Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,852 |
20,837 |
-15 |
-0.1% |
20,928 |
High |
20,882 |
20,840 |
-42 |
-0.2% |
20,942 |
Low |
20,806 |
20,745 |
-61 |
-0.3% |
20,742 |
Close |
20,843 |
20,803 |
-40 |
-0.2% |
20,848 |
Range |
76 |
95 |
19 |
25.0% |
200 |
ATR |
122 |
120 |
-2 |
-1.4% |
0 |
Volume |
121,530 |
165,058 |
43,528 |
35.8% |
233,013 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,081 |
21,037 |
20,855 |
|
R3 |
20,986 |
20,942 |
20,829 |
|
R2 |
20,891 |
20,891 |
20,821 |
|
R1 |
20,847 |
20,847 |
20,812 |
20,822 |
PP |
20,796 |
20,796 |
20,796 |
20,783 |
S1 |
20,752 |
20,752 |
20,794 |
20,727 |
S2 |
20,701 |
20,701 |
20,786 |
|
S3 |
20,606 |
20,657 |
20,777 |
|
S4 |
20,511 |
20,562 |
20,751 |
|
|
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% |
113 |
0.5% |
31% |
False |
False |
103,186 |
10 |
21,106 |
20,742 |
364 |
1.7% |
133 |
0.6% |
17% |
False |
False |
52,322 |
20 |
21,106 |
20,286 |
820 |
3.9% |
120 |
0.6% |
63% |
False |
False |
26,305 |
40 |
21,106 |
19,552 |
1,554 |
7.5% |
124 |
0.6% |
81% |
False |
False |
13,215 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
115 |
0.6% |
81% |
False |
False |
8,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,244 |
2.618 |
21,089 |
1.618 |
20,994 |
1.000 |
20,935 |
0.618 |
20,899 |
HIGH |
20,840 |
0.618 |
20,804 |
0.500 |
20,793 |
0.382 |
20,781 |
LOW |
20,745 |
0.618 |
20,686 |
1.000 |
20,650 |
1.618 |
20,591 |
2.618 |
20,496 |
4.250 |
20,341 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,800 |
20,844 |
PP |
20,796 |
20,830 |
S1 |
20,793 |
20,817 |
|