Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,837 |
20,820 |
-17 |
-0.1% |
20,928 |
High |
20,840 |
20,931 |
91 |
0.4% |
20,942 |
Low |
20,745 |
20,805 |
60 |
0.3% |
20,742 |
Close |
20,803 |
20,898 |
95 |
0.5% |
20,848 |
Range |
95 |
126 |
31 |
32.6% |
200 |
ATR |
120 |
121 |
1 |
0.5% |
0 |
Volume |
165,058 |
165,569 |
511 |
0.3% |
233,013 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,256 |
21,203 |
20,967 |
|
R3 |
21,130 |
21,077 |
20,933 |
|
R2 |
21,004 |
21,004 |
20,921 |
|
R1 |
20,951 |
20,951 |
20,910 |
20,978 |
PP |
20,878 |
20,878 |
20,878 |
20,891 |
S1 |
20,825 |
20,825 |
20,887 |
20,852 |
S2 |
20,752 |
20,752 |
20,875 |
|
S3 |
20,626 |
20,699 |
20,863 |
|
S4 |
20,500 |
20,573 |
20,829 |
|
|
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% |
115 |
0.5% |
78% |
False |
False |
134,677 |
10 |
21,075 |
20,742 |
333 |
1.6% |
110 |
0.5% |
47% |
False |
False |
68,706 |
20 |
21,106 |
20,408 |
698 |
3.3% |
119 |
0.6% |
70% |
False |
False |
34,573 |
40 |
21,106 |
19,552 |
1,554 |
7.4% |
124 |
0.6% |
87% |
False |
False |
17,352 |
60 |
21,106 |
19,552 |
1,554 |
7.4% |
116 |
0.6% |
87% |
False |
False |
11,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,467 |
2.618 |
21,261 |
1.618 |
21,135 |
1.000 |
21,057 |
0.618 |
21,009 |
HIGH |
20,931 |
0.618 |
20,883 |
0.500 |
20,868 |
0.382 |
20,853 |
LOW |
20,805 |
0.618 |
20,727 |
1.000 |
20,679 |
1.618 |
20,601 |
2.618 |
20,475 |
4.250 |
20,270 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,888 |
20,878 |
PP |
20,878 |
20,858 |
S1 |
20,868 |
20,838 |
|