Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,198.7 |
1,219.5 |
20.8 |
1.7% |
1,233.9 |
High |
1,222.0 |
1,234.0 |
12.0 |
1.0% |
1,237.3 |
Low |
1,196.8 |
1,218.1 |
21.3 |
1.8% |
1,194.5 |
Close |
1,200.7 |
1,227.1 |
26.4 |
2.2% |
1,201.4 |
Range |
25.2 |
15.9 |
-9.3 |
-36.9% |
42.8 |
ATR |
14.2 |
15.6 |
1.4 |
9.6% |
0.0 |
Volume |
264,336 |
257,887 |
-6,449 |
-2.4% |
1,063,153 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.1 |
1,266.5 |
1,235.8 |
|
R3 |
1,258.2 |
1,250.6 |
1,231.5 |
|
R2 |
1,242.3 |
1,242.3 |
1,230.0 |
|
R1 |
1,234.7 |
1,234.7 |
1,228.6 |
1,238.5 |
PP |
1,226.4 |
1,226.4 |
1,226.4 |
1,228.3 |
S1 |
1,218.8 |
1,218.8 |
1,225.6 |
1,222.6 |
S2 |
1,210.5 |
1,210.5 |
1,224.2 |
|
S3 |
1,194.6 |
1,202.9 |
1,222.7 |
|
S4 |
1,178.7 |
1,187.0 |
1,218.4 |
|
|
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 |
1,234.0 |
1,194.5 |
39.5 |
3.2% |
14.5 |
1.2% |
83% |
True |
False |
227,540 |
10 |
1,237.3 |
1,194.5 |
42.8 |
3.5% |
13.4 |
1.1% |
76% |
False |
False |
221,530 |
20 |
1,264.9 |
1,194.5 |
70.4 |
5.7% |
13.2 |
1.1% |
46% |
False |
False |
228,183 |
40 |
1,264.9 |
1,182.6 |
82.3 |
6.7% |
14.1 |
1.2% |
54% |
False |
False |
196,455 |
60 |
1,264.9 |
1,129.9 |
135.0 |
11.0% |
13.9 |
1.1% |
72% |
False |
False |
136,323 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.2% |
14.7 |
1.2% |
73% |
False |
False |
103,387 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.7% |
15.6 |
1.3% |
46% |
False |
False |
83,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.6 |
2.618 |
1,275.6 |
1.618 |
1,259.7 |
1.000 |
1,249.9 |
0.618 |
1,243.8 |
HIGH |
1,234.0 |
0.618 |
1,227.9 |
0.500 |
1,226.1 |
0.382 |
1,224.2 |
LOW |
1,218.1 |
0.618 |
1,208.3 |
1.000 |
1,202.2 |
1.618 |
1,192.4 |
2.618 |
1,176.5 |
4.250 |
1,150.5 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,226.8 |
1,223.2 |
PP |
1,226.4 |
1,219.3 |
S1 |
1,226.1 |
1,215.4 |
|