Trading Metrics calculated at close of trading on 13-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,203.6 |
1,208.9 |
5.3 |
0.4% |
1,236.1 |
High |
1,209.5 |
1,214.1 |
4.6 |
0.4% |
1,240.2 |
Low |
1,198.0 |
1,205.5 |
7.5 |
0.6% |
1,198.0 |
Close |
1,204.7 |
1,206.5 |
1.8 |
0.1% |
1,204.7 |
Range |
11.5 |
8.6 |
-2.9 |
-25.2% |
42.2 |
ATR |
13.6 |
13.3 |
-0.3 |
-2.2% |
0.0 |
Volume |
18,809 |
22,613 |
3,804 |
20.2% |
92,555 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.5 |
1,229.1 |
1,211.2 |
|
R3 |
1,225.9 |
1,220.5 |
1,208.9 |
|
R2 |
1,217.3 |
1,217.3 |
1,208.1 |
|
R1 |
1,211.9 |
1,211.9 |
1,207.3 |
1,210.3 |
PP |
1,208.7 |
1,208.7 |
1,208.7 |
1,207.9 |
S1 |
1,203.3 |
1,203.3 |
1,205.7 |
1,201.7 |
S2 |
1,200.1 |
1,200.1 |
1,204.9 |
|
S3 |
1,191.5 |
1,194.7 |
1,204.1 |
|
S4 |
1,182.9 |
1,186.1 |
1,201.8 |
|
|
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 |
1,230.6 |
1,198.0 |
32.6 |
2.7% |
11.0 |
0.9% |
26% |
False |
False |
21,602 |
10 |
1,262.5 |
1,198.0 |
64.5 |
5.3% |
12.5 |
1.0% |
13% |
False |
False |
18,035 |
20 |
1,268.1 |
1,198.0 |
70.1 |
5.8% |
12.6 |
1.0% |
12% |
False |
False |
12,239 |
40 |
1,268.1 |
1,186.0 |
82.1 |
6.8% |
13.6 |
1.1% |
25% |
False |
False |
9,090 |
60 |
1,268.1 |
1,129.8 |
138.3 |
11.5% |
13.6 |
1.1% |
55% |
False |
False |
7,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,250.7 |
2.618 |
1,236.6 |
1.618 |
1,228.0 |
1.000 |
1,222.7 |
0.618 |
1,219.4 |
HIGH |
1,214.1 |
0.618 |
1,210.8 |
0.500 |
1,209.8 |
0.382 |
1,208.8 |
LOW |
1,205.5 |
0.618 |
1,200.2 |
1.000 |
1,196.9 |
1.618 |
1,191.6 |
2.618 |
1,183.0 |
4.250 |
1,169.0 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,209.8 |
1,206.4 |
PP |
1,208.7 |
1,206.2 |
S1 |
1,207.6 |
1,206.1 |
|