Trading Metrics calculated at close of trading on 08-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,229.8 |
1,218.9 |
-10.9 |
-0.9% |
1,260.3 |
High |
1,230.6 |
1,221.8 |
-8.8 |
-0.7% |
1,268.1 |
Low |
1,217.6 |
1,209.8 |
-7.8 |
-0.6% |
1,226.5 |
Close |
1,219.5 |
1,212.8 |
-6.7 |
-0.5% |
1,229.8 |
Range |
13.0 |
12.0 |
-1.0 |
-7.7% |
41.6 |
ATR |
14.2 |
14.0 |
-0.2 |
-1.1% |
0.0 |
Volume |
26,405 |
17,131 |
-9,274 |
-35.1% |
71,392 |
|
Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.8 |
1,243.8 |
1,219.4 |
|
R3 |
1,238.8 |
1,231.8 |
1,216.1 |
|
R2 |
1,226.8 |
1,226.8 |
1,215.0 |
|
R1 |
1,219.8 |
1,219.8 |
1,213.9 |
1,217.3 |
PP |
1,214.8 |
1,214.8 |
1,214.8 |
1,213.6 |
S1 |
1,207.8 |
1,207.8 |
1,211.7 |
1,205.3 |
S2 |
1,202.8 |
1,202.8 |
1,210.6 |
|
S3 |
1,190.8 |
1,195.8 |
1,209.5 |
|
S4 |
1,178.8 |
1,183.8 |
1,206.2 |
|
|
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 |
1,253.8 |
1,209.8 |
44.0 |
3.6% |
14.0 |
1.2% |
7% |
False |
True |
18,533 |
10 |
1,268.1 |
1,209.8 |
58.3 |
4.8% |
13.5 |
1.1% |
5% |
False |
True |
14,538 |
20 |
1,268.1 |
1,209.8 |
58.3 |
4.8% |
13.5 |
1.1% |
5% |
False |
True |
9,803 |
40 |
1,268.1 |
1,183.0 |
85.1 |
7.0% |
14.0 |
1.2% |
35% |
False |
False |
8,133 |
60 |
1,268.1 |
1,129.8 |
138.3 |
11.4% |
13.7 |
1.1% |
60% |
False |
False |
6,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.8 |
2.618 |
1,253.2 |
1.618 |
1,241.2 |
1.000 |
1,233.8 |
0.618 |
1,229.2 |
HIGH |
1,221.8 |
0.618 |
1,217.2 |
0.500 |
1,215.8 |
0.382 |
1,214.4 |
LOW |
1,209.8 |
0.618 |
1,202.4 |
1.000 |
1,197.8 |
1.618 |
1,190.4 |
2.618 |
1,178.4 |
4.250 |
1,158.8 |
|
|
Fisher Pivots for day following 08-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,215.8 |
1,225.0 |
PP |
1,214.8 |
1,220.9 |
S1 |
1,213.8 |
1,216.9 |
|