Trading Metrics calculated at close of trading on 17-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,885 |
20,882 |
-3 |
0.0% |
20,852 |
High |
20,981 |
20,929 |
-52 |
-0.2% |
20,981 |
Low |
20,843 |
20,857 |
14 |
0.1% |
20,745 |
Close |
20,882 |
20,863 |
-19 |
-0.1% |
20,863 |
Range |
138 |
72 |
-66 |
-47.8% |
236 |
ATR |
122 |
118 |
-4 |
-2.9% |
0 |
Volume |
151,026 |
105,018 |
-46,008 |
-30.5% |
708,201 |
|
Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,099 |
21,053 |
20,903 |
|
R3 |
21,027 |
20,981 |
20,883 |
|
R2 |
20,955 |
20,955 |
20,876 |
|
R1 |
20,909 |
20,909 |
20,870 |
20,896 |
PP |
20,883 |
20,883 |
20,883 |
20,877 |
S1 |
20,837 |
20,837 |
20,857 |
20,824 |
S2 |
20,811 |
20,811 |
20,850 |
|
S3 |
20,739 |
20,765 |
20,843 |
|
S4 |
20,667 |
20,693 |
20,824 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,571 |
21,453 |
20,993 |
|
R3 |
21,335 |
21,217 |
20,928 |
|
R2 |
21,099 |
21,099 |
20,906 |
|
R1 |
20,981 |
20,981 |
20,885 |
21,040 |
PP |
20,863 |
20,863 |
20,863 |
20,893 |
S1 |
20,745 |
20,745 |
20,841 |
20,804 |
S2 |
20,627 |
20,627 |
20,820 |
|
S3 |
20,391 |
20,509 |
20,798 |
|
S4 |
20,155 |
20,273 |
20,733 |
|
|
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% |
102 |
0.5% |
50% |
False |
False |
141,640 |
10 |
20,981 |
20,742 |
239 |
1.1% |
104 |
0.5% |
51% |
False |
False |
94,121 |
20 |
21,106 |
20,446 |
660 |
3.2% |
117 |
0.6% |
63% |
False |
False |
47,353 |
40 |
21,106 |
19,602 |
1,504 |
7.2% |
123 |
0.6% |
84% |
False |
False |
23,750 |
60 |
21,106 |
19,552 |
1,554 |
7.4% |
118 |
0.6% |
84% |
False |
False |
15,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,235 |
2.618 |
21,118 |
1.618 |
21,046 |
1.000 |
21,001 |
0.618 |
20,974 |
HIGH |
20,929 |
0.618 |
20,902 |
0.500 |
20,893 |
0.382 |
20,885 |
LOW |
20,857 |
0.618 |
20,813 |
1.000 |
20,785 |
1.618 |
20,741 |
2.618 |
20,669 |
4.250 |
20,551 |
|
|
Fisher Pivots for day following 17-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,893 |
20,893 |
PP |
20,883 |
20,883 |
S1 |
20,873 |
20,873 |
|