Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,329.0 |
3,361.0 |
32.0 |
1.0% |
3,321.0 |
High |
3,350.0 |
3,374.0 |
24.0 |
0.7% |
3,364.0 |
Low |
3,320.0 |
3,351.0 |
31.0 |
0.9% |
3,295.0 |
Close |
3,331.0 |
3,362.0 |
31.0 |
0.9% |
3,343.0 |
Range |
30.0 |
23.0 |
-7.0 |
-23.3% |
69.0 |
ATR |
32.0 |
32.8 |
0.8 |
2.5% |
0.0 |
Volume |
1,195,762 |
1,135,731 |
-60,031 |
-5.0% |
2,677,702 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,431.3 |
3,419.7 |
3,374.7 |
|
R3 |
3,408.3 |
3,396.7 |
3,368.3 |
|
R2 |
3,385.3 |
3,385.3 |
3,366.2 |
|
R1 |
3,373.7 |
3,373.7 |
3,364.1 |
3,379.5 |
PP |
3,362.3 |
3,362.3 |
3,362.3 |
3,365.3 |
S1 |
3,350.7 |
3,350.7 |
3,359.9 |
3,356.5 |
S2 |
3,339.3 |
3,339.3 |
3,357.8 |
|
S3 |
3,316.3 |
3,327.7 |
3,355.7 |
|
S4 |
3,293.3 |
3,304.7 |
3,349.4 |
|
|
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 |
3,374.0 |
3,310.0 |
64.0 |
1.9% |
28.2 |
0.8% |
81% |
True |
False |
1,290,657 |
10 |
3,374.0 |
3,292.0 |
82.0 |
2.4% |
29.7 |
0.9% |
85% |
True |
False |
809,225 |
20 |
3,374.0 |
3,200.0 |
174.0 |
5.2% |
31.8 |
0.9% |
93% |
True |
False |
422,423 |
40 |
3,374.0 |
3,135.0 |
239.0 |
7.1% |
31.3 |
0.9% |
95% |
True |
False |
215,563 |
60 |
3,374.0 |
3,135.0 |
239.0 |
7.1% |
28.0 |
0.8% |
95% |
True |
False |
145,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,471.8 |
2.618 |
3,434.2 |
1.618 |
3,411.2 |
1.000 |
3,397.0 |
0.618 |
3,388.2 |
HIGH |
3,374.0 |
0.618 |
3,365.2 |
0.500 |
3,362.5 |
0.382 |
3,359.8 |
LOW |
3,351.0 |
0.618 |
3,336.8 |
1.000 |
3,328.0 |
1.618 |
3,313.8 |
2.618 |
3,290.8 |
4.250 |
3,253.3 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,362.5 |
3,355.3 |
PP |
3,362.3 |
3,348.7 |
S1 |
3,362.2 |
3,342.0 |
|