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 |
3,343.0 |
3,339.0 |
-4.0 |
-0.1% |
3,321.0 |
High |
3,364.0 |
3,347.0 |
-17.0 |
-0.5% |
3,364.0 |
Low |
3,329.0 |
3,331.0 |
2.0 |
0.1% |
3,295.0 |
Close |
3,343.0 |
3,340.0 |
-3.0 |
-0.1% |
3,343.0 |
Range |
35.0 |
16.0 |
-19.0 |
-54.3% |
69.0 |
ATR |
33.0 |
31.8 |
-1.2 |
-3.7% |
0.0 |
Volume |
1,078,343 |
1,794,728 |
716,385 |
66.4% |
2,677,702 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,387.3 |
3,379.7 |
3,348.8 |
|
R3 |
3,371.3 |
3,363.7 |
3,344.4 |
|
R2 |
3,355.3 |
3,355.3 |
3,342.9 |
|
R1 |
3,347.7 |
3,347.7 |
3,341.5 |
3,351.5 |
PP |
3,339.3 |
3,339.3 |
3,339.3 |
3,341.3 |
S1 |
3,331.7 |
3,331.7 |
3,338.5 |
3,335.5 |
S2 |
3,323.3 |
3,323.3 |
3,337.1 |
|
S3 |
3,307.3 |
3,315.7 |
3,335.6 |
|
S4 |
3,291.3 |
3,299.7 |
3,331.2 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,541.0 |
3,511.0 |
3,381.0 |
|
R3 |
3,472.0 |
3,442.0 |
3,362.0 |
|
R2 |
3,403.0 |
3,403.0 |
3,355.7 |
|
R1 |
3,373.0 |
3,373.0 |
3,349.3 |
3,388.0 |
PP |
3,334.0 |
3,334.0 |
3,334.0 |
3,341.5 |
S1 |
3,304.0 |
3,304.0 |
3,336.7 |
3,319.0 |
S2 |
3,265.0 |
3,265.0 |
3,330.4 |
|
S3 |
3,196.0 |
3,235.0 |
3,324.0 |
|
S4 |
3,127.0 |
3,166.0 |
3,305.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,364.0 |
3,295.0 |
69.0 |
2.1% |
28.4 |
0.9% |
65% |
False |
False |
888,320 |
10 |
3,364.0 |
3,225.0 |
139.0 |
4.2% |
31.4 |
0.9% |
83% |
False |
False |
462,916 |
20 |
3,364.0 |
3,200.0 |
164.0 |
4.9% |
30.6 |
0.9% |
85% |
False |
False |
244,788 |
40 |
3,364.0 |
3,135.0 |
229.0 |
6.9% |
31.0 |
0.9% |
90% |
False |
False |
126,222 |
60 |
3,364.0 |
3,135.0 |
229.0 |
6.9% |
27.2 |
0.8% |
90% |
False |
False |
85,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,415.0 |
2.618 |
3,388.9 |
1.618 |
3,372.9 |
1.000 |
3,363.0 |
0.618 |
3,356.9 |
HIGH |
3,347.0 |
0.618 |
3,340.9 |
0.500 |
3,339.0 |
0.382 |
3,337.1 |
LOW |
3,331.0 |
0.618 |
3,321.1 |
1.000 |
3,315.0 |
1.618 |
3,305.1 |
2.618 |
3,289.1 |
4.250 |
3,263.0 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,339.7 |
3,337.3 |
PP |
3,339.3 |
3,334.7 |
S1 |
3,339.0 |
3,332.0 |
|