Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,864.32 |
20,919.01 |
54.69 |
0.3% |
20,955.71 |
High |
20,900.57 |
20,940.29 |
39.72 |
0.2% |
20,986.43 |
Low |
20,777.16 |
20,827.66 |
50.50 |
0.2% |
20,777.16 |
Close |
20,858.19 |
20,902.98 |
44.79 |
0.2% |
20,902.98 |
Range |
123.41 |
112.63 |
-10.78 |
-8.7% |
209.27 |
ATR |
118.74 |
118.30 |
-0.44 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,228.20 |
21,178.22 |
20,964.93 |
|
R3 |
21,115.57 |
21,065.59 |
20,933.95 |
|
R2 |
21,002.94 |
21,002.94 |
20,923.63 |
|
R1 |
20,952.96 |
20,952.96 |
20,913.30 |
20,921.64 |
PP |
20,890.31 |
20,890.31 |
20,890.31 |
20,874.65 |
S1 |
20,840.33 |
20,840.33 |
20,892.66 |
20,809.01 |
S2 |
20,777.68 |
20,777.68 |
20,882.33 |
|
S3 |
20,665.05 |
20,727.70 |
20,872.01 |
|
S4 |
20,552.42 |
20,615.07 |
20,841.03 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,516.67 |
21,419.09 |
21,018.08 |
|
R3 |
21,307.40 |
21,209.82 |
20,960.53 |
|
R2 |
21,098.13 |
21,098.13 |
20,941.35 |
|
R1 |
21,000.55 |
21,000.55 |
20,922.16 |
20,944.71 |
PP |
20,888.86 |
20,888.86 |
20,888.86 |
20,860.93 |
S1 |
20,791.28 |
20,791.28 |
20,883.80 |
20,735.44 |
S2 |
20,679.59 |
20,679.59 |
20,864.61 |
|
S3 |
20,470.32 |
20,582.01 |
20,845.43 |
|
S4 |
20,261.05 |
20,372.74 |
20,787.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,986.43 |
20,777.16 |
209.27 |
1.0% |
99.10 |
0.5% |
60% |
False |
False |
|
10 |
21,169.11 |
20,774.76 |
394.35 |
1.9% |
106.26 |
0.5% |
33% |
False |
False |
|
20 |
21,169.11 |
20,204.76 |
964.35 |
4.6% |
103.47 |
0.5% |
72% |
False |
False |
|
40 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
105.26 |
0.5% |
82% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
105.65 |
0.5% |
82% |
False |
False |
|
80 |
21,169.11 |
18,806.06 |
2,363.05 |
11.3% |
103.74 |
0.5% |
89% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
113.03 |
0.5% |
92% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
119.97 |
0.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,418.97 |
2.618 |
21,235.16 |
1.618 |
21,122.53 |
1.000 |
21,052.92 |
0.618 |
21,009.90 |
HIGH |
20,940.29 |
0.618 |
20,897.27 |
0.500 |
20,883.98 |
0.382 |
20,870.68 |
LOW |
20,827.66 |
0.618 |
20,758.05 |
1.000 |
20,715.03 |
1.618 |
20,645.42 |
2.618 |
20,532.79 |
4.250 |
20,348.98 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,896.65 |
20,890.09 |
PP |
20,890.31 |
20,877.19 |
S1 |
20,883.98 |
20,864.30 |
|