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 |
20,890 |
20,859 |
-31 |
-0.1% |
20,745 |
High |
20,916 |
20,910 |
-6 |
0.0% |
21,106 |
Low |
20,848 |
20,793 |
-55 |
-0.3% |
20,698 |
Close |
20,866 |
20,823 |
-43 |
-0.2% |
20,932 |
Range |
68 |
117 |
49 |
72.1% |
408 |
ATR |
124 |
123 |
0 |
-0.4% |
0 |
Volume |
2,624 |
8,117 |
5,493 |
209.3% |
4,497 |
|
Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,193 |
21,125 |
20,887 |
|
R3 |
21,076 |
21,008 |
20,855 |
|
R2 |
20,959 |
20,959 |
20,845 |
|
R1 |
20,891 |
20,891 |
20,834 |
20,867 |
PP |
20,842 |
20,842 |
20,842 |
20,830 |
S1 |
20,774 |
20,774 |
20,812 |
20,750 |
S2 |
20,725 |
20,725 |
20,802 |
|
S3 |
20,608 |
20,657 |
20,791 |
|
S4 |
20,491 |
20,540 |
20,759 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,136 |
21,942 |
21,157 |
|
R3 |
21,728 |
21,534 |
21,044 |
|
R2 |
21,320 |
21,320 |
21,007 |
|
R1 |
21,126 |
21,126 |
20,970 |
21,223 |
PP |
20,912 |
20,912 |
20,912 |
20,961 |
S1 |
20,718 |
20,718 |
20,895 |
20,815 |
S2 |
20,504 |
20,504 |
20,857 |
|
S3 |
20,096 |
20,310 |
20,820 |
|
S4 |
19,688 |
19,902 |
20,708 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,075 |
20,793 |
282 |
1.4% |
106 |
0.5% |
11% |
False |
True |
2,735 |
10 |
21,106 |
20,637 |
469 |
2.3% |
120 |
0.6% |
40% |
False |
False |
1,684 |
20 |
21,106 |
19,906 |
1,200 |
5.8% |
124 |
0.6% |
76% |
False |
False |
946 |
40 |
21,106 |
19,552 |
1,554 |
7.5% |
125 |
0.6% |
82% |
False |
False |
526 |
60 |
21,106 |
19,458 |
1,648 |
7.9% |
119 |
0.6% |
83% |
False |
False |
373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,407 |
2.618 |
21,216 |
1.618 |
21,099 |
1.000 |
21,027 |
0.618 |
20,982 |
HIGH |
20,910 |
0.618 |
20,865 |
0.500 |
20,852 |
0.382 |
20,838 |
LOW |
20,793 |
0.618 |
20,721 |
1.000 |
20,676 |
1.618 |
20,604 |
2.618 |
20,487 |
4.250 |
20,296 |
|
|
Fisher Pivots for day following 08-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,852 |
20,861 |
PP |
20,842 |
20,848 |
S1 |
20,833 |
20,836 |
|