Trading Metrics calculated at close of trading on 09-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,351.00 |
5,365.50 |
14.50 |
0.3% |
5,344.75 |
High |
5,380.50 |
5,376.50 |
-4.00 |
-0.1% |
5,401.00 |
Low |
5,337.00 |
5,340.25 |
3.25 |
0.1% |
5,317.75 |
Close |
5,367.00 |
5,370.75 |
3.75 |
0.1% |
5,374.50 |
Range |
43.50 |
36.25 |
-7.25 |
-16.7% |
83.25 |
ATR |
38.13 |
37.99 |
-0.13 |
-0.4% |
0.00 |
Volume |
13,719 |
48,313 |
34,594 |
252.2% |
6,071 |
|
Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,471.25 |
5,457.25 |
5,390.75 |
|
R3 |
5,435.00 |
5,421.00 |
5,380.75 |
|
R2 |
5,398.75 |
5,398.75 |
5,377.50 |
|
R1 |
5,384.75 |
5,384.75 |
5,374.00 |
5,391.75 |
PP |
5,362.50 |
5,362.50 |
5,362.50 |
5,366.00 |
S1 |
5,348.50 |
5,348.50 |
5,367.50 |
5,355.50 |
S2 |
5,326.25 |
5,326.25 |
5,364.00 |
|
S3 |
5,290.00 |
5,312.25 |
5,360.75 |
|
S4 |
5,253.75 |
5,276.00 |
5,350.75 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,614.25 |
5,577.50 |
5,420.25 |
|
R3 |
5,531.00 |
5,494.25 |
5,397.50 |
|
R2 |
5,447.75 |
5,447.75 |
5,389.75 |
|
R1 |
5,411.00 |
5,411.00 |
5,382.25 |
5,429.50 |
PP |
5,364.50 |
5,364.50 |
5,364.50 |
5,373.50 |
S1 |
5,327.75 |
5,327.75 |
5,366.75 |
5,346.00 |
S2 |
5,281.25 |
5,281.25 |
5,359.25 |
|
S3 |
5,198.00 |
5,244.50 |
5,351.50 |
|
S4 |
5,114.75 |
5,161.25 |
5,328.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,380.50 |
5,337.00 |
43.50 |
0.8% |
36.25 |
0.7% |
78% |
False |
False |
14,787 |
10 |
5,401.00 |
5,299.25 |
101.75 |
1.9% |
39.00 |
0.7% |
70% |
False |
False |
7,862 |
20 |
5,401.00 |
5,186.00 |
215.00 |
4.0% |
36.50 |
0.7% |
86% |
False |
False |
4,199 |
40 |
5,401.00 |
4,990.25 |
410.75 |
7.6% |
36.75 |
0.7% |
93% |
False |
False |
2,260 |
60 |
5,401.00 |
4,850.25 |
550.75 |
10.3% |
39.50 |
0.7% |
95% |
False |
False |
1,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,530.50 |
2.618 |
5,471.50 |
1.618 |
5,435.25 |
1.000 |
5,412.75 |
0.618 |
5,399.00 |
HIGH |
5,376.50 |
0.618 |
5,362.75 |
0.500 |
5,358.50 |
0.382 |
5,354.00 |
LOW |
5,340.25 |
0.618 |
5,317.75 |
1.000 |
5,304.00 |
1.618 |
5,281.50 |
2.618 |
5,245.25 |
4.250 |
5,186.25 |
|
|
Fisher Pivots for day following 09-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,366.50 |
5,366.75 |
PP |
5,362.50 |
5,362.75 |
S1 |
5,358.50 |
5,358.75 |
|