Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,208.9 |
1,206.8 |
-2.1 |
-0.2% |
1,236.1 |
High |
1,214.1 |
1,210.7 |
-3.4 |
-0.3% |
1,240.2 |
Low |
1,205.5 |
1,200.2 |
-5.3 |
-0.4% |
1,198.0 |
Close |
1,206.5 |
1,205.8 |
-0.7 |
-0.1% |
1,204.7 |
Range |
8.6 |
10.5 |
1.9 |
22.1% |
42.2 |
ATR |
13.3 |
13.1 |
-0.2 |
-1.5% |
0.0 |
Volume |
22,613 |
27,423 |
4,810 |
21.3% |
92,555 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.1 |
1,231.9 |
1,211.6 |
|
R3 |
1,226.6 |
1,221.4 |
1,208.7 |
|
R2 |
1,216.1 |
1,216.1 |
1,207.7 |
|
R1 |
1,210.9 |
1,210.9 |
1,206.8 |
1,208.3 |
PP |
1,205.6 |
1,205.6 |
1,205.6 |
1,204.2 |
S1 |
1,200.4 |
1,200.4 |
1,204.8 |
1,197.8 |
S2 |
1,195.1 |
1,195.1 |
1,203.9 |
|
S3 |
1,184.6 |
1,189.9 |
1,202.9 |
|
S4 |
1,174.1 |
1,179.4 |
1,200.0 |
|
|
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 |
1,221.8 |
1,198.0 |
23.8 |
2.0% |
10.5 |
0.9% |
33% |
False |
False |
21,805 |
10 |
1,254.6 |
1,198.0 |
56.6 |
4.7% |
12.5 |
1.0% |
14% |
False |
False |
19,781 |
20 |
1,268.1 |
1,198.0 |
70.1 |
5.8% |
12.4 |
1.0% |
11% |
False |
False |
13,417 |
40 |
1,268.1 |
1,186.0 |
82.1 |
6.8% |
13.6 |
1.1% |
24% |
False |
False |
9,485 |
60 |
1,268.1 |
1,129.8 |
138.3 |
11.5% |
13.4 |
1.1% |
55% |
False |
False |
7,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,255.3 |
2.618 |
1,238.2 |
1.618 |
1,227.7 |
1.000 |
1,221.2 |
0.618 |
1,217.2 |
HIGH |
1,210.7 |
0.618 |
1,206.7 |
0.500 |
1,205.5 |
0.382 |
1,204.2 |
LOW |
1,200.2 |
0.618 |
1,193.7 |
1.000 |
1,189.7 |
1.618 |
1,183.2 |
2.618 |
1,172.7 |
4.250 |
1,155.6 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,205.7 |
1,206.1 |
PP |
1,205.6 |
1,206.0 |
S1 |
1,205.5 |
1,205.9 |
|