Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,203.5 |
1,198.7 |
-4.8 |
-0.4% |
1,233.9 |
High |
1,207.5 |
1,222.0 |
14.5 |
1.2% |
1,237.3 |
Low |
1,196.9 |
1,196.8 |
-0.1 |
0.0% |
1,194.5 |
Close |
1,202.6 |
1,200.7 |
-1.9 |
-0.2% |
1,201.4 |
Range |
10.6 |
25.2 |
14.6 |
137.7% |
42.8 |
ATR |
13.4 |
14.2 |
0.8 |
6.3% |
0.0 |
Volume |
183,719 |
264,336 |
80,617 |
43.9% |
1,063,153 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.1 |
1,266.6 |
1,214.6 |
|
R3 |
1,256.9 |
1,241.4 |
1,207.6 |
|
R2 |
1,231.7 |
1,231.7 |
1,205.3 |
|
R1 |
1,216.2 |
1,216.2 |
1,203.0 |
1,224.0 |
PP |
1,206.5 |
1,206.5 |
1,206.5 |
1,210.4 |
S1 |
1,191.0 |
1,191.0 |
1,198.4 |
1,198.8 |
S2 |
1,181.3 |
1,181.3 |
1,196.1 |
|
S3 |
1,156.1 |
1,165.8 |
1,193.8 |
|
S4 |
1,130.9 |
1,140.6 |
1,186.8 |
|
|
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 |
1,222.0 |
1,194.5 |
27.5 |
2.3% |
13.3 |
1.1% |
23% |
True |
False |
222,664 |
10 |
1,250.8 |
1,194.5 |
56.3 |
4.7% |
13.7 |
1.1% |
11% |
False |
False |
223,018 |
20 |
1,264.9 |
1,194.5 |
70.4 |
5.9% |
13.3 |
1.1% |
9% |
False |
False |
226,624 |
40 |
1,264.9 |
1,182.6 |
82.3 |
6.9% |
14.1 |
1.2% |
22% |
False |
False |
190,675 |
60 |
1,264.9 |
1,129.9 |
135.0 |
11.2% |
13.9 |
1.2% |
52% |
False |
False |
132,092 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.5% |
14.7 |
1.2% |
53% |
False |
False |
100,215 |
100 |
1,343.9 |
1,127.2 |
216.7 |
18.0% |
15.5 |
1.3% |
34% |
False |
False |
80,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.1 |
2.618 |
1,288.0 |
1.618 |
1,262.8 |
1.000 |
1,247.2 |
0.618 |
1,237.6 |
HIGH |
1,222.0 |
0.618 |
1,212.4 |
0.500 |
1,209.4 |
0.382 |
1,206.4 |
LOW |
1,196.8 |
0.618 |
1,181.2 |
1.000 |
1,171.6 |
1.618 |
1,156.0 |
2.618 |
1,130.8 |
4.250 |
1,089.7 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,209.4 |
1,209.4 |
PP |
1,206.5 |
1,206.5 |
S1 |
1,203.6 |
1,203.6 |
|