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 |
3,361.0 |
3,358.0 |
-3.0 |
-0.1% |
3,339.0 |
High |
3,374.0 |
3,381.0 |
7.0 |
0.2% |
3,381.0 |
Low |
3,351.0 |
3,350.0 |
-1.0 |
0.0% |
3,310.0 |
Close |
3,362.0 |
3,365.0 |
3.0 |
0.1% |
3,365.0 |
Range |
23.0 |
31.0 |
8.0 |
34.8% |
71.0 |
ATR |
32.8 |
32.6 |
-0.1 |
-0.4% |
0.0 |
Volume |
1,135,731 |
600,671 |
-535,060 |
-47.1% |
5,975,617 |
|
Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,458.3 |
3,442.7 |
3,382.1 |
|
R3 |
3,427.3 |
3,411.7 |
3,373.5 |
|
R2 |
3,396.3 |
3,396.3 |
3,370.7 |
|
R1 |
3,380.7 |
3,380.7 |
3,367.8 |
3,388.5 |
PP |
3,365.3 |
3,365.3 |
3,365.3 |
3,369.3 |
S1 |
3,349.7 |
3,349.7 |
3,362.2 |
3,357.5 |
S2 |
3,334.3 |
3,334.3 |
3,359.3 |
|
S3 |
3,303.3 |
3,318.7 |
3,356.5 |
|
S4 |
3,272.3 |
3,287.7 |
3,348.0 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,565.0 |
3,536.0 |
3,404.1 |
|
R3 |
3,494.0 |
3,465.0 |
3,384.5 |
|
R2 |
3,423.0 |
3,423.0 |
3,378.0 |
|
R1 |
3,394.0 |
3,394.0 |
3,371.5 |
3,408.5 |
PP |
3,352.0 |
3,352.0 |
3,352.0 |
3,359.3 |
S1 |
3,323.0 |
3,323.0 |
3,358.5 |
3,337.5 |
S2 |
3,281.0 |
3,281.0 |
3,352.0 |
|
S3 |
3,210.0 |
3,252.0 |
3,345.5 |
|
S4 |
3,139.0 |
3,181.0 |
3,326.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,381.0 |
3,310.0 |
71.0 |
2.1% |
27.4 |
0.8% |
77% |
True |
False |
1,195,123 |
10 |
3,381.0 |
3,295.0 |
86.0 |
2.6% |
28.4 |
0.8% |
81% |
True |
False |
865,331 |
20 |
3,381.0 |
3,200.0 |
181.0 |
5.4% |
31.6 |
0.9% |
91% |
True |
False |
452,331 |
40 |
3,381.0 |
3,135.0 |
246.0 |
7.3% |
31.4 |
0.9% |
93% |
True |
False |
230,575 |
60 |
3,381.0 |
3,135.0 |
246.0 |
7.3% |
28.3 |
0.8% |
93% |
True |
False |
155,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,512.8 |
2.618 |
3,462.2 |
1.618 |
3,431.2 |
1.000 |
3,412.0 |
0.618 |
3,400.2 |
HIGH |
3,381.0 |
0.618 |
3,369.2 |
0.500 |
3,365.5 |
0.382 |
3,361.8 |
LOW |
3,350.0 |
0.618 |
3,330.8 |
1.000 |
3,319.0 |
1.618 |
3,299.8 |
2.618 |
3,268.8 |
4.250 |
3,218.3 |
|
|
Fisher Pivots for day following 17-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,365.5 |
3,360.2 |
PP |
3,365.3 |
3,355.3 |
S1 |
3,365.2 |
3,350.5 |
|