Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,207.7 |
1,200.2 |
-7.5 |
-0.6% |
1,233.9 |
High |
1,208.9 |
1,206.2 |
-2.7 |
-0.2% |
1,237.3 |
Low |
1,199.0 |
1,194.5 |
-4.5 |
-0.4% |
1,194.5 |
Close |
1,203.2 |
1,201.4 |
-1.8 |
-0.1% |
1,201.4 |
Range |
9.9 |
11.7 |
1.8 |
18.2% |
42.8 |
ATR |
14.1 |
13.9 |
-0.2 |
-1.2% |
0.0 |
Volume |
233,510 |
257,842 |
24,332 |
10.4% |
1,063,153 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.8 |
1,230.3 |
1,207.8 |
|
R3 |
1,224.1 |
1,218.6 |
1,204.6 |
|
R2 |
1,212.4 |
1,212.4 |
1,203.5 |
|
R1 |
1,206.9 |
1,206.9 |
1,202.5 |
1,209.7 |
PP |
1,200.7 |
1,200.7 |
1,200.7 |
1,202.1 |
S1 |
1,195.2 |
1,195.2 |
1,200.3 |
1,198.0 |
S2 |
1,189.0 |
1,189.0 |
1,199.3 |
|
S3 |
1,177.3 |
1,183.5 |
1,198.2 |
|
S4 |
1,165.6 |
1,171.8 |
1,195.0 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.5 |
1,313.2 |
1,224.9 |
|
R3 |
1,296.7 |
1,270.4 |
1,213.2 |
|
R2 |
1,253.9 |
1,253.9 |
1,209.2 |
|
R1 |
1,227.6 |
1,227.6 |
1,205.3 |
1,219.4 |
PP |
1,211.1 |
1,211.1 |
1,211.1 |
1,206.9 |
S1 |
1,184.8 |
1,184.8 |
1,197.5 |
1,176.6 |
S2 |
1,168.3 |
1,168.3 |
1,193.6 |
|
S3 |
1,125.5 |
1,142.0 |
1,189.6 |
|
S4 |
1,082.7 |
1,099.2 |
1,177.9 |
|
|
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 |
1,194.5 |
42.8 |
3.6% |
11.9 |
1.0% |
16% |
False |
True |
212,630 |
10 |
1,264.9 |
1,194.5 |
70.4 |
5.9% |
13.1 |
1.1% |
10% |
False |
True |
236,967 |
20 |
1,264.9 |
1,194.5 |
70.4 |
5.9% |
13.2 |
1.1% |
10% |
False |
True |
228,046 |
40 |
1,264.9 |
1,182.6 |
82.3 |
6.9% |
14.2 |
1.2% |
23% |
False |
False |
177,935 |
60 |
1,264.9 |
1,127.2 |
137.7 |
11.5% |
14.1 |
1.2% |
54% |
False |
False |
122,084 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.5% |
14.7 |
1.2% |
54% |
False |
False |
92,671 |
100 |
1,343.9 |
1,127.2 |
216.7 |
18.0% |
15.3 |
1.3% |
34% |
False |
False |
74,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,255.9 |
2.618 |
1,236.8 |
1.618 |
1,225.1 |
1.000 |
1,217.9 |
0.618 |
1,213.4 |
HIGH |
1,206.2 |
0.618 |
1,201.7 |
0.500 |
1,200.4 |
0.382 |
1,199.0 |
LOW |
1,194.5 |
0.618 |
1,187.3 |
1.000 |
1,182.8 |
1.618 |
1,175.6 |
2.618 |
1,163.9 |
4.250 |
1,144.8 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,201.1 |
1,206.5 |
PP |
1,200.7 |
1,204.8 |
S1 |
1,200.4 |
1,203.1 |
|