.0 |
112.0 |
1.9% |
39.0 |
0.7% |
77% |
True |
False |
61,689 |
20 |
5,807.0 |
5,654.0 |
153.0 |
2.6% |
37.2 |
0.6% |
83% |
True |
False |
45,308 |
40 |
5,807.0 |
5,527.0 |
280.0 |
4.8% |
41.9 |
0.7% |
91% |
True |
False |
35,939 |
60 |
5,807.0 |
5,483.0 |
324.0 |
5.6% |
42.9 |
0.7% |
92% |
True |
False |
31,299 |
80 |
5,807.0 |
5,302.0 |
505.0 |
8.7% |
39.4 |
0.7% |
95% |
True |
False |
29,123 |
100 |
5,807.0 |
5,009.0 |
798.0 |
13.8% |
39.1 |
0.7% |
97% |
True |
False |
23,302 |
120 |
5,807.0 |
5,009.0 |
798.0 |
13.8% |
34.0 |
0.6% |
97% |
True |
False |
19,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,930.3 |
2.618 |
5,882.9 |
1.618 |
5,853.9 |
1.000 |
5,836.0 |
0.618 |
5,824.9 |
HIGH |
5,807.0 |
0.618 |
5,795.9 |
0.500 |
5,792.5 |
0.382 |
5,789.1 |
LOW |
5,778.0 |
0.618 |
5,760.1 |
1.000 |
5,749.0 |
1.618 |
5,731.1 |
2.618 |
5,702.1 |
4.250 |
5,654.8 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,792.5 |
5,776.5 |
PP |
5,788.7 |
5,772.0 |
S1 |
5,784.8 |
5,767.5 |
|