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 |
5,726.0 |
5,784.0 |
58.0 |
1.0% |
5,709.0 |
High |
5,769.0 |
5,803.0 |
34.0 |
0.6% |
5,769.0 |
Low |
5,713.0 |
5,752.0 |
39.0 |
0.7% |
5,691.0 |
Close |
5,767.0 |
5,785.0 |
18.0 |
0.3% |
5,763.0 |
Range |
56.0 |
51.0 |
-5.0 |
-8.9% |
78.0 |
ATR |
38.4 |
39.3 |
0.9 |
2.3% |
0.0 |
Volume |
137,490 |
34,546 |
-102,944 |
-74.9% |
24,758 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,933.0 |
5,910.0 |
5,813.1 |
|
R3 |
5,882.0 |
5,859.0 |
5,799.0 |
|
R2 |
5,831.0 |
5,831.0 |
5,794.4 |
|
R1 |
5,808.0 |
5,808.0 |
5,789.7 |
5,819.5 |
PP |
5,780.0 |
5,780.0 |
5,780.0 |
5,785.8 |
S1 |
5,757.0 |
5,757.0 |
5,780.3 |
5,768.5 |
S2 |
5,729.0 |
5,729.0 |
5,775.7 |
|
S3 |
5,678.0 |
5,706.0 |
5,771.0 |
|
S4 |
5,627.0 |
5,655.0 |
5,757.0 |
|
|
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 |
5,803.0 |
5,713.0 |
90.0 |
1.6% |
43.4 |
0.8% |
80% |
True |
False |
90,091 |
10 |
5,803.0 |
5,691.0 |
112.0 |
1.9% |
36.1 |
0.6% |
84% |
True |
False |
45,853 |
20 |
5,803.0 |
5,641.0 |
162.0 |
2.8% |
26.1 |
0.5% |
89% |
True |
False |
23,003 |
40 |
5,803.0 |
5,527.0 |
276.0 |
4.8% |
26.4 |
0.5% |
93% |
True |
False |
11,514 |
60 |
5,803.0 |
5,527.0 |
276.0 |
4.8% |
22.1 |
0.4% |
93% |
True |
False |
7,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,019.8 |
2.618 |
5,936.5 |
1.618 |
5,885.5 |
1.000 |
5,854.0 |
0.618 |
5,834.5 |
HIGH |
5,803.0 |
0.618 |
5,783.5 |
0.500 |
5,777.5 |
0.382 |
5,771.5 |
LOW |
5,752.0 |
0.618 |
5,720.5 |
1.000 |
5,701.0 |
1.618 |
5,669.5 |
2.618 |
5,618.5 |
4.250 |
5,535.3 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,782.5 |
5,776.0 |
PP |
5,780.0 |
5,767.0 |
S1 |
5,777.5 |
5,758.0 |
|