Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,205.0 |
1,203.5 |
-1.5 |
-0.1% |
1,233.9 |
High |
1,210.9 |
1,207.5 |
-3.4 |
-0.3% |
1,237.3 |
Low |
1,202.0 |
1,196.9 |
-5.1 |
-0.4% |
1,194.5 |
Close |
1,203.1 |
1,202.6 |
-0.5 |
0.0% |
1,201.4 |
Range |
8.9 |
10.6 |
1.7 |
19.1% |
42.8 |
ATR |
13.6 |
13.4 |
-0.2 |
-1.6% |
0.0 |
Volume |
173,917 |
183,719 |
9,802 |
5.6% |
1,063,153 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.1 |
1,229.0 |
1,208.4 |
|
R3 |
1,223.5 |
1,218.4 |
1,205.5 |
|
R2 |
1,212.9 |
1,212.9 |
1,204.5 |
|
R1 |
1,207.8 |
1,207.8 |
1,203.6 |
1,205.1 |
PP |
1,202.3 |
1,202.3 |
1,202.3 |
1,201.0 |
S1 |
1,197.2 |
1,197.2 |
1,201.6 |
1,194.5 |
S2 |
1,191.7 |
1,191.7 |
1,200.7 |
|
S3 |
1,181.1 |
1,186.6 |
1,199.7 |
|
S4 |
1,170.5 |
1,176.0 |
1,196.8 |
|
|
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 |
1,218.5 |
1,194.5 |
24.0 |
2.0% |
10.6 |
0.9% |
34% |
False |
False |
212,019 |
10 |
1,251.4 |
1,194.5 |
56.9 |
4.7% |
12.6 |
1.1% |
14% |
False |
False |
228,388 |
20 |
1,264.9 |
1,194.5 |
70.4 |
5.9% |
12.7 |
1.1% |
12% |
False |
False |
225,095 |
40 |
1,264.9 |
1,182.6 |
82.3 |
6.8% |
14.0 |
1.2% |
24% |
False |
False |
184,939 |
60 |
1,264.9 |
1,127.2 |
137.7 |
11.5% |
13.8 |
1.2% |
55% |
False |
False |
127,897 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.5% |
14.5 |
1.2% |
55% |
False |
False |
97,062 |
100 |
1,343.9 |
1,127.2 |
216.7 |
18.0% |
15.3 |
1.3% |
35% |
False |
False |
78,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,252.6 |
2.618 |
1,235.3 |
1.618 |
1,224.7 |
1.000 |
1,218.1 |
0.618 |
1,214.1 |
HIGH |
1,207.5 |
0.618 |
1,203.5 |
0.500 |
1,202.2 |
0.382 |
1,200.9 |
LOW |
1,196.9 |
0.618 |
1,190.3 |
1.000 |
1,186.3 |
1.618 |
1,179.7 |
2.618 |
1,169.1 |
4.250 |
1,151.9 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,202.5 |
1,202.7 |
PP |
1,202.3 |
1,202.7 |
S1 |
1,202.2 |
1,202.6 |
|