Trading Metrics calculated at close of trading on 08-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,345 |
19,280 |
-65 |
-0.3% |
19,100 |
High |
19,345 |
19,370 |
25 |
0.1% |
19,640 |
Low |
19,265 |
19,145 |
-120 |
-0.6% |
18,960 |
Close |
19,290 |
19,270 |
-20 |
-0.1% |
19,420 |
Range |
80 |
225 |
145 |
181.3% |
680 |
ATR |
240 |
239 |
-1 |
-0.4% |
0 |
Volume |
12,273 |
6,739 |
-5,534 |
-45.1% |
4,692 |
|
Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,937 |
19,828 |
19,394 |
|
R3 |
19,712 |
19,603 |
19,332 |
|
R2 |
19,487 |
19,487 |
19,311 |
|
R1 |
19,378 |
19,378 |
19,291 |
19,320 |
PP |
19,262 |
19,262 |
19,262 |
19,233 |
S1 |
19,153 |
19,153 |
19,250 |
19,095 |
S2 |
19,037 |
19,037 |
19,229 |
|
S3 |
18,812 |
18,928 |
19,208 |
|
S4 |
18,587 |
18,703 |
19,146 |
|
|
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 |
19,145 |
495 |
2.6% |
185 |
1.0% |
25% |
False |
True |
9,723 |
10 |
19,640 |
18,960 |
680 |
3.5% |
229 |
1.2% |
46% |
False |
False |
5,105 |
20 |
19,640 |
18,845 |
795 |
4.1% |
230 |
1.2% |
53% |
False |
False |
2,589 |
40 |
19,640 |
18,645 |
995 |
5.2% |
236 |
1.2% |
63% |
False |
False |
1,300 |
60 |
19,650 |
18,645 |
1,005 |
5.2% |
197 |
1.0% |
62% |
False |
False |
867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,326 |
2.618 |
19,959 |
1.618 |
19,734 |
1.000 |
19,595 |
0.618 |
19,509 |
HIGH |
19,370 |
0.618 |
19,284 |
0.500 |
19,258 |
0.382 |
19,231 |
LOW |
19,145 |
0.618 |
19,006 |
1.000 |
18,920 |
1.618 |
18,781 |
2.618 |
18,556 |
4.250 |
18,189 |
|
|
Fisher Pivots for day following 08-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,266 |
19,338 |
PP |
19,262 |
19,315 |
S1 |
19,258 |
19,293 |
|