Trading Metrics calculated at close of trading on 06-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,490 |
19,425 |
-65 |
-0.3% |
19,100 |
High |
19,545 |
19,530 |
-15 |
-0.1% |
19,640 |
Low |
19,355 |
19,250 |
-105 |
-0.5% |
18,960 |
Close |
19,420 |
19,330 |
-90 |
-0.5% |
19,420 |
Range |
190 |
280 |
90 |
47.4% |
680 |
ATR |
250 |
252 |
2 |
0.9% |
0 |
Volume |
905 |
27,240 |
26,335 |
2,909.9% |
4,692 |
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,210 |
20,050 |
19,484 |
|
R3 |
19,930 |
19,770 |
19,407 |
|
R2 |
19,650 |
19,650 |
19,381 |
|
R1 |
19,490 |
19,490 |
19,356 |
19,430 |
PP |
19,370 |
19,370 |
19,370 |
19,340 |
S1 |
19,210 |
19,210 |
19,304 |
19,150 |
S2 |
19,090 |
19,090 |
19,279 |
|
S3 |
18,810 |
18,930 |
19,253 |
|
S4 |
18,530 |
18,650 |
19,176 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,380 |
21,080 |
19,794 |
|
R3 |
20,700 |
20,400 |
19,607 |
|
R2 |
20,020 |
20,020 |
19,545 |
|
R1 |
19,720 |
19,720 |
19,482 |
19,870 |
PP |
19,340 |
19,340 |
19,340 |
19,415 |
S1 |
19,040 |
19,040 |
19,358 |
19,190 |
S2 |
18,660 |
18,660 |
19,295 |
|
S3 |
17,980 |
18,360 |
19,233 |
|
S4 |
17,300 |
17,680 |
19,046 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,640 |
18,975 |
665 |
3.4% |
262 |
1.4% |
53% |
False |
False |
6,326 |
10 |
19,640 |
18,960 |
680 |
3.5% |
251 |
1.3% |
54% |
False |
False |
3,227 |
20 |
19,640 |
18,780 |
860 |
4.4% |
235 |
1.2% |
64% |
False |
False |
1,639 |
40 |
19,650 |
18,645 |
1,005 |
5.2% |
240 |
1.2% |
68% |
False |
False |
824 |
60 |
19,650 |
18,590 |
1,060 |
5.5% |
192 |
1.0% |
70% |
False |
False |
550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,720 |
2.618 |
20,263 |
1.618 |
19,983 |
1.000 |
19,810 |
0.618 |
19,703 |
HIGH |
19,530 |
0.618 |
19,423 |
0.500 |
19,390 |
0.382 |
19,357 |
LOW |
19,250 |
0.618 |
19,077 |
1.000 |
18,970 |
1.618 |
18,797 |
2.618 |
18,517 |
4.250 |
18,060 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,390 |
19,445 |
PP |
19,370 |
19,407 |
S1 |
19,350 |
19,368 |
|