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 |
20,919.01 |
20,899.28 |
-19.73 |
-0.1% |
20,955.71 |
High |
20,940.29 |
20,926.06 |
-14.23 |
-0.1% |
20,986.43 |
Low |
20,827.66 |
20,845.71 |
18.05 |
0.1% |
20,777.16 |
Close |
20,902.98 |
20,881.48 |
-21.50 |
-0.1% |
20,902.98 |
Range |
112.63 |
80.35 |
-32.28 |
-28.7% |
209.27 |
ATR |
118.30 |
115.59 |
-2.71 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,125.47 |
21,083.82 |
20,925.67 |
|
R3 |
21,045.12 |
21,003.47 |
20,903.58 |
|
R2 |
20,964.77 |
20,964.77 |
20,896.21 |
|
R1 |
20,923.12 |
20,923.12 |
20,888.85 |
20,903.77 |
PP |
20,884.42 |
20,884.42 |
20,884.42 |
20,874.74 |
S1 |
20,842.77 |
20,842.77 |
20,874.11 |
20,823.42 |
S2 |
20,804.07 |
20,804.07 |
20,866.75 |
|
S3 |
20,723.72 |
20,762.42 |
20,859.38 |
|
S4 |
20,643.37 |
20,682.07 |
20,837.29 |
|
|
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 |
20,970.54 |
20,777.16 |
193.38 |
0.9% |
100.31 |
0.5% |
54% |
False |
False |
|
10 |
21,169.11 |
20,777.16 |
391.95 |
1.9% |
106.64 |
0.5% |
27% |
False |
False |
|
20 |
21,169.11 |
20,322.95 |
846.16 |
4.1% |
102.82 |
0.5% |
66% |
False |
False |
|
40 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
103.30 |
0.5% |
81% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
105.20 |
0.5% |
81% |
False |
False |
|
80 |
21,169.11 |
18,806.06 |
2,363.05 |
11.3% |
103.27 |
0.5% |
88% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
112.84 |
0.5% |
91% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
119.30 |
0.6% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,267.55 |
2.618 |
21,136.42 |
1.618 |
21,056.07 |
1.000 |
21,006.41 |
0.618 |
20,975.72 |
HIGH |
20,926.06 |
0.618 |
20,895.37 |
0.500 |
20,885.89 |
0.382 |
20,876.40 |
LOW |
20,845.71 |
0.618 |
20,796.05 |
1.000 |
20,765.36 |
1.618 |
20,715.70 |
2.618 |
20,635.35 |
4.250 |
20,504.22 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,885.89 |
20,873.90 |
PP |
20,884.42 |
20,866.31 |
S1 |
20,882.95 |
20,858.73 |
|