Trading Metrics calculated at close of trading on 08-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,382.0 |
1,372.0 |
-10.0 |
-0.7% |
1,395.0 |
High |
1,383.4 |
1,382.4 |
-1.0 |
-0.1% |
1,414.0 |
Low |
1,372.5 |
1,363.4 |
-9.1 |
-0.7% |
1,383.0 |
Close |
1,372.9 |
1,364.4 |
-8.5 |
-0.6% |
1,390.3 |
Range |
10.9 |
19.0 |
8.1 |
74.3% |
31.0 |
ATR |
14.8 |
15.1 |
0.3 |
2.0% |
0.0 |
Volume |
3,842 |
70,814 |
66,972 |
1,743.2% |
1,557 |
|
Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.0 |
1,414.8 |
1,374.8 |
|
R3 |
1,408.0 |
1,395.8 |
1,369.5 |
|
R2 |
1,389.0 |
1,389.0 |
1,368.0 |
|
R1 |
1,376.8 |
1,376.8 |
1,366.3 |
1,373.5 |
PP |
1,370.0 |
1,370.0 |
1,370.0 |
1,368.5 |
S1 |
1,357.8 |
1,357.8 |
1,362.8 |
1,354.5 |
S2 |
1,351.0 |
1,351.0 |
1,361.0 |
|
S3 |
1,332.0 |
1,338.8 |
1,359.3 |
|
S4 |
1,313.0 |
1,319.8 |
1,354.0 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,488.8 |
1,470.5 |
1,407.3 |
|
R3 |
1,457.8 |
1,439.5 |
1,398.8 |
|
R2 |
1,426.8 |
1,426.8 |
1,396.0 |
|
R1 |
1,408.5 |
1,408.5 |
1,393.3 |
1,402.3 |
PP |
1,395.8 |
1,395.8 |
1,395.8 |
1,392.5 |
S1 |
1,377.5 |
1,377.5 |
1,387.5 |
1,371.3 |
S2 |
1,364.8 |
1,364.8 |
1,384.5 |
|
S3 |
1,333.8 |
1,346.5 |
1,381.8 |
|
S4 |
1,302.8 |
1,315.5 |
1,373.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,411.7 |
1,363.4 |
48.3 |
3.5% |
15.3 |
1.1% |
2% |
False |
True |
15,211 |
10 |
1,414.0 |
1,363.4 |
50.6 |
3.7% |
17.5 |
1.3% |
2% |
False |
True |
7,726 |
20 |
1,414.0 |
1,357.3 |
56.7 |
4.2% |
13.5 |
1.0% |
13% |
False |
False |
3,885 |
40 |
1,414.0 |
1,337.0 |
77.0 |
5.6% |
11.0 |
0.8% |
36% |
False |
False |
1,948 |
60 |
1,414.0 |
1,337.0 |
77.0 |
5.6% |
8.5 |
0.6% |
36% |
False |
False |
1,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,463.3 |
2.618 |
1,432.3 |
1.618 |
1,413.3 |
1.000 |
1,401.5 |
0.618 |
1,394.3 |
HIGH |
1,382.5 |
0.618 |
1,375.3 |
0.500 |
1,373.0 |
0.382 |
1,370.8 |
LOW |
1,363.5 |
0.618 |
1,351.8 |
1.000 |
1,344.5 |
1.618 |
1,332.8 |
2.618 |
1,313.8 |
4.250 |
1,282.8 |
|
|
Fisher Pivots for day following 08-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,373.0 |
1,375.3 |
PP |
1,370.0 |
1,371.5 |
S1 |
1,367.3 |
1,368.0 |
|