Trading Metrics calculated at close of trading on 13-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,832 |
20,852 |
20 |
0.1% |
20,928 |
High |
20,942 |
20,882 |
-60 |
-0.3% |
20,942 |
Low |
20,786 |
20,806 |
20 |
0.1% |
20,742 |
Close |
20,848 |
20,843 |
-5 |
0.0% |
20,848 |
Range |
156 |
76 |
-80 |
-51.3% |
200 |
ATR |
125 |
122 |
-4 |
-2.8% |
0 |
Volume |
180,278 |
121,530 |
-58,748 |
-32.6% |
233,013 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,072 |
21,033 |
20,885 |
|
R3 |
20,996 |
20,957 |
20,864 |
|
R2 |
20,920 |
20,920 |
20,857 |
|
R1 |
20,881 |
20,881 |
20,850 |
20,863 |
PP |
20,844 |
20,844 |
20,844 |
20,834 |
S1 |
20,805 |
20,805 |
20,836 |
20,787 |
S2 |
20,768 |
20,768 |
20,829 |
|
S3 |
20,692 |
20,729 |
20,822 |
|
S4 |
20,616 |
20,653 |
20,801 |
|
|
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% |
51% |
False |
False |
70,700 |
10 |
21,106 |
20,714 |
392 |
1.9% |
129 |
0.6% |
33% |
False |
False |
35,853 |
20 |
21,106 |
20,174 |
932 |
4.5% |
123 |
0.6% |
72% |
False |
False |
18,065 |
40 |
21,106 |
19,552 |
1,554 |
7.5% |
124 |
0.6% |
83% |
False |
False |
9,090 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
117 |
0.6% |
83% |
False |
False |
6,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,205 |
2.618 |
21,081 |
1.618 |
21,005 |
1.000 |
20,958 |
0.618 |
20,929 |
HIGH |
20,882 |
0.618 |
20,853 |
0.500 |
20,844 |
0.382 |
20,835 |
LOW |
20,806 |
0.618 |
20,759 |
1.000 |
20,730 |
1.618 |
20,683 |
2.618 |
20,607 |
4.250 |
20,483 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,844 |
20,843 |
PP |
20,844 |
20,842 |
S1 |
20,843 |
20,842 |
|