Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,365.50 |
5,372.75 |
7.25 |
0.1% |
5,372.50 |
High |
5,376.50 |
5,399.00 |
22.50 |
0.4% |
5,399.00 |
Low |
5,340.25 |
5,366.75 |
26.50 |
0.5% |
5,337.00 |
Close |
5,370.75 |
5,386.25 |
15.50 |
0.3% |
5,386.25 |
Range |
36.25 |
32.25 |
-4.00 |
-11.0% |
62.00 |
ATR |
37.99 |
37.58 |
-0.41 |
-1.1% |
0.00 |
Volume |
48,313 |
262,456 |
214,143 |
443.2% |
334,431 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,480.75 |
5,465.75 |
5,404.00 |
|
R3 |
5,448.50 |
5,433.50 |
5,395.00 |
|
R2 |
5,416.25 |
5,416.25 |
5,392.25 |
|
R1 |
5,401.25 |
5,401.25 |
5,389.25 |
5,408.75 |
PP |
5,384.00 |
5,384.00 |
5,384.00 |
5,387.75 |
S1 |
5,369.00 |
5,369.00 |
5,383.25 |
5,376.50 |
S2 |
5,351.75 |
5,351.75 |
5,380.25 |
|
S3 |
5,319.50 |
5,336.75 |
5,377.50 |
|
S4 |
5,287.25 |
5,304.50 |
5,368.50 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,560.00 |
5,535.25 |
5,420.25 |
|
R3 |
5,498.00 |
5,473.25 |
5,403.25 |
|
R2 |
5,436.00 |
5,436.00 |
5,397.50 |
|
R1 |
5,411.25 |
5,411.25 |
5,392.00 |
5,423.50 |
PP |
5,374.00 |
5,374.00 |
5,374.00 |
5,380.25 |
S1 |
5,349.25 |
5,349.25 |
5,380.50 |
5,361.50 |
S2 |
5,312.00 |
5,312.00 |
5,375.00 |
|
S3 |
5,250.00 |
5,287.25 |
5,369.25 |
|
S4 |
5,188.00 |
5,225.25 |
5,352.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,399.00 |
5,337.00 |
62.00 |
1.2% |
36.50 |
0.7% |
79% |
True |
False |
66,886 |
10 |
5,401.00 |
5,317.75 |
83.25 |
1.5% |
37.75 |
0.7% |
82% |
False |
False |
34,050 |
20 |
5,401.00 |
5,209.25 |
191.75 |
3.6% |
36.50 |
0.7% |
92% |
False |
False |
17,299 |
40 |
5,401.00 |
4,990.25 |
410.75 |
7.6% |
36.75 |
0.7% |
96% |
False |
False |
8,814 |
60 |
5,401.00 |
4,850.25 |
550.75 |
10.2% |
39.00 |
0.7% |
97% |
False |
False |
5,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,536.00 |
2.618 |
5,483.50 |
1.618 |
5,451.25 |
1.000 |
5,431.25 |
0.618 |
5,419.00 |
HIGH |
5,399.00 |
0.618 |
5,386.75 |
0.500 |
5,383.00 |
0.382 |
5,379.00 |
LOW |
5,366.75 |
0.618 |
5,346.75 |
1.000 |
5,334.50 |
1.618 |
5,314.50 |
2.618 |
5,282.25 |
4.250 |
5,229.75 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,385.00 |
5,380.25 |
PP |
5,384.00 |
5,374.00 |
S1 |
5,383.00 |
5,368.00 |
|