Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,813 |
20,832 |
19 |
0.1% |
20,928 |
High |
20,861 |
20,942 |
81 |
0.4% |
20,942 |
Low |
20,742 |
20,786 |
44 |
0.2% |
20,742 |
Close |
20,828 |
20,848 |
20 |
0.1% |
20,848 |
Range |
119 |
156 |
37 |
31.1% |
200 |
ATR |
123 |
125 |
2 |
1.9% |
0 |
Volume |
40,951 |
180,278 |
139,327 |
340.2% |
233,013 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,327 |
21,243 |
20,934 |
|
R3 |
21,171 |
21,087 |
20,891 |
|
R2 |
21,015 |
21,015 |
20,877 |
|
R1 |
20,931 |
20,931 |
20,862 |
20,973 |
PP |
20,859 |
20,859 |
20,859 |
20,880 |
S1 |
20,775 |
20,775 |
20,834 |
20,817 |
S2 |
20,703 |
20,703 |
20,820 |
|
S3 |
20,547 |
20,619 |
20,805 |
|
S4 |
20,391 |
20,463 |
20,762 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,444 |
21,346 |
20,958 |
|
R3 |
21,244 |
21,146 |
20,903 |
|
R2 |
21,044 |
21,044 |
20,885 |
|
R1 |
20,946 |
20,946 |
20,866 |
20,895 |
PP |
20,844 |
20,844 |
20,844 |
20,819 |
S1 |
20,746 |
20,746 |
20,830 |
20,695 |
S2 |
20,644 |
20,644 |
20,811 |
|
S3 |
20,444 |
20,546 |
20,793 |
|
S4 |
20,244 |
20,346 |
20,738 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,942 |
20,742 |
200 |
1.0% |
107 |
0.5% |
53% |
True |
False |
46,602 |
10 |
21,106 |
20,698 |
408 |
2.0% |
129 |
0.6% |
37% |
False |
False |
23,751 |
20 |
21,106 |
20,072 |
1,034 |
5.0% |
125 |
0.6% |
75% |
False |
False |
11,997 |
40 |
21,106 |
19,552 |
1,554 |
7.5% |
126 |
0.6% |
83% |
False |
False |
6,053 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
118 |
0.6% |
83% |
False |
False |
4,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,605 |
2.618 |
21,351 |
1.618 |
21,195 |
1.000 |
21,098 |
0.618 |
21,039 |
HIGH |
20,942 |
0.618 |
20,883 |
0.500 |
20,864 |
0.382 |
20,846 |
LOW |
20,786 |
0.618 |
20,690 |
1.000 |
20,630 |
1.618 |
20,534 |
2.618 |
20,378 |
4.250 |
20,123 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,864 |
20,846 |
PP |
20,859 |
20,844 |
S1 |
20,853 |
20,842 |
|