Trading Metrics calculated at close of trading on 06-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,234.8 |
1,233.9 |
-0.9 |
-0.1% |
1,258.9 |
High |
1,236.7 |
1,237.3 |
0.6 |
0.0% |
1,264.9 |
Low |
1,223.0 |
1,225.0 |
2.0 |
0.2% |
1,223.0 |
Close |
1,226.5 |
1,225.5 |
-1.0 |
-0.1% |
1,226.5 |
Range |
13.7 |
12.3 |
-1.4 |
-10.2% |
41.9 |
ATR |
14.8 |
14.6 |
-0.2 |
-1.2% |
0.0 |
Volume |
272,293 |
156,981 |
-115,312 |
-42.3% |
1,306,518 |
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.2 |
1,258.1 |
1,232.3 |
|
R3 |
1,253.9 |
1,245.8 |
1,228.9 |
|
R2 |
1,241.6 |
1,241.6 |
1,227.8 |
|
R1 |
1,233.5 |
1,233.5 |
1,226.6 |
1,231.4 |
PP |
1,229.3 |
1,229.3 |
1,229.3 |
1,228.2 |
S1 |
1,221.2 |
1,221.2 |
1,224.4 |
1,219.1 |
S2 |
1,217.0 |
1,217.0 |
1,223.2 |
|
S3 |
1,204.7 |
1,208.9 |
1,222.1 |
|
S4 |
1,192.4 |
1,196.6 |
1,218.7 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.8 |
1,337.1 |
1,249.5 |
|
R3 |
1,321.9 |
1,295.2 |
1,238.0 |
|
R2 |
1,280.0 |
1,280.0 |
1,234.2 |
|
R1 |
1,253.3 |
1,253.3 |
1,230.3 |
1,245.7 |
PP |
1,238.1 |
1,238.1 |
1,238.1 |
1,234.4 |
S1 |
1,211.4 |
1,211.4 |
1,222.7 |
1,203.8 |
S2 |
1,196.2 |
1,196.2 |
1,218.8 |
|
S3 |
1,154.3 |
1,169.5 |
1,215.0 |
|
S4 |
1,112.4 |
1,127.6 |
1,203.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,259.3 |
1,223.0 |
36.3 |
3.0% |
14.2 |
1.2% |
7% |
False |
False |
251,002 |
10 |
1,264.9 |
1,223.0 |
41.9 |
3.4% |
13.6 |
1.1% |
6% |
False |
False |
240,944 |
20 |
1,264.9 |
1,217.5 |
47.4 |
3.9% |
13.9 |
1.1% |
17% |
False |
False |
226,122 |
40 |
1,264.9 |
1,174.1 |
90.8 |
7.4% |
14.5 |
1.2% |
57% |
False |
False |
157,641 |
60 |
1,264.9 |
1,127.2 |
137.7 |
11.2% |
14.2 |
1.2% |
71% |
False |
False |
107,172 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.7% |
16.1 |
1.3% |
45% |
False |
False |
81,670 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.7% |
15.1 |
1.2% |
45% |
False |
False |
65,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.6 |
2.618 |
1,269.5 |
1.618 |
1,257.2 |
1.000 |
1,249.6 |
0.618 |
1,244.9 |
HIGH |
1,237.3 |
0.618 |
1,232.6 |
0.500 |
1,231.2 |
0.382 |
1,229.7 |
LOW |
1,225.0 |
0.618 |
1,217.4 |
1.000 |
1,212.7 |
1.618 |
1,205.1 |
2.618 |
1,192.8 |
4.250 |
1,172.7 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,231.2 |
1,236.9 |
PP |
1,229.3 |
1,233.1 |
S1 |
1,227.4 |
1,229.3 |
|