Trading Metrics calculated at close of trading on 09-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,215.6 |
1,207.7 |
-7.9 |
-0.6% |
1,258.9 |
High |
1,218.5 |
1,208.9 |
-9.6 |
-0.8% |
1,264.9 |
Low |
1,206.4 |
1,199.0 |
-7.4 |
-0.6% |
1,223.0 |
Close |
1,209.4 |
1,203.2 |
-6.2 |
-0.5% |
1,226.5 |
Range |
12.1 |
9.9 |
-2.2 |
-18.2% |
41.9 |
ATR |
14.4 |
14.1 |
-0.3 |
-2.0% |
0.0 |
Volume |
211,111 |
233,510 |
22,399 |
10.6% |
1,306,518 |
|
Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,233.4 |
1,228.2 |
1,208.6 |
|
R3 |
1,223.5 |
1,218.3 |
1,205.9 |
|
R2 |
1,213.6 |
1,213.6 |
1,205.0 |
|
R1 |
1,208.4 |
1,208.4 |
1,204.1 |
1,206.1 |
PP |
1,203.7 |
1,203.7 |
1,203.7 |
1,202.5 |
S1 |
1,198.5 |
1,198.5 |
1,202.3 |
1,196.2 |
S2 |
1,193.8 |
1,193.8 |
1,201.4 |
|
S3 |
1,183.9 |
1,188.6 |
1,200.5 |
|
S4 |
1,174.0 |
1,178.7 |
1,197.8 |
|
|
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 |
1,237.3 |
1,199.0 |
38.3 |
3.2% |
12.3 |
1.0% |
11% |
False |
True |
215,520 |
10 |
1,264.9 |
1,199.0 |
65.9 |
5.5% |
13.2 |
1.1% |
6% |
False |
True |
233,195 |
20 |
1,264.9 |
1,199.0 |
65.9 |
5.5% |
13.7 |
1.1% |
6% |
False |
True |
227,461 |
40 |
1,264.9 |
1,180.3 |
84.6 |
7.0% |
14.5 |
1.2% |
27% |
False |
False |
172,213 |
60 |
1,264.9 |
1,127.2 |
137.7 |
11.4% |
14.2 |
1.2% |
55% |
False |
False |
117,822 |
80 |
1,269.0 |
1,127.2 |
141.8 |
11.8% |
15.1 |
1.3% |
54% |
False |
False |
89,546 |
100 |
1,343.9 |
1,127.2 |
216.7 |
18.0% |
15.2 |
1.3% |
35% |
False |
False |
72,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,251.0 |
2.618 |
1,234.8 |
1.618 |
1,224.9 |
1.000 |
1,218.8 |
0.618 |
1,215.0 |
HIGH |
1,208.9 |
0.618 |
1,205.1 |
0.500 |
1,204.0 |
0.382 |
1,202.8 |
LOW |
1,199.0 |
0.618 |
1,192.9 |
1.000 |
1,189.1 |
1.618 |
1,183.0 |
2.618 |
1,173.1 |
4.250 |
1,156.9 |
|
|
Fisher Pivots for day following 09-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,204.0 |
1,213.2 |
PP |
1,203.7 |
1,209.9 |
S1 |
1,203.5 |
1,206.5 |
|