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 |
3,339.0 |
3,345.0 |
6.0 |
0.2% |
3,321.0 |
High |
3,347.0 |
3,347.0 |
0.0 |
0.0% |
3,364.0 |
Low |
3,331.0 |
3,310.0 |
-21.0 |
-0.6% |
3,295.0 |
Close |
3,340.0 |
3,320.0 |
-20.0 |
-0.6% |
3,343.0 |
Range |
16.0 |
37.0 |
21.0 |
131.3% |
69.0 |
ATR |
31.8 |
32.1 |
0.4 |
1.2% |
0.0 |
Volume |
1,794,728 |
1,248,725 |
-546,003 |
-30.4% |
2,677,702 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,436.7 |
3,415.3 |
3,340.4 |
|
R3 |
3,399.7 |
3,378.3 |
3,330.2 |
|
R2 |
3,362.7 |
3,362.7 |
3,326.8 |
|
R1 |
3,341.3 |
3,341.3 |
3,323.4 |
3,333.5 |
PP |
3,325.7 |
3,325.7 |
3,325.7 |
3,321.8 |
S1 |
3,304.3 |
3,304.3 |
3,316.6 |
3,296.5 |
S2 |
3,288.7 |
3,288.7 |
3,313.2 |
|
S3 |
3,251.7 |
3,267.3 |
3,309.8 |
|
S4 |
3,214.7 |
3,230.3 |
3,299.7 |
|
|
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 |
3,296.0 |
68.0 |
2.0% |
30.8 |
0.9% |
35% |
False |
False |
1,057,139 |
10 |
3,364.0 |
3,250.0 |
114.0 |
3.4% |
33.0 |
1.0% |
61% |
False |
False |
587,141 |
20 |
3,364.0 |
3,200.0 |
164.0 |
4.9% |
31.3 |
0.9% |
73% |
False |
False |
306,688 |
40 |
3,364.0 |
3,135.0 |
229.0 |
6.9% |
31.2 |
0.9% |
81% |
False |
False |
157,306 |
60 |
3,364.0 |
3,135.0 |
229.0 |
6.9% |
27.7 |
0.8% |
81% |
False |
False |
106,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,504.3 |
2.618 |
3,443.9 |
1.618 |
3,406.9 |
1.000 |
3,384.0 |
0.618 |
3,369.9 |
HIGH |
3,347.0 |
0.618 |
3,332.9 |
0.500 |
3,328.5 |
0.382 |
3,324.1 |
LOW |
3,310.0 |
0.618 |
3,287.1 |
1.000 |
3,273.0 |
1.618 |
3,250.1 |
2.618 |
3,213.1 |
4.250 |
3,152.8 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,328.5 |
3,337.0 |
PP |
3,325.7 |
3,331.3 |
S1 |
3,322.8 |
3,325.7 |
|