Trading Metrics calculated at close of trading on 07-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,236.1 |
1,229.8 |
-6.3 |
-0.5% |
1,260.3 |
High |
1,240.2 |
1,230.6 |
-9.6 |
-0.8% |
1,268.1 |
Low |
1,228.3 |
1,217.6 |
-10.7 |
-0.9% |
1,226.5 |
Close |
1,228.8 |
1,219.5 |
-9.3 |
-0.8% |
1,229.8 |
Range |
11.9 |
13.0 |
1.1 |
9.2% |
41.6 |
ATR |
14.2 |
14.2 |
-0.1 |
-0.6% |
0.0 |
Volume |
7,157 |
26,405 |
19,248 |
268.9% |
71,392 |
|
Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.6 |
1,253.5 |
1,226.7 |
|
R3 |
1,248.6 |
1,240.5 |
1,223.1 |
|
R2 |
1,235.6 |
1,235.6 |
1,221.9 |
|
R1 |
1,227.5 |
1,227.5 |
1,220.7 |
1,225.1 |
PP |
1,222.6 |
1,222.6 |
1,222.6 |
1,221.3 |
S1 |
1,214.5 |
1,214.5 |
1,218.3 |
1,212.1 |
S2 |
1,209.6 |
1,209.6 |
1,217.1 |
|
S3 |
1,196.6 |
1,201.5 |
1,215.9 |
|
S4 |
1,183.6 |
1,188.5 |
1,212.4 |
|
|
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 |
1,254.6 |
1,217.6 |
37.0 |
3.0% |
14.4 |
1.2% |
5% |
False |
True |
17,757 |
10 |
1,268.1 |
1,217.6 |
50.5 |
4.1% |
13.4 |
1.1% |
4% |
False |
True |
13,160 |
20 |
1,268.1 |
1,217.6 |
50.5 |
4.1% |
13.3 |
1.1% |
4% |
False |
True |
9,295 |
40 |
1,268.1 |
1,178.0 |
90.1 |
7.4% |
14.1 |
1.2% |
46% |
False |
False |
7,831 |
60 |
1,268.1 |
1,129.8 |
138.3 |
11.3% |
13.7 |
1.1% |
65% |
False |
False |
6,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.9 |
2.618 |
1,264.6 |
1.618 |
1,251.6 |
1.000 |
1,243.6 |
0.618 |
1,238.6 |
HIGH |
1,230.6 |
0.618 |
1,225.6 |
0.500 |
1,224.1 |
0.382 |
1,222.6 |
LOW |
1,217.6 |
0.618 |
1,209.6 |
1.000 |
1,204.6 |
1.618 |
1,196.6 |
2.618 |
1,183.6 |
4.250 |
1,162.4 |
|
|
Fisher Pivots for day following 07-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,224.1 |
1,228.9 |
PP |
1,222.6 |
1,225.8 |
S1 |
1,221.0 |
1,222.6 |
|