Trading Metrics calculated at close of trading on 07-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,321.0 |
3,320.0 |
-1.0 |
0.0% |
3,233.0 |
High |
3,321.0 |
3,320.0 |
-1.0 |
0.0% |
3,336.0 |
Low |
3,300.0 |
3,295.0 |
-5.0 |
-0.2% |
3,225.0 |
Close |
3,309.0 |
3,302.0 |
-7.0 |
-0.2% |
3,326.0 |
Range |
21.0 |
25.0 |
4.0 |
19.0% |
111.0 |
ATR |
33.3 |
32.8 |
-0.6 |
-1.8% |
0.0 |
Volume |
30,830 |
404,629 |
373,799 |
1,212.5% |
172,435 |
|
Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,380.7 |
3,366.3 |
3,315.8 |
|
R3 |
3,355.7 |
3,341.3 |
3,308.9 |
|
R2 |
3,330.7 |
3,330.7 |
3,306.6 |
|
R1 |
3,316.3 |
3,316.3 |
3,304.3 |
3,311.0 |
PP |
3,305.7 |
3,305.7 |
3,305.7 |
3,303.0 |
S1 |
3,291.3 |
3,291.3 |
3,299.7 |
3,286.0 |
S2 |
3,280.7 |
3,280.7 |
3,297.4 |
|
S3 |
3,255.7 |
3,266.3 |
3,295.1 |
|
S4 |
3,230.7 |
3,241.3 |
3,288.3 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,628.7 |
3,588.3 |
3,387.1 |
|
R3 |
3,517.7 |
3,477.3 |
3,356.5 |
|
R2 |
3,406.7 |
3,406.7 |
3,346.4 |
|
R1 |
3,366.3 |
3,366.3 |
3,336.2 |
3,386.5 |
PP |
3,295.7 |
3,295.7 |
3,295.7 |
3,305.8 |
S1 |
3,255.3 |
3,255.3 |
3,315.8 |
3,275.5 |
S2 |
3,184.7 |
3,184.7 |
3,305.7 |
|
S3 |
3,073.7 |
3,144.3 |
3,295.5 |
|
S4 |
2,962.7 |
3,033.3 |
3,265.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,336.0 |
3,250.0 |
86.0 |
2.6% |
35.2 |
1.1% |
60% |
False |
False |
117,143 |
10 |
3,336.0 |
3,200.0 |
136.0 |
4.1% |
32.4 |
1.0% |
75% |
False |
False |
79,888 |
20 |
3,336.0 |
3,135.0 |
201.0 |
6.1% |
31.5 |
1.0% |
83% |
False |
False |
47,042 |
40 |
3,336.0 |
3,135.0 |
201.0 |
6.1% |
30.5 |
0.9% |
83% |
False |
False |
26,944 |
60 |
3,336.0 |
3,107.0 |
229.0 |
6.9% |
27.6 |
0.8% |
85% |
False |
False |
19,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,426.3 |
2.618 |
3,385.5 |
1.618 |
3,360.5 |
1.000 |
3,345.0 |
0.618 |
3,335.5 |
HIGH |
3,320.0 |
0.618 |
3,310.5 |
0.500 |
3,307.5 |
0.382 |
3,304.6 |
LOW |
3,295.0 |
0.618 |
3,279.6 |
1.000 |
3,270.0 |
1.618 |
3,254.6 |
2.618 |
3,229.6 |
4.250 |
3,188.8 |
|
|
Fisher Pivots for day following 07-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,307.5 |
3,314.0 |
PP |
3,305.7 |
3,310.0 |
S1 |
3,303.8 |
3,306.0 |
|