Trading Metrics calculated at close of trading on 06-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,237.7 |
1,236.1 |
-1.6 |
-0.1% |
1,260.3 |
High |
1,239.9 |
1,240.2 |
0.3 |
0.0% |
1,268.1 |
Low |
1,226.5 |
1,228.3 |
1.8 |
0.1% |
1,226.5 |
Close |
1,229.8 |
1,228.8 |
-1.0 |
-0.1% |
1,229.8 |
Range |
13.4 |
11.9 |
-1.5 |
-11.2% |
41.6 |
ATR |
14.4 |
14.2 |
-0.2 |
-1.2% |
0.0 |
Volume |
20,467 |
7,157 |
-13,310 |
-65.0% |
71,392 |
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.1 |
1,260.4 |
1,235.3 |
|
R3 |
1,256.2 |
1,248.5 |
1,232.1 |
|
R2 |
1,244.3 |
1,244.3 |
1,231.0 |
|
R1 |
1,236.6 |
1,236.6 |
1,229.9 |
1,234.5 |
PP |
1,232.4 |
1,232.4 |
1,232.4 |
1,231.4 |
S1 |
1,224.7 |
1,224.7 |
1,227.7 |
1,222.6 |
S2 |
1,220.5 |
1,220.5 |
1,226.6 |
|
S3 |
1,208.6 |
1,212.8 |
1,225.5 |
|
S4 |
1,196.7 |
1,200.9 |
1,222.3 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.3 |
1,339.6 |
1,252.7 |
|
R3 |
1,324.7 |
1,298.0 |
1,241.2 |
|
R2 |
1,283.1 |
1,283.1 |
1,237.4 |
|
R1 |
1,256.4 |
1,256.4 |
1,233.6 |
1,249.0 |
PP |
1,241.5 |
1,241.5 |
1,241.5 |
1,237.7 |
S1 |
1,214.8 |
1,214.8 |
1,226.0 |
1,207.4 |
S2 |
1,199.9 |
1,199.9 |
1,222.2 |
|
S3 |
1,158.3 |
1,173.2 |
1,218.4 |
|
S4 |
1,116.7 |
1,131.6 |
1,206.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,262.5 |
1,226.5 |
36.0 |
2.9% |
13.9 |
1.1% |
6% |
False |
False |
14,469 |
10 |
1,268.1 |
1,226.5 |
41.6 |
3.4% |
13.3 |
1.1% |
6% |
False |
False |
11,012 |
20 |
1,268.1 |
1,220.7 |
47.4 |
3.9% |
13.5 |
1.1% |
17% |
False |
False |
8,141 |
40 |
1,268.1 |
1,177.0 |
91.1 |
7.4% |
14.0 |
1.1% |
57% |
False |
False |
7,325 |
60 |
1,268.1 |
1,129.8 |
138.3 |
11.3% |
13.7 |
1.1% |
72% |
False |
False |
5,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.8 |
2.618 |
1,271.4 |
1.618 |
1,259.5 |
1.000 |
1,252.1 |
0.618 |
1,247.6 |
HIGH |
1,240.2 |
0.618 |
1,235.7 |
0.500 |
1,234.3 |
0.382 |
1,232.8 |
LOW |
1,228.3 |
0.618 |
1,220.9 |
1.000 |
1,216.4 |
1.618 |
1,209.0 |
2.618 |
1,197.1 |
4.250 |
1,177.7 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,234.3 |
1,240.2 |
PP |
1,232.4 |
1,236.4 |
S1 |
1,230.6 |
1,232.6 |
|