Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,874.78 |
20,969.27 |
94.49 |
0.5% |
20,955.71 |
High |
20,977.47 |
21,000.11 |
22.64 |
0.1% |
20,986.43 |
Low |
20,859.60 |
20,893.50 |
33.90 |
0.2% |
20,777.16 |
Close |
20,950.10 |
20,934.55 |
-15.55 |
-0.1% |
20,902.98 |
Range |
117.87 |
106.61 |
-11.26 |
-9.6% |
209.27 |
ATR |
115.99 |
115.32 |
-0.67 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,262.55 |
21,205.16 |
20,993.19 |
|
R3 |
21,155.94 |
21,098.55 |
20,963.87 |
|
R2 |
21,049.33 |
21,049.33 |
20,954.10 |
|
R1 |
20,991.94 |
20,991.94 |
20,944.32 |
20,967.33 |
PP |
20,942.72 |
20,942.72 |
20,942.72 |
20,930.42 |
S1 |
20,885.33 |
20,885.33 |
20,924.78 |
20,860.72 |
S2 |
20,836.11 |
20,836.11 |
20,915.00 |
|
S3 |
20,729.50 |
20,778.72 |
20,905.23 |
|
S4 |
20,622.89 |
20,672.11 |
20,875.91 |
|
|
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 |
21,000.11 |
20,786.31 |
213.80 |
1.0% |
101.03 |
0.5% |
69% |
True |
False |
|
10 |
21,039.96 |
20,777.16 |
262.80 |
1.3% |
97.41 |
0.5% |
60% |
False |
False |
|
20 |
21,169.11 |
20,532.61 |
636.50 |
3.0% |
99.76 |
0.5% |
63% |
False |
False |
|
40 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
103.62 |
0.5% |
84% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
102.75 |
0.5% |
84% |
False |
False |
|
80 |
21,169.11 |
18,853.83 |
2,315.28 |
11.1% |
103.90 |
0.5% |
90% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
112.97 |
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 |
21,453.20 |
2.618 |
21,279.21 |
1.618 |
21,172.60 |
1.000 |
21,106.72 |
0.618 |
21,065.99 |
HIGH |
21,000.11 |
0.618 |
20,959.38 |
0.500 |
20,946.81 |
0.382 |
20,934.23 |
LOW |
20,893.50 |
0.618 |
20,827.62 |
1.000 |
20,786.89 |
1.618 |
20,721.01 |
2.618 |
20,614.40 |
4.250 |
20,440.41 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,946.81 |
20,920.77 |
PP |
20,942.72 |
20,906.99 |
S1 |
20,938.64 |
20,893.21 |
|