Trading Metrics calculated at close of trading on 07-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,233.9 |
1,225.7 |
-8.2 |
-0.7% |
1,258.9 |
High |
1,237.3 |
1,227.4 |
-9.9 |
-0.8% |
1,264.9 |
Low |
1,225.0 |
1,214.1 |
-10.9 |
-0.9% |
1,223.0 |
Close |
1,225.5 |
1,216.1 |
-9.4 |
-0.8% |
1,226.5 |
Range |
12.3 |
13.3 |
1.0 |
8.1% |
41.9 |
ATR |
14.6 |
14.5 |
-0.1 |
-0.6% |
0.0 |
Volume |
156,981 |
203,709 |
46,728 |
29.8% |
1,306,518 |
|
Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.1 |
1,250.9 |
1,223.4 |
|
R3 |
1,245.8 |
1,237.6 |
1,219.8 |
|
R2 |
1,232.5 |
1,232.5 |
1,218.5 |
|
R1 |
1,224.3 |
1,224.3 |
1,217.3 |
1,221.8 |
PP |
1,219.2 |
1,219.2 |
1,219.2 |
1,217.9 |
S1 |
1,211.0 |
1,211.0 |
1,214.9 |
1,208.5 |
S2 |
1,205.9 |
1,205.9 |
1,213.7 |
|
S3 |
1,192.6 |
1,197.7 |
1,212.4 |
|
S4 |
1,179.3 |
1,184.4 |
1,208.8 |
|
|
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 |
1,251.4 |
1,214.1 |
37.3 |
3.1% |
14.6 |
1.2% |
5% |
False |
True |
244,756 |
10 |
1,264.9 |
1,214.1 |
50.8 |
4.2% |
13.6 |
1.1% |
4% |
False |
True |
235,364 |
20 |
1,264.9 |
1,214.1 |
50.8 |
4.2% |
13.7 |
1.1% |
4% |
False |
True |
226,441 |
40 |
1,264.9 |
1,175.8 |
89.1 |
7.3% |
14.5 |
1.2% |
45% |
False |
False |
162,318 |
60 |
1,264.9 |
1,127.2 |
137.7 |
11.3% |
14.2 |
1.2% |
65% |
False |
False |
110,508 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.8% |
16.1 |
1.3% |
41% |
False |
False |
84,182 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.8% |
15.2 |
1.2% |
41% |
False |
False |
67,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.9 |
2.618 |
1,262.2 |
1.618 |
1,248.9 |
1.000 |
1,240.7 |
0.618 |
1,235.6 |
HIGH |
1,227.4 |
0.618 |
1,222.3 |
0.500 |
1,220.8 |
0.382 |
1,219.2 |
LOW |
1,214.1 |
0.618 |
1,205.9 |
1.000 |
1,200.8 |
1.618 |
1,192.6 |
2.618 |
1,179.3 |
4.250 |
1,157.6 |
|
|
Fisher Pivots for day following 07-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,220.8 |
1,225.7 |
PP |
1,219.2 |
1,222.5 |
S1 |
1,217.7 |
1,219.3 |
|