Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,848.60 |
20,874.78 |
26.18 |
0.1% |
20,955.71 |
High |
20,874.00 |
20,977.47 |
103.47 |
0.5% |
20,986.43 |
Low |
20,786.31 |
20,859.60 |
73.29 |
0.4% |
20,777.16 |
Close |
20,837.37 |
20,950.10 |
112.73 |
0.5% |
20,902.98 |
Range |
87.69 |
117.87 |
30.18 |
34.4% |
209.27 |
ATR |
114.13 |
115.99 |
1.85 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,282.67 |
21,234.25 |
21,014.93 |
|
R3 |
21,164.80 |
21,116.38 |
20,982.51 |
|
R2 |
21,046.93 |
21,046.93 |
20,971.71 |
|
R1 |
20,998.51 |
20,998.51 |
20,960.90 |
21,022.72 |
PP |
20,929.06 |
20,929.06 |
20,929.06 |
20,941.16 |
S1 |
20,880.64 |
20,880.64 |
20,939.30 |
20,904.85 |
S2 |
20,811.19 |
20,811.19 |
20,928.49 |
|
S3 |
20,693.32 |
20,762.77 |
20,917.69 |
|
S4 |
20,575.45 |
20,644.90 |
20,885.27 |
|
|
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 |
20,977.47 |
20,777.16 |
200.31 |
1.0% |
104.39 |
0.5% |
86% |
True |
False |
|
10 |
21,129.20 |
20,777.16 |
352.04 |
1.7% |
100.01 |
0.5% |
49% |
False |
False |
|
20 |
21,169.11 |
20,496.03 |
673.08 |
3.2% |
100.65 |
0.5% |
67% |
False |
False |
|
40 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
103.18 |
0.5% |
85% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
102.67 |
0.5% |
85% |
False |
False |
|
80 |
21,169.11 |
18,845.27 |
2,323.84 |
11.1% |
103.30 |
0.5% |
91% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
113.11 |
0.5% |
93% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
118.64 |
0.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,478.42 |
2.618 |
21,286.05 |
1.618 |
21,168.18 |
1.000 |
21,095.34 |
0.618 |
21,050.31 |
HIGH |
20,977.47 |
0.618 |
20,932.44 |
0.500 |
20,918.54 |
0.382 |
20,904.63 |
LOW |
20,859.60 |
0.618 |
20,786.76 |
1.000 |
20,741.73 |
1.618 |
20,668.89 |
2.618 |
20,551.02 |
4.250 |
20,358.65 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,939.58 |
20,927.36 |
PP |
20,929.06 |
20,904.63 |
S1 |
20,918.54 |
20,881.89 |
|