Trading Metrics calculated at close of trading on 17-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,417.00 |
5,415.75 |
-1.25 |
0.0% |
5,386.50 |
High |
5,440.00 |
5,425.25 |
-14.75 |
-0.3% |
5,440.00 |
Low |
5,402.25 |
5,406.50 |
4.25 |
0.1% |
5,363.50 |
Close |
5,415.00 |
5,408.50 |
-6.50 |
-0.1% |
5,408.50 |
Range |
37.75 |
18.75 |
-19.00 |
-50.3% |
76.50 |
ATR |
37.71 |
36.35 |
-1.35 |
-3.6% |
0.00 |
Volume |
187,337 |
143,955 |
-43,382 |
-23.2% |
988,658 |
|
Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,469.75 |
5,457.75 |
5,418.75 |
|
R3 |
5,451.00 |
5,439.00 |
5,413.75 |
|
R2 |
5,432.25 |
5,432.25 |
5,412.00 |
|
R1 |
5,420.25 |
5,420.25 |
5,410.25 |
5,417.00 |
PP |
5,413.50 |
5,413.50 |
5,413.50 |
5,411.75 |
S1 |
5,401.50 |
5,401.50 |
5,406.75 |
5,398.00 |
S2 |
5,394.75 |
5,394.75 |
5,405.00 |
|
S3 |
5,376.00 |
5,382.75 |
5,403.25 |
|
S4 |
5,357.25 |
5,364.00 |
5,398.25 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,633.50 |
5,597.50 |
5,450.50 |
|
R3 |
5,557.00 |
5,521.00 |
5,429.50 |
|
R2 |
5,480.50 |
5,480.50 |
5,422.50 |
|
R1 |
5,444.50 |
5,444.50 |
5,415.50 |
5,462.50 |
PP |
5,404.00 |
5,404.00 |
5,404.00 |
5,413.00 |
S1 |
5,368.00 |
5,368.00 |
5,401.50 |
5,386.00 |
S2 |
5,327.50 |
5,327.50 |
5,394.50 |
|
S3 |
5,251.00 |
5,291.50 |
5,387.50 |
|
S4 |
5,174.50 |
5,215.00 |
5,366.50 |
|
|
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% |
33.75 |
0.6% |
59% |
False |
False |
197,731 |
10 |
5,440.00 |
5,337.00 |
103.00 |
1.9% |
35.00 |
0.6% |
69% |
False |
False |
132,308 |
20 |
5,440.00 |
5,287.00 |
153.00 |
2.8% |
36.50 |
0.7% |
79% |
False |
False |
66,597 |
40 |
5,440.00 |
5,028.00 |
412.00 |
7.6% |
36.50 |
0.7% |
92% |
False |
False |
33,498 |
60 |
5,440.00 |
4,850.25 |
589.75 |
10.9% |
37.50 |
0.7% |
95% |
False |
False |
22,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,505.00 |
2.618 |
5,474.25 |
1.618 |
5,455.50 |
1.000 |
5,444.00 |
0.618 |
5,436.75 |
HIGH |
5,425.25 |
0.618 |
5,418.00 |
0.500 |
5,416.00 |
0.382 |
5,413.75 |
LOW |
5,406.50 |
0.618 |
5,395.00 |
1.000 |
5,387.75 |
1.618 |
5,376.25 |
2.618 |
5,357.50 |
4.250 |
5,326.75 |
|
|
Fisher Pivots for day following 17-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,416.00 |
5,410.00 |
PP |
5,413.50 |
5,409.50 |
S1 |
5,411.00 |
5,409.00 |
|