Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,206.8 |
1,202.1 |
-4.7 |
-0.4% |
1,236.1 |
High |
1,210.7 |
1,225.0 |
14.3 |
1.2% |
1,240.2 |
Low |
1,200.2 |
1,200.0 |
-0.2 |
0.0% |
1,198.0 |
Close |
1,205.8 |
1,203.8 |
-2.0 |
-0.2% |
1,204.7 |
Range |
10.5 |
25.0 |
14.5 |
138.1% |
42.2 |
ATR |
13.1 |
13.9 |
0.9 |
6.5% |
0.0 |
Volume |
27,423 |
20,153 |
-7,270 |
-26.5% |
92,555 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.6 |
1,269.2 |
1,217.6 |
|
R3 |
1,259.6 |
1,244.2 |
1,210.7 |
|
R2 |
1,234.6 |
1,234.6 |
1,208.4 |
|
R1 |
1,219.2 |
1,219.2 |
1,206.1 |
1,226.9 |
PP |
1,209.6 |
1,209.6 |
1,209.6 |
1,213.5 |
S1 |
1,194.2 |
1,194.2 |
1,201.5 |
1,201.9 |
S2 |
1,184.6 |
1,184.6 |
1,199.2 |
|
S3 |
1,159.6 |
1,169.2 |
1,196.9 |
|
S4 |
1,134.6 |
1,144.2 |
1,190.1 |
|
|
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 |
1,225.0 |
1,198.0 |
27.0 |
2.2% |
13.1 |
1.1% |
21% |
True |
False |
22,410 |
10 |
1,253.8 |
1,198.0 |
55.8 |
4.6% |
13.5 |
1.1% |
10% |
False |
False |
20,471 |
20 |
1,268.1 |
1,198.0 |
70.1 |
5.8% |
13.0 |
1.1% |
8% |
False |
False |
13,919 |
40 |
1,268.1 |
1,186.0 |
82.1 |
6.8% |
13.7 |
1.1% |
22% |
False |
False |
9,833 |
60 |
1,268.1 |
1,133.5 |
134.6 |
11.2% |
13.4 |
1.1% |
52% |
False |
False |
8,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.3 |
2.618 |
1,290.5 |
1.618 |
1,265.5 |
1.000 |
1,250.0 |
0.618 |
1,240.5 |
HIGH |
1,225.0 |
0.618 |
1,215.5 |
0.500 |
1,212.5 |
0.382 |
1,209.6 |
LOW |
1,200.0 |
0.618 |
1,184.6 |
1.000 |
1,175.0 |
1.618 |
1,159.6 |
2.618 |
1,134.6 |
4.250 |
1,093.8 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,212.5 |
1,212.5 |
PP |
1,209.6 |
1,209.6 |
S1 |
1,206.7 |
1,206.7 |
|