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 |
237.97 |
237.62 |
-0.35 |
-0.1% |
237.50 |
High |
238.02 |
237.86 |
-0.16 |
-0.1% |
238.12 |
Low |
236.59 |
237.24 |
0.65 |
0.3% |
235.74 |
Close |
237.69 |
237.81 |
0.12 |
0.1% |
237.69 |
Range |
1.43 |
0.62 |
-0.81 |
-56.6% |
2.38 |
ATR |
1.42 |
1.36 |
-0.06 |
-4.0% |
0.00 |
Volume |
81,991,600 |
57,256,800 |
-24,734,800 |
-30.2% |
371,339,408 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
239.50 |
239.27 |
238.15 |
|
R3 |
238.88 |
238.65 |
237.98 |
|
R2 |
238.26 |
238.26 |
237.92 |
|
R1 |
238.03 |
238.03 |
237.87 |
238.15 |
PP |
237.64 |
237.64 |
237.64 |
237.69 |
S1 |
237.41 |
237.41 |
237.75 |
237.53 |
S2 |
237.02 |
237.02 |
237.70 |
|
S3 |
236.40 |
236.79 |
237.64 |
|
S4 |
235.78 |
236.17 |
237.47 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
244.32 |
243.39 |
239.00 |
|
R3 |
241.94 |
241.01 |
238.34 |
|
R2 |
239.56 |
239.56 |
238.13 |
|
R1 |
238.63 |
238.63 |
237.91 |
239.10 |
PP |
237.18 |
237.18 |
237.18 |
237.42 |
S1 |
236.25 |
236.25 |
237.47 |
236.72 |
S2 |
234.80 |
234.80 |
237.25 |
|
S3 |
232.42 |
233.87 |
237.04 |
|
S4 |
230.04 |
231.49 |
236.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
238.02 |
235.74 |
2.28 |
1.0% |
1.16 |
0.5% |
91% |
False |
False |
74,640,941 |
10 |
240.32 |
235.74 |
4.58 |
1.9% |
1.20 |
0.5% |
45% |
False |
False |
82,693,641 |
20 |
240.32 |
232.05 |
8.27 |
3.5% |
1.22 |
0.5% |
70% |
False |
False |
78,325,680 |
40 |
240.32 |
225.27 |
15.05 |
6.3% |
1.21 |
0.5% |
83% |
False |
False |
74,999,842 |
60 |
240.32 |
222.73 |
17.59 |
7.4% |
1.26 |
0.5% |
86% |
False |
False |
76,781,331 |
80 |
240.32 |
216.80 |
23.52 |
9.9% |
1.26 |
0.5% |
89% |
False |
False |
77,585,436 |
100 |
240.32 |
208.38 |
31.94 |
13.4% |
1.37 |
0.6% |
92% |
False |
False |
82,608,780 |
120 |
240.32 |
208.38 |
31.94 |
13.4% |
1.42 |
0.6% |
92% |
False |
False |
83,582,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
240.50 |
2.618 |
239.48 |
1.618 |
238.86 |
1.000 |
238.48 |
0.618 |
238.24 |
HIGH |
237.86 |
0.618 |
237.62 |
0.500 |
237.55 |
0.382 |
237.48 |
LOW |
237.24 |
0.618 |
236.86 |
1.000 |
236.62 |
1.618 |
236.24 |
2.618 |
235.62 |
4.250 |
234.61 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
237.72 |
237.50 |
PP |
237.64 |
237.19 |
S1 |
237.55 |
236.88 |
|