Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,899.28 |
20,848.60 |
-50.68 |
-0.2% |
20,955.71 |
High |
20,926.06 |
20,874.00 |
-52.06 |
-0.2% |
20,986.43 |
Low |
20,845.71 |
20,786.31 |
-59.40 |
-0.3% |
20,777.16 |
Close |
20,881.48 |
20,837.37 |
-44.11 |
-0.2% |
20,902.98 |
Range |
80.35 |
87.69 |
7.34 |
9.1% |
209.27 |
ATR |
115.59 |
114.13 |
-1.46 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,095.63 |
21,054.19 |
20,885.60 |
|
R3 |
21,007.94 |
20,966.50 |
20,861.48 |
|
R2 |
20,920.25 |
20,920.25 |
20,853.45 |
|
R1 |
20,878.81 |
20,878.81 |
20,845.41 |
20,855.69 |
PP |
20,832.56 |
20,832.56 |
20,832.56 |
20,821.00 |
S1 |
20,791.12 |
20,791.12 |
20,829.33 |
20,768.00 |
S2 |
20,744.87 |
20,744.87 |
20,821.29 |
|
S3 |
20,657.18 |
20,703.43 |
20,813.26 |
|
S4 |
20,569.49 |
20,615.74 |
20,789.14 |
|
|
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 |
20,951.44 |
20,777.16 |
174.28 |
0.8% |
103.99 |
0.5% |
35% |
False |
False |
|
10 |
21,169.11 |
20,777.16 |
391.95 |
1.9% |
109.41 |
0.5% |
15% |
False |
False |
|
20 |
21,169.11 |
20,374.02 |
795.09 |
3.8% |
101.28 |
0.5% |
58% |
False |
False |
|
40 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
102.93 |
0.5% |
78% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
103.04 |
0.5% |
78% |
False |
False |
|
80 |
21,169.11 |
18,825.89 |
2,343.22 |
11.2% |
102.87 |
0.5% |
86% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.8% |
112.76 |
0.5% |
90% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.8% |
119.21 |
0.6% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,246.68 |
2.618 |
21,103.57 |
1.618 |
21,015.88 |
1.000 |
20,961.69 |
0.618 |
20,928.19 |
HIGH |
20,874.00 |
0.618 |
20,840.50 |
0.500 |
20,830.16 |
0.382 |
20,819.81 |
LOW |
20,786.31 |
0.618 |
20,732.12 |
1.000 |
20,698.62 |
1.618 |
20,644.43 |
2.618 |
20,556.74 |
4.250 |
20,413.63 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,834.97 |
20,863.30 |
PP |
20,832.56 |
20,854.66 |
S1 |
20,830.16 |
20,846.01 |
|