Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,763.0 |
5,726.0 |
-37.0 |
-0.6% |
5,709.0 |
High |
5,770.0 |
5,769.0 |
-1.0 |
0.0% |
5,769.0 |
Low |
5,728.0 |
5,713.0 |
-15.0 |
-0.3% |
5,691.0 |
Close |
5,747.0 |
5,767.0 |
20.0 |
0.3% |
5,763.0 |
Range |
42.0 |
56.0 |
14.0 |
33.3% |
78.0 |
ATR |
37.0 |
38.4 |
1.4 |
3.7% |
0.0 |
Volume |
187,142 |
137,490 |
-49,652 |
-26.5% |
24,758 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,917.7 |
5,898.3 |
5,797.8 |
|
R3 |
5,861.7 |
5,842.3 |
5,782.4 |
|
R2 |
5,805.7 |
5,805.7 |
5,777.3 |
|
R1 |
5,786.3 |
5,786.3 |
5,772.1 |
5,796.0 |
PP |
5,749.7 |
5,749.7 |
5,749.7 |
5,754.5 |
S1 |
5,730.3 |
5,730.3 |
5,761.9 |
5,740.0 |
S2 |
5,693.7 |
5,693.7 |
5,756.7 |
|
S3 |
5,637.7 |
5,674.3 |
5,751.6 |
|
S4 |
5,581.7 |
5,618.3 |
5,736.2 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,975.0 |
5,947.0 |
5,805.9 |
|
R3 |
5,897.0 |
5,869.0 |
5,784.5 |
|
R2 |
5,819.0 |
5,819.0 |
5,777.3 |
|
R1 |
5,791.0 |
5,791.0 |
5,770.2 |
5,805.0 |
PP |
5,741.0 |
5,741.0 |
5,741.0 |
5,748.0 |
S1 |
5,713.0 |
5,713.0 |
5,755.9 |
5,727.0 |
S2 |
5,663.0 |
5,663.0 |
5,748.7 |
|
S3 |
5,585.0 |
5,635.0 |
5,741.6 |
|
S4 |
5,507.0 |
5,557.0 |
5,720.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,770.0 |
5,713.0 |
57.0 |
1.0% |
39.8 |
0.7% |
95% |
False |
True |
83,934 |
10 |
5,770.0 |
5,691.0 |
79.0 |
1.4% |
32.6 |
0.6% |
96% |
False |
False |
42,526 |
20 |
5,770.0 |
5,641.0 |
129.0 |
2.2% |
24.6 |
0.4% |
98% |
False |
False |
21,277 |
40 |
5,770.0 |
5,527.0 |
243.0 |
4.2% |
25.5 |
0.4% |
99% |
False |
False |
10,651 |
60 |
5,770.0 |
5,512.0 |
258.0 |
4.5% |
21.2 |
0.4% |
99% |
False |
False |
7,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,007.0 |
2.618 |
5,915.6 |
1.618 |
5,859.6 |
1.000 |
5,825.0 |
0.618 |
5,803.6 |
HIGH |
5,769.0 |
0.618 |
5,747.6 |
0.500 |
5,741.0 |
0.382 |
5,734.4 |
LOW |
5,713.0 |
0.618 |
5,678.4 |
1.000 |
5,657.0 |
1.618 |
5,622.4 |
2.618 |
5,566.4 |
4.250 |
5,475.0 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,758.3 |
5,758.5 |
PP |
5,749.7 |
5,750.0 |
S1 |
5,741.0 |
5,741.5 |
|