Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,620 |
19,510 |
-110 |
-0.6% |
19,425 |
High |
19,665 |
19,545 |
-120 |
-0.6% |
19,600 |
Low |
19,460 |
19,410 |
-50 |
-0.3% |
19,145 |
Close |
19,505 |
19,440 |
-65 |
-0.3% |
19,520 |
Range |
205 |
135 |
-70 |
-34.1% |
455 |
ATR |
228 |
221 |
-7 |
-2.9% |
0 |
Volume |
5,940 |
7,749 |
1,809 |
30.5% |
69,609 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,870 |
19,790 |
19,514 |
|
R3 |
19,735 |
19,655 |
19,477 |
|
R2 |
19,600 |
19,600 |
19,465 |
|
R1 |
19,520 |
19,520 |
19,453 |
19,493 |
PP |
19,465 |
19,465 |
19,465 |
19,451 |
S1 |
19,385 |
19,385 |
19,428 |
19,358 |
S2 |
19,330 |
19,330 |
19,415 |
|
S3 |
19,195 |
19,250 |
19,403 |
|
S4 |
19,060 |
19,115 |
19,366 |
|
|
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 |
19,215 |
450 |
2.3% |
183 |
0.9% |
50% |
False |
False |
8,631 |
10 |
19,665 |
19,145 |
520 |
2.7% |
184 |
0.9% |
57% |
False |
False |
9,177 |
20 |
19,665 |
18,960 |
705 |
3.6% |
221 |
1.1% |
68% |
False |
False |
4,733 |
40 |
19,665 |
18,645 |
1,020 |
5.2% |
226 |
1.2% |
78% |
False |
False |
2,378 |
60 |
19,665 |
18,645 |
1,020 |
5.2% |
202 |
1.0% |
78% |
False |
False |
1,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,119 |
2.618 |
19,899 |
1.618 |
19,764 |
1.000 |
19,680 |
0.618 |
19,629 |
HIGH |
19,545 |
0.618 |
19,494 |
0.500 |
19,478 |
0.382 |
19,462 |
LOW |
19,410 |
0.618 |
19,327 |
1.000 |
19,275 |
1.618 |
19,192 |
2.618 |
19,057 |
4.250 |
18,836 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,478 |
19,538 |
PP |
19,465 |
19,505 |
S1 |
19,453 |
19,473 |
|