Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,520 |
19,620 |
100 |
0.5% |
19,425 |
High |
19,630 |
19,665 |
35 |
0.2% |
19,600 |
Low |
19,465 |
19,460 |
-5 |
0.0% |
19,145 |
Close |
19,610 |
19,505 |
-105 |
-0.5% |
19,520 |
Range |
165 |
205 |
40 |
24.2% |
455 |
ATR |
229 |
228 |
-2 |
-0.8% |
0 |
Volume |
6,112 |
5,940 |
-172 |
-2.8% |
69,609 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,158 |
20,037 |
19,618 |
|
R3 |
19,953 |
19,832 |
19,562 |
|
R2 |
19,748 |
19,748 |
19,543 |
|
R1 |
19,627 |
19,627 |
19,524 |
19,585 |
PP |
19,543 |
19,543 |
19,543 |
19,523 |
S1 |
19,422 |
19,422 |
19,486 |
19,380 |
S2 |
19,338 |
19,338 |
19,468 |
|
S3 |
19,133 |
19,217 |
19,449 |
|
S4 |
18,928 |
19,012 |
19,392 |
|
|
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 |
19,665 |
19,145 |
520 |
2.7% |
201 |
1.0% |
69% |
True |
False |
8,429 |
10 |
19,665 |
19,125 |
540 |
2.8% |
216 |
1.1% |
70% |
True |
False |
8,573 |
20 |
19,665 |
18,960 |
705 |
3.6% |
227 |
1.2% |
77% |
True |
False |
4,353 |
40 |
19,665 |
18,645 |
1,020 |
5.2% |
233 |
1.2% |
84% |
True |
False |
2,185 |
60 |
19,665 |
18,645 |
1,020 |
5.2% |
204 |
1.0% |
84% |
True |
False |
1,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,536 |
2.618 |
20,202 |
1.618 |
19,997 |
1.000 |
19,870 |
0.618 |
19,792 |
HIGH |
19,665 |
0.618 |
19,587 |
0.500 |
19,563 |
0.382 |
19,538 |
LOW |
19,460 |
0.618 |
19,333 |
1.000 |
19,255 |
1.618 |
19,128 |
2.618 |
18,923 |
4.250 |
18,589 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,563 |
19,518 |
PP |
19,543 |
19,513 |
S1 |
19,524 |
19,509 |
|