Trading Metrics calculated at close of trading on 09-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,218.9 |
1,211.4 |
-7.5 |
-0.6% |
1,260.3 |
High |
1,221.8 |
1,212.2 |
-9.6 |
-0.8% |
1,268.1 |
Low |
1,209.8 |
1,202.2 |
-7.6 |
-0.6% |
1,226.5 |
Close |
1,212.8 |
1,206.6 |
-6.2 |
-0.5% |
1,229.8 |
Range |
12.0 |
10.0 |
-2.0 |
-16.7% |
41.6 |
ATR |
14.0 |
13.8 |
-0.2 |
-1.7% |
0.0 |
Volume |
17,131 |
23,053 |
5,922 |
34.6% |
71,392 |
|
Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.0 |
1,231.8 |
1,212.1 |
|
R3 |
1,227.0 |
1,221.8 |
1,209.4 |
|
R2 |
1,217.0 |
1,217.0 |
1,208.4 |
|
R1 |
1,211.8 |
1,211.8 |
1,207.5 |
1,209.4 |
PP |
1,207.0 |
1,207.0 |
1,207.0 |
1,205.8 |
S1 |
1,201.8 |
1,201.8 |
1,205.7 |
1,199.4 |
S2 |
1,197.0 |
1,197.0 |
1,204.8 |
|
S3 |
1,187.0 |
1,191.8 |
1,203.9 |
|
S4 |
1,177.0 |
1,181.8 |
1,201.1 |
|
|
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 |
1,240.2 |
1,202.2 |
38.0 |
3.1% |
12.1 |
1.0% |
12% |
False |
True |
18,842 |
10 |
1,268.1 |
1,202.2 |
65.9 |
5.5% |
13.0 |
1.1% |
7% |
False |
True |
15,433 |
20 |
1,268.1 |
1,202.2 |
65.9 |
5.5% |
13.3 |
1.1% |
7% |
False |
True |
10,790 |
40 |
1,268.1 |
1,183.0 |
85.1 |
7.1% |
14.0 |
1.2% |
28% |
False |
False |
8,518 |
60 |
1,268.1 |
1,129.8 |
138.3 |
11.5% |
13.7 |
1.1% |
56% |
False |
False |
6,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,254.7 |
2.618 |
1,238.4 |
1.618 |
1,228.4 |
1.000 |
1,222.2 |
0.618 |
1,218.4 |
HIGH |
1,212.2 |
0.618 |
1,208.4 |
0.500 |
1,207.2 |
0.382 |
1,206.0 |
LOW |
1,202.2 |
0.618 |
1,196.0 |
1.000 |
1,192.2 |
1.618 |
1,186.0 |
2.618 |
1,176.0 |
4.250 |
1,159.7 |
|
|
Fisher Pivots for day following 09-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,207.2 |
1,216.4 |
PP |
1,207.0 |
1,213.1 |
S1 |
1,206.8 |
1,209.9 |
|