Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,510 |
19,450 |
-60 |
-0.3% |
19,425 |
High |
19,545 |
19,595 |
50 |
0.3% |
19,600 |
Low |
19,410 |
19,375 |
-35 |
-0.2% |
19,145 |
Close |
19,440 |
19,405 |
-35 |
-0.2% |
19,520 |
Range |
135 |
220 |
85 |
63.0% |
455 |
ATR |
221 |
221 |
0 |
0.0% |
0 |
Volume |
7,749 |
12,549 |
4,800 |
61.9% |
69,609 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,118 |
19,982 |
19,526 |
|
R3 |
19,898 |
19,762 |
19,466 |
|
R2 |
19,678 |
19,678 |
19,445 |
|
R1 |
19,542 |
19,542 |
19,425 |
19,500 |
PP |
19,458 |
19,458 |
19,458 |
19,438 |
S1 |
19,322 |
19,322 |
19,385 |
19,280 |
S2 |
19,238 |
19,238 |
19,365 |
|
S3 |
19,018 |
19,102 |
19,345 |
|
S4 |
18,798 |
18,882 |
19,284 |
|
|
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 |
19,370 |
295 |
1.5% |
191 |
1.0% |
12% |
False |
False |
9,124 |
10 |
19,665 |
19,145 |
520 |
2.7% |
191 |
1.0% |
50% |
False |
False |
10,286 |
20 |
19,665 |
18,960 |
705 |
3.6% |
225 |
1.2% |
63% |
False |
False |
5,359 |
40 |
19,665 |
18,770 |
895 |
4.6% |
222 |
1.1% |
71% |
False |
False |
2,692 |
60 |
19,665 |
18,645 |
1,020 |
5.3% |
205 |
1.1% |
75% |
False |
False |
1,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,530 |
2.618 |
20,171 |
1.618 |
19,951 |
1.000 |
19,815 |
0.618 |
19,731 |
HIGH |
19,595 |
0.618 |
19,511 |
0.500 |
19,485 |
0.382 |
19,459 |
LOW |
19,375 |
0.618 |
19,239 |
1.000 |
19,155 |
1.618 |
19,019 |
2.618 |
18,799 |
4.250 |
18,440 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,485 |
19,520 |
PP |
19,458 |
19,482 |
S1 |
19,432 |
19,443 |
|