Trading Metrics calculated at close of trading on 07-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,425 |
19,345 |
-80 |
-0.4% |
19,100 |
High |
19,530 |
19,345 |
-185 |
-0.9% |
19,640 |
Low |
19,250 |
19,265 |
15 |
0.1% |
18,960 |
Close |
19,330 |
19,290 |
-40 |
-0.2% |
19,420 |
Range |
280 |
80 |
-200 |
-71.4% |
680 |
ATR |
252 |
240 |
-12 |
-4.9% |
0 |
Volume |
27,240 |
12,273 |
-14,967 |
-54.9% |
4,692 |
|
Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,540 |
19,495 |
19,334 |
|
R3 |
19,460 |
19,415 |
19,312 |
|
R2 |
19,380 |
19,380 |
19,305 |
|
R1 |
19,335 |
19,335 |
19,297 |
19,318 |
PP |
19,300 |
19,300 |
19,300 |
19,291 |
S1 |
19,255 |
19,255 |
19,283 |
19,238 |
S2 |
19,220 |
19,220 |
19,275 |
|
S3 |
19,140 |
19,175 |
19,268 |
|
S4 |
19,060 |
19,095 |
19,246 |
|
|
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 |
19,125 |
515 |
2.7% |
230 |
1.2% |
32% |
False |
False |
8,717 |
10 |
19,640 |
18,960 |
680 |
3.5% |
223 |
1.2% |
49% |
False |
False |
4,441 |
20 |
19,640 |
18,780 |
860 |
4.5% |
227 |
1.2% |
59% |
False |
False |
2,252 |
40 |
19,650 |
18,645 |
1,005 |
5.2% |
236 |
1.2% |
64% |
False |
False |
1,131 |
60 |
19,650 |
18,645 |
1,005 |
5.2% |
193 |
1.0% |
64% |
False |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,685 |
2.618 |
19,555 |
1.618 |
19,475 |
1.000 |
19,425 |
0.618 |
19,395 |
HIGH |
19,345 |
0.618 |
19,315 |
0.500 |
19,305 |
0.382 |
19,296 |
LOW |
19,265 |
0.618 |
19,216 |
1.000 |
19,185 |
1.618 |
19,136 |
2.618 |
19,056 |
4.250 |
18,925 |
|
|
Fisher Pivots for day following 07-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,305 |
19,398 |
PP |
19,300 |
19,362 |
S1 |
19,295 |
19,326 |
|