Trading Metrics calculated at close of trading on 07-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,955.71 |
20,934.89 |
-20.82 |
-0.1% |
20,808.71 |
High |
20,986.43 |
20,970.54 |
-15.89 |
-0.1% |
21,169.11 |
Low |
20,912.11 |
20,901.26 |
-10.85 |
-0.1% |
20,774.76 |
Close |
20,954.34 |
20,924.76 |
-29.58 |
-0.1% |
21,005.71 |
Range |
74.32 |
69.28 |
-5.04 |
-6.8% |
394.35 |
ATR |
122.36 |
118.57 |
-3.79 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,140.03 |
21,101.67 |
20,962.86 |
|
R3 |
21,070.75 |
21,032.39 |
20,943.81 |
|
R2 |
21,001.47 |
21,001.47 |
20,937.46 |
|
R1 |
20,963.11 |
20,963.11 |
20,931.11 |
20,947.65 |
PP |
20,932.19 |
20,932.19 |
20,932.19 |
20,924.46 |
S1 |
20,893.83 |
20,893.83 |
20,918.41 |
20,878.37 |
S2 |
20,862.91 |
20,862.91 |
20,912.06 |
|
S3 |
20,793.63 |
20,824.55 |
20,905.71 |
|
S4 |
20,724.35 |
20,755.27 |
20,886.66 |
|
|
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 |
20,901.26 |
267.85 |
1.3% |
114.82 |
0.5% |
9% |
False |
True |
|
10 |
21,169.11 |
20,692.39 |
476.72 |
2.3% |
98.20 |
0.5% |
49% |
False |
False |
|
20 |
21,169.11 |
20,015.33 |
1,153.78 |
5.5% |
100.09 |
0.5% |
79% |
False |
False |
|
40 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
104.41 |
0.5% |
84% |
False |
False |
|
60 |
21,169.11 |
19,527.83 |
1,641.28 |
7.8% |
105.60 |
0.5% |
85% |
False |
False |
|
80 |
21,169.11 |
18,252.55 |
2,916.56 |
13.9% |
109.18 |
0.5% |
92% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
113.64 |
0.5% |
93% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
121.65 |
0.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,264.98 |
2.618 |
21,151.92 |
1.618 |
21,082.64 |
1.000 |
21,039.82 |
0.618 |
21,013.36 |
HIGH |
20,970.54 |
0.618 |
20,944.08 |
0.500 |
20,935.90 |
0.382 |
20,927.72 |
LOW |
20,901.26 |
0.618 |
20,858.44 |
1.000 |
20,831.98 |
1.618 |
20,789.16 |
2.618 |
20,719.88 |
4.250 |
20,606.82 |
|
|
Fisher Pivots for day following 07-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,935.90 |
20,970.61 |
PP |
20,932.19 |
20,955.33 |
S1 |
20,928.47 |
20,940.04 |
|