Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,820 |
20,885 |
65 |
0.3% |
20,928 |
High |
20,931 |
20,981 |
50 |
0.2% |
20,942 |
Low |
20,805 |
20,843 |
38 |
0.2% |
20,742 |
Close |
20,898 |
20,882 |
-16 |
-0.1% |
20,848 |
Range |
126 |
138 |
12 |
9.5% |
200 |
ATR |
121 |
122 |
1 |
1.0% |
0 |
Volume |
165,569 |
151,026 |
-14,543 |
-8.8% |
233,013 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,316 |
21,237 |
20,958 |
|
R3 |
21,178 |
21,099 |
20,920 |
|
R2 |
21,040 |
21,040 |
20,907 |
|
R1 |
20,961 |
20,961 |
20,895 |
20,932 |
PP |
20,902 |
20,902 |
20,902 |
20,887 |
S1 |
20,823 |
20,823 |
20,869 |
20,794 |
S2 |
20,764 |
20,764 |
20,857 |
|
S3 |
20,626 |
20,685 |
20,844 |
|
S4 |
20,488 |
20,547 |
20,806 |
|
|
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 |
20,981 |
20,745 |
236 |
1.1% |
118 |
0.6% |
58% |
True |
False |
156,692 |
10 |
20,988 |
20,742 |
246 |
1.2% |
108 |
0.5% |
57% |
False |
False |
83,677 |
20 |
21,106 |
20,446 |
660 |
3.2% |
118 |
0.6% |
66% |
False |
False |
42,108 |
40 |
21,106 |
19,552 |
1,554 |
7.4% |
125 |
0.6% |
86% |
False |
False |
21,126 |
60 |
21,106 |
19,552 |
1,554 |
7.4% |
116 |
0.6% |
86% |
False |
False |
14,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,568 |
2.618 |
21,342 |
1.618 |
21,204 |
1.000 |
21,119 |
0.618 |
21,066 |
HIGH |
20,981 |
0.618 |
20,928 |
0.500 |
20,912 |
0.382 |
20,896 |
LOW |
20,843 |
0.618 |
20,758 |
1.000 |
20,705 |
1.618 |
20,620 |
2.618 |
20,482 |
4.250 |
20,257 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,912 |
20,876 |
PP |
20,902 |
20,869 |
S1 |
20,892 |
20,863 |
|