Trading Metrics calculated at close of trading on 08-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,225.7 |
1,215.6 |
-10.1 |
-0.8% |
1,258.9 |
High |
1,227.4 |
1,218.5 |
-8.9 |
-0.7% |
1,264.9 |
Low |
1,214.1 |
1,206.4 |
-7.7 |
-0.6% |
1,223.0 |
Close |
1,216.1 |
1,209.4 |
-6.7 |
-0.6% |
1,226.5 |
Range |
13.3 |
12.1 |
-1.2 |
-9.0% |
41.9 |
ATR |
14.5 |
14.4 |
-0.2 |
-1.2% |
0.0 |
Volume |
203,709 |
211,111 |
7,402 |
3.6% |
1,306,518 |
|
Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.7 |
1,240.7 |
1,216.1 |
|
R3 |
1,235.6 |
1,228.6 |
1,212.7 |
|
R2 |
1,223.5 |
1,223.5 |
1,211.6 |
|
R1 |
1,216.5 |
1,216.5 |
1,210.5 |
1,214.0 |
PP |
1,211.4 |
1,211.4 |
1,211.4 |
1,210.2 |
S1 |
1,204.4 |
1,204.4 |
1,208.3 |
1,201.9 |
S2 |
1,199.3 |
1,199.3 |
1,207.2 |
|
S3 |
1,187.2 |
1,192.3 |
1,206.1 |
|
S4 |
1,175.1 |
1,180.2 |
1,202.7 |
|
|
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 |
1,250.8 |
1,206.4 |
44.4 |
3.7% |
14.2 |
1.2% |
7% |
False |
True |
223,371 |
10 |
1,264.9 |
1,206.4 |
58.5 |
4.8% |
13.8 |
1.1% |
5% |
False |
True |
236,341 |
20 |
1,264.9 |
1,206.4 |
58.5 |
4.8% |
13.9 |
1.2% |
5% |
False |
True |
226,881 |
40 |
1,264.9 |
1,180.3 |
84.6 |
7.0% |
14.5 |
1.2% |
34% |
False |
False |
167,002 |
60 |
1,264.9 |
1,127.2 |
137.7 |
11.4% |
14.3 |
1.2% |
60% |
False |
False |
113,984 |
80 |
1,297.0 |
1,127.2 |
169.8 |
14.0% |
15.4 |
1.3% |
48% |
False |
False |
86,723 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.9% |
15.2 |
1.3% |
38% |
False |
False |
69,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,269.9 |
2.618 |
1,250.2 |
1.618 |
1,238.1 |
1.000 |
1,230.6 |
0.618 |
1,226.0 |
HIGH |
1,218.5 |
0.618 |
1,213.9 |
0.500 |
1,212.5 |
0.382 |
1,211.0 |
LOW |
1,206.4 |
0.618 |
1,198.9 |
1.000 |
1,194.3 |
1.618 |
1,186.8 |
2.618 |
1,174.7 |
4.250 |
1,155.0 |
|
|
Fisher Pivots for day following 08-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,212.5 |
1,221.9 |
PP |
1,211.4 |
1,217.7 |
S1 |
1,210.4 |
1,213.6 |
|