Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,211.4 |
1,203.6 |
-7.8 |
-0.6% |
1,236.1 |
High |
1,212.2 |
1,209.5 |
-2.7 |
-0.2% |
1,240.2 |
Low |
1,202.2 |
1,198.0 |
-4.2 |
-0.3% |
1,198.0 |
Close |
1,206.6 |
1,204.7 |
-1.9 |
-0.2% |
1,204.7 |
Range |
10.0 |
11.5 |
1.5 |
15.0% |
42.2 |
ATR |
13.8 |
13.6 |
-0.2 |
-1.2% |
0.0 |
Volume |
23,053 |
18,809 |
-4,244 |
-18.4% |
92,555 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.6 |
1,233.1 |
1,211.0 |
|
R3 |
1,227.1 |
1,221.6 |
1,207.9 |
|
R2 |
1,215.6 |
1,215.6 |
1,206.8 |
|
R1 |
1,210.1 |
1,210.1 |
1,205.8 |
1,212.9 |
PP |
1,204.1 |
1,204.1 |
1,204.1 |
1,205.4 |
S1 |
1,198.6 |
1,198.6 |
1,203.6 |
1,201.4 |
S2 |
1,192.6 |
1,192.6 |
1,202.6 |
|
S3 |
1,181.1 |
1,187.1 |
1,201.5 |
|
S4 |
1,169.6 |
1,175.6 |
1,198.4 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.9 |
1,315.0 |
1,227.9 |
|
R3 |
1,298.7 |
1,272.8 |
1,216.3 |
|
R2 |
1,256.5 |
1,256.5 |
1,212.4 |
|
R1 |
1,230.6 |
1,230.6 |
1,208.6 |
1,222.5 |
PP |
1,214.3 |
1,214.3 |
1,214.3 |
1,210.2 |
S1 |
1,188.4 |
1,188.4 |
1,200.8 |
1,180.3 |
S2 |
1,172.1 |
1,172.1 |
1,197.0 |
|
S3 |
1,129.9 |
1,146.2 |
1,193.1 |
|
S4 |
1,087.7 |
1,104.0 |
1,181.5 |
|
|
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 |
1,198.0 |
42.2 |
3.5% |
11.7 |
1.0% |
16% |
False |
True |
18,511 |
10 |
1,268.1 |
1,198.0 |
70.1 |
5.8% |
13.0 |
1.1% |
10% |
False |
True |
16,394 |
20 |
1,268.1 |
1,198.0 |
70.1 |
5.8% |
12.9 |
1.1% |
10% |
False |
True |
11,356 |
40 |
1,268.1 |
1,186.0 |
82.1 |
6.8% |
13.8 |
1.1% |
23% |
False |
False |
8,776 |
60 |
1,268.1 |
1,129.8 |
138.3 |
11.5% |
13.6 |
1.1% |
54% |
False |
False |
7,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,258.4 |
2.618 |
1,239.6 |
1.618 |
1,228.1 |
1.000 |
1,221.0 |
0.618 |
1,216.6 |
HIGH |
1,209.5 |
0.618 |
1,205.1 |
0.500 |
1,203.8 |
0.382 |
1,202.4 |
LOW |
1,198.0 |
0.618 |
1,190.9 |
1.000 |
1,186.5 |
1.618 |
1,179.4 |
2.618 |
1,167.9 |
4.250 |
1,149.1 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,204.4 |
1,209.9 |
PP |
1,204.1 |
1,208.2 |
S1 |
1,203.8 |
1,206.4 |
|