Trading Metrics calculated at close of trading on 06-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
21,008.75 |
20,955.71 |
-53.04 |
-0.3% |
20,808.71 |
High |
21,039.96 |
20,986.43 |
-53.53 |
-0.3% |
21,169.11 |
Low |
20,953.86 |
20,912.11 |
-41.75 |
-0.2% |
20,774.76 |
Close |
21,005.71 |
20,954.34 |
-51.37 |
-0.2% |
21,005.71 |
Range |
86.10 |
74.32 |
-11.78 |
-13.7% |
394.35 |
ATR |
124.57 |
122.36 |
-2.21 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,173.92 |
21,138.45 |
20,995.22 |
|
R3 |
21,099.60 |
21,064.13 |
20,974.78 |
|
R2 |
21,025.28 |
21,025.28 |
20,967.97 |
|
R1 |
20,989.81 |
20,989.81 |
20,961.15 |
20,970.39 |
PP |
20,950.96 |
20,950.96 |
20,950.96 |
20,941.25 |
S1 |
20,915.49 |
20,915.49 |
20,947.53 |
20,896.07 |
S2 |
20,876.64 |
20,876.64 |
20,940.71 |
|
S3 |
20,802.32 |
20,841.17 |
20,933.90 |
|
S4 |
20,728.00 |
20,766.85 |
20,913.46 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,166.24 |
21,980.33 |
21,222.60 |
|
R3 |
21,771.89 |
21,585.98 |
21,114.16 |
|
R2 |
21,377.54 |
21,377.54 |
21,078.01 |
|
R1 |
21,191.63 |
21,191.63 |
21,041.86 |
21,284.59 |
PP |
20,983.19 |
20,983.19 |
20,983.19 |
21,029.67 |
S1 |
20,797.28 |
20,797.28 |
20,969.56 |
20,890.24 |
S2 |
20,588.84 |
20,588.84 |
20,933.41 |
|
S3 |
20,194.49 |
20,402.93 |
20,897.26 |
|
S4 |
19,800.14 |
20,008.58 |
20,788.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,169.11 |
20,781.21 |
387.90 |
1.9% |
112.97 |
0.5% |
45% |
False |
False |
|
10 |
21,169.11 |
20,663.37 |
505.74 |
2.4% |
100.70 |
0.5% |
58% |
False |
False |
|
20 |
21,169.11 |
20,002.81 |
1,166.30 |
5.6% |
101.23 |
0.5% |
82% |
False |
False |
|
40 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
106.82 |
0.5% |
86% |
False |
False |
|
60 |
21,169.11 |
19,229.83 |
1,939.28 |
9.3% |
109.92 |
0.5% |
89% |
False |
False |
|
80 |
21,169.11 |
18,200.75 |
2,968.36 |
14.2% |
110.81 |
0.5% |
93% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
115.45 |
0.6% |
93% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
123.03 |
0.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,302.29 |
2.618 |
21,181.00 |
1.618 |
21,106.68 |
1.000 |
21,060.75 |
0.618 |
21,032.36 |
HIGH |
20,986.43 |
0.618 |
20,958.04 |
0.500 |
20,949.27 |
0.382 |
20,940.50 |
LOW |
20,912.11 |
0.618 |
20,866.18 |
1.000 |
20,837.79 |
1.618 |
20,791.86 |
2.618 |
20,717.54 |
4.250 |
20,596.25 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,952.65 |
21,020.66 |
PP |
20,950.96 |
20,998.55 |
S1 |
20,949.27 |
20,976.45 |
|