Trading Metrics calculated at close of trading on 13-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,370 |
19,520 |
150 |
0.8% |
19,425 |
High |
19,600 |
19,630 |
30 |
0.2% |
19,600 |
Low |
19,370 |
19,465 |
95 |
0.5% |
19,145 |
Close |
19,520 |
19,610 |
90 |
0.5% |
19,520 |
Range |
230 |
165 |
-65 |
-28.3% |
455 |
ATR |
234 |
229 |
-5 |
-2.1% |
0 |
Volume |
13,274 |
6,112 |
-7,162 |
-54.0% |
69,609 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,063 |
20,002 |
19,701 |
|
R3 |
19,898 |
19,837 |
19,656 |
|
R2 |
19,733 |
19,733 |
19,640 |
|
R1 |
19,672 |
19,672 |
19,625 |
19,703 |
PP |
19,568 |
19,568 |
19,568 |
19,584 |
S1 |
19,507 |
19,507 |
19,595 |
19,538 |
S2 |
19,403 |
19,403 |
19,580 |
|
S3 |
19,238 |
19,342 |
19,565 |
|
S4 |
19,073 |
19,177 |
19,519 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,787 |
20,608 |
19,770 |
|
R3 |
20,332 |
20,153 |
19,645 |
|
R2 |
19,877 |
19,877 |
19,604 |
|
R1 |
19,698 |
19,698 |
19,562 |
19,788 |
PP |
19,422 |
19,422 |
19,422 |
19,466 |
S1 |
19,243 |
19,243 |
19,478 |
19,333 |
S2 |
18,967 |
18,967 |
19,437 |
|
S3 |
18,512 |
18,788 |
19,395 |
|
S4 |
18,057 |
18,333 |
19,270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,630 |
19,145 |
485 |
2.5% |
176 |
0.9% |
96% |
True |
False |
9,696 |
10 |
19,640 |
18,975 |
665 |
3.4% |
219 |
1.1% |
95% |
False |
False |
8,011 |
20 |
19,640 |
18,960 |
680 |
3.5% |
223 |
1.1% |
96% |
False |
False |
4,059 |
40 |
19,640 |
18,645 |
995 |
5.1% |
233 |
1.2% |
97% |
False |
False |
2,036 |
60 |
19,650 |
18,645 |
1,005 |
5.1% |
204 |
1.0% |
96% |
False |
False |
1,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,331 |
2.618 |
20,062 |
1.618 |
19,897 |
1.000 |
19,795 |
0.618 |
19,732 |
HIGH |
19,630 |
0.618 |
19,567 |
0.500 |
19,548 |
0.382 |
19,528 |
LOW |
19,465 |
0.618 |
19,363 |
1.000 |
19,300 |
1.618 |
19,198 |
2.618 |
19,033 |
4.250 |
18,764 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,589 |
19,548 |
PP |
19,568 |
19,485 |
S1 |
19,548 |
19,423 |
|