Trading Metrics calculated at close of trading on 13-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,372.75 |
5,386.50 |
13.75 |
0.3% |
5,372.50 |
High |
5,399.00 |
5,400.00 |
1.00 |
0.0% |
5,399.00 |
Low |
5,366.75 |
5,376.00 |
9.25 |
0.2% |
5,337.00 |
Close |
5,386.25 |
5,399.25 |
13.00 |
0.2% |
5,386.25 |
Range |
32.25 |
24.00 |
-8.25 |
-25.6% |
62.00 |
ATR |
37.58 |
36.61 |
-0.97 |
-2.6% |
0.00 |
Volume |
262,456 |
173,934 |
-88,522 |
-33.7% |
334,431 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,463.75 |
5,455.50 |
5,412.50 |
|
R3 |
5,439.75 |
5,431.50 |
5,405.75 |
|
R2 |
5,415.75 |
5,415.75 |
5,403.75 |
|
R1 |
5,407.50 |
5,407.50 |
5,401.50 |
5,411.50 |
PP |
5,391.75 |
5,391.75 |
5,391.75 |
5,393.75 |
S1 |
5,383.50 |
5,383.50 |
5,397.00 |
5,387.50 |
S2 |
5,367.75 |
5,367.75 |
5,394.75 |
|
S3 |
5,343.75 |
5,359.50 |
5,392.75 |
|
S4 |
5,319.75 |
5,335.50 |
5,386.00 |
|
|
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 |
5,400.00 |
5,337.00 |
63.00 |
1.2% |
33.75 |
0.6% |
99% |
True |
False |
101,074 |
10 |
5,401.00 |
5,317.75 |
83.25 |
1.5% |
37.50 |
0.7% |
98% |
False |
False |
51,390 |
20 |
5,401.00 |
5,227.00 |
174.00 |
3.2% |
36.75 |
0.7% |
99% |
False |
False |
25,958 |
40 |
5,401.00 |
5,024.75 |
376.25 |
7.0% |
36.00 |
0.7% |
100% |
False |
False |
13,150 |
60 |
5,401.00 |
4,850.25 |
550.75 |
10.2% |
37.75 |
0.7% |
100% |
False |
False |
8,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,502.00 |
2.618 |
5,462.75 |
1.618 |
5,438.75 |
1.000 |
5,424.00 |
0.618 |
5,414.75 |
HIGH |
5,400.00 |
0.618 |
5,390.75 |
0.500 |
5,388.00 |
0.382 |
5,385.25 |
LOW |
5,376.00 |
0.618 |
5,361.25 |
1.000 |
5,352.00 |
1.618 |
5,337.25 |
2.618 |
5,313.25 |
4.250 |
5,274.00 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,395.50 |
5,389.50 |
PP |
5,391.75 |
5,379.75 |
S1 |
5,388.00 |
5,370.00 |
|