Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,386.50 |
5,399.25 |
12.75 |
0.2% |
5,372.50 |
High |
5,400.00 |
5,400.50 |
0.50 |
0.0% |
5,399.00 |
Low |
5,376.00 |
5,363.50 |
-12.50 |
-0.2% |
5,337.00 |
Close |
5,399.25 |
5,385.50 |
-13.75 |
-0.3% |
5,386.25 |
Range |
24.00 |
37.00 |
13.00 |
54.2% |
62.00 |
ATR |
36.61 |
36.64 |
0.03 |
0.1% |
0.00 |
Volume |
173,934 |
235,023 |
61,089 |
35.1% |
334,431 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,494.25 |
5,476.75 |
5,405.75 |
|
R3 |
5,457.25 |
5,439.75 |
5,395.75 |
|
R2 |
5,420.25 |
5,420.25 |
5,392.25 |
|
R1 |
5,402.75 |
5,402.75 |
5,389.00 |
5,393.00 |
PP |
5,383.25 |
5,383.25 |
5,383.25 |
5,378.25 |
S1 |
5,365.75 |
5,365.75 |
5,382.00 |
5,356.00 |
S2 |
5,346.25 |
5,346.25 |
5,378.75 |
|
S3 |
5,309.25 |
5,328.75 |
5,375.25 |
|
S4 |
5,272.25 |
5,291.75 |
5,365.25 |
|
|
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 |
5,400.50 |
5,337.00 |
63.50 |
1.2% |
34.50 |
0.6% |
76% |
True |
False |
146,689 |
10 |
5,401.00 |
5,332.50 |
68.50 |
1.3% |
38.00 |
0.7% |
77% |
False |
False |
74,852 |
20 |
5,401.00 |
5,239.75 |
161.25 |
3.0% |
36.75 |
0.7% |
90% |
False |
False |
37,689 |
40 |
5,401.00 |
5,024.75 |
376.25 |
7.0% |
36.00 |
0.7% |
96% |
False |
False |
19,020 |
60 |
5,401.00 |
4,850.25 |
550.75 |
10.2% |
38.00 |
0.7% |
97% |
False |
False |
12,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,557.75 |
2.618 |
5,497.25 |
1.618 |
5,460.25 |
1.000 |
5,437.50 |
0.618 |
5,423.25 |
HIGH |
5,400.50 |
0.618 |
5,386.25 |
0.500 |
5,382.00 |
0.382 |
5,377.75 |
LOW |
5,363.50 |
0.618 |
5,340.75 |
1.000 |
5,326.50 |
1.618 |
5,303.75 |
2.618 |
5,266.75 |
4.250 |
5,206.25 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,384.25 |
5,384.25 |
PP |
5,383.25 |
5,383.25 |
S1 |
5,382.00 |
5,382.00 |
|