Trading Metrics calculated at close of trading on 17-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,222.4 |
1,229.3 |
6.9 |
0.6% |
1,208.9 |
High |
1,236.9 |
1,234.4 |
-2.5 |
-0.2% |
1,236.9 |
Low |
1,221.3 |
1,227.3 |
6.0 |
0.5% |
1,200.0 |
Close |
1,230.2 |
1,233.2 |
3.0 |
0.2% |
1,233.2 |
Range |
15.6 |
7.1 |
-8.5 |
-54.5% |
36.9 |
ATR |
15.3 |
14.7 |
-0.6 |
-3.8% |
0.0 |
Volume |
17,730 |
22,005 |
4,275 |
24.1% |
109,924 |
|
Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.9 |
1,250.2 |
1,237.1 |
|
R3 |
1,245.8 |
1,243.1 |
1,235.2 |
|
R2 |
1,238.7 |
1,238.7 |
1,234.5 |
|
R1 |
1,236.0 |
1,236.0 |
1,233.9 |
1,237.4 |
PP |
1,231.6 |
1,231.6 |
1,231.6 |
1,232.3 |
S1 |
1,228.9 |
1,228.9 |
1,232.5 |
1,230.3 |
S2 |
1,224.5 |
1,224.5 |
1,231.9 |
|
S3 |
1,217.4 |
1,221.8 |
1,231.2 |
|
S4 |
1,210.3 |
1,214.7 |
1,229.3 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.1 |
1,320.5 |
1,253.5 |
|
R3 |
1,297.2 |
1,283.6 |
1,243.3 |
|
R2 |
1,260.3 |
1,260.3 |
1,240.0 |
|
R1 |
1,246.7 |
1,246.7 |
1,236.6 |
1,253.5 |
PP |
1,223.4 |
1,223.4 |
1,223.4 |
1,226.8 |
S1 |
1,209.8 |
1,209.8 |
1,229.8 |
1,216.6 |
S2 |
1,186.5 |
1,186.5 |
1,226.4 |
|
S3 |
1,149.6 |
1,172.9 |
1,223.1 |
|
S4 |
1,112.7 |
1,136.0 |
1,212.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,236.9 |
1,200.0 |
36.9 |
3.0% |
13.4 |
1.1% |
90% |
False |
False |
21,984 |
10 |
1,240.2 |
1,198.0 |
42.2 |
3.4% |
12.5 |
1.0% |
83% |
False |
False |
20,247 |
20 |
1,268.1 |
1,198.0 |
70.1 |
5.7% |
12.8 |
1.0% |
50% |
False |
False |
15,490 |
40 |
1,268.1 |
1,186.0 |
82.1 |
6.7% |
13.6 |
1.1% |
57% |
False |
False |
10,595 |
60 |
1,268.1 |
1,133.5 |
134.6 |
10.9% |
13.5 |
1.1% |
74% |
False |
False |
8,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,264.6 |
2.618 |
1,253.0 |
1.618 |
1,245.9 |
1.000 |
1,241.5 |
0.618 |
1,238.8 |
HIGH |
1,234.4 |
0.618 |
1,231.7 |
0.500 |
1,230.9 |
0.382 |
1,230.0 |
LOW |
1,227.3 |
0.618 |
1,222.9 |
1.000 |
1,220.2 |
1.618 |
1,215.8 |
2.618 |
1,208.7 |
4.250 |
1,197.1 |
|
|
Fisher Pivots for day following 17-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,232.4 |
1,228.3 |
PP |
1,231.6 |
1,223.4 |
S1 |
1,230.9 |
1,218.5 |
|