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 |
5,386.50 |
5,417.00 |
30.50 |
0.6% |
5,372.50 |
High |
5,431.50 |
5,440.00 |
8.50 |
0.2% |
5,399.00 |
Low |
5,380.00 |
5,402.25 |
22.25 |
0.4% |
5,337.00 |
Close |
5,419.25 |
5,415.00 |
-4.25 |
-0.1% |
5,386.25 |
Range |
51.50 |
37.75 |
-13.75 |
-26.7% |
62.00 |
ATR |
37.70 |
37.71 |
0.00 |
0.0% |
0.00 |
Volume |
248,409 |
187,337 |
-61,072 |
-24.6% |
334,431 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,532.25 |
5,511.50 |
5,435.75 |
|
R3 |
5,494.50 |
5,473.75 |
5,425.50 |
|
R2 |
5,456.75 |
5,456.75 |
5,422.00 |
|
R1 |
5,436.00 |
5,436.00 |
5,418.50 |
5,427.50 |
PP |
5,419.00 |
5,419.00 |
5,419.00 |
5,415.00 |
S1 |
5,398.25 |
5,398.25 |
5,411.50 |
5,389.75 |
S2 |
5,381.25 |
5,381.25 |
5,408.00 |
|
S3 |
5,343.50 |
5,360.50 |
5,404.50 |
|
S4 |
5,305.75 |
5,322.75 |
5,394.25 |
|
|
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 |
5,440.00 |
5,363.50 |
76.50 |
1.4% |
36.50 |
0.7% |
67% |
True |
False |
221,431 |
10 |
5,440.00 |
5,337.00 |
103.00 |
1.9% |
36.25 |
0.7% |
76% |
True |
False |
118,109 |
20 |
5,440.00 |
5,287.00 |
153.00 |
2.8% |
37.00 |
0.7% |
84% |
True |
False |
59,413 |
40 |
5,440.00 |
5,028.00 |
412.00 |
7.6% |
37.00 |
0.7% |
94% |
True |
False |
29,908 |
60 |
5,440.00 |
4,850.25 |
589.75 |
10.9% |
38.00 |
0.7% |
96% |
True |
False |
19,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,600.50 |
2.618 |
5,538.75 |
1.618 |
5,501.00 |
1.000 |
5,477.75 |
0.618 |
5,463.25 |
HIGH |
5,440.00 |
0.618 |
5,425.50 |
0.500 |
5,421.00 |
0.382 |
5,416.75 |
LOW |
5,402.25 |
0.618 |
5,379.00 |
1.000 |
5,364.50 |
1.618 |
5,341.25 |
2.618 |
5,303.50 |
4.250 |
5,241.75 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,421.00 |
5,410.50 |
PP |
5,419.00 |
5,406.25 |
S1 |
5,417.00 |
5,401.75 |
|