Trading Metrics calculated at close of trading on 17-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,969.27 |
20,965.37 |
-3.90 |
0.0% |
20,899.28 |
High |
21,000.11 |
20,980.51 |
-19.60 |
-0.1% |
21,000.11 |
Low |
20,893.50 |
20,911.07 |
17.57 |
0.1% |
20,786.31 |
Close |
20,934.55 |
20,914.62 |
-19.93 |
-0.1% |
20,914.62 |
Range |
106.61 |
69.44 |
-37.17 |
-34.9% |
213.80 |
ATR |
115.32 |
112.04 |
-3.28 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,143.72 |
21,098.61 |
20,952.81 |
|
R3 |
21,074.28 |
21,029.17 |
20,933.72 |
|
R2 |
21,004.84 |
21,004.84 |
20,927.35 |
|
R1 |
20,959.73 |
20,959.73 |
20,920.99 |
20,947.57 |
PP |
20,935.40 |
20,935.40 |
20,935.40 |
20,929.32 |
S1 |
20,890.29 |
20,890.29 |
20,908.25 |
20,878.13 |
S2 |
20,865.96 |
20,865.96 |
20,901.89 |
|
S3 |
20,796.52 |
20,820.85 |
20,895.52 |
|
S4 |
20,727.08 |
20,751.41 |
20,876.43 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,541.75 |
21,441.98 |
21,032.21 |
|
R3 |
21,327.95 |
21,228.18 |
20,973.42 |
|
R2 |
21,114.15 |
21,114.15 |
20,953.82 |
|
R1 |
21,014.38 |
21,014.38 |
20,934.22 |
21,064.27 |
PP |
20,900.35 |
20,900.35 |
20,900.35 |
20,925.29 |
S1 |
20,800.58 |
20,800.58 |
20,895.02 |
20,850.47 |
S2 |
20,686.55 |
20,686.55 |
20,875.42 |
|
S3 |
20,472.75 |
20,586.78 |
20,855.83 |
|
S4 |
20,258.95 |
20,372.98 |
20,797.03 |
|
|
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% |
92.39 |
0.4% |
60% |
False |
False |
|
10 |
21,000.11 |
20,777.16 |
222.95 |
1.1% |
95.75 |
0.5% |
62% |
False |
False |
|
20 |
21,169.11 |
20,532.61 |
636.50 |
3.0% |
99.08 |
0.5% |
60% |
False |
False |
|
40 |
21,169.11 |
19,732.36 |
1,436.75 |
6.9% |
101.70 |
0.5% |
82% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
102.49 |
0.5% |
83% |
False |
False |
|
80 |
21,169.11 |
18,883.10 |
2,286.01 |
10.9% |
103.99 |
0.5% |
89% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
112.48 |
0.5% |
92% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
118.15 |
0.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,275.63 |
2.618 |
21,162.30 |
1.618 |
21,092.86 |
1.000 |
21,049.95 |
0.618 |
21,023.42 |
HIGH |
20,980.51 |
0.618 |
20,953.98 |
0.500 |
20,945.79 |
0.382 |
20,937.60 |
LOW |
20,911.07 |
0.618 |
20,868.16 |
1.000 |
20,841.63 |
1.618 |
20,798.72 |
2.618 |
20,729.28 |
4.250 |
20,615.95 |
|
|
Fisher Pivots for day following 17-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,945.79 |
20,929.86 |
PP |
20,935.40 |
20,924.78 |
S1 |
20,925.01 |
20,919.70 |
|