Trading Metrics calculated at close of trading on 08-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,934.89 |
20,940.44 |
5.55 |
0.0% |
20,808.71 |
High |
20,970.54 |
20,951.44 |
-19.10 |
-0.1% |
21,169.11 |
Low |
20,901.26 |
20,835.58 |
-65.68 |
-0.3% |
20,774.76 |
Close |
20,924.76 |
20,855.73 |
-69.03 |
-0.3% |
21,005.71 |
Range |
69.28 |
115.86 |
46.58 |
67.2% |
394.35 |
ATR |
118.57 |
118.38 |
-0.19 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,228.50 |
21,157.97 |
20,919.45 |
|
R3 |
21,112.64 |
21,042.11 |
20,887.59 |
|
R2 |
20,996.78 |
20,996.78 |
20,876.97 |
|
R1 |
20,926.25 |
20,926.25 |
20,866.35 |
20,903.59 |
PP |
20,880.92 |
20,880.92 |
20,880.92 |
20,869.58 |
S1 |
20,810.39 |
20,810.39 |
20,845.11 |
20,787.73 |
S2 |
20,765.06 |
20,765.06 |
20,834.49 |
|
S3 |
20,649.20 |
20,694.53 |
20,823.87 |
|
S4 |
20,533.34 |
20,578.67 |
20,792.01 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,166.24 |
21,980.33 |
21,222.60 |
|
R3 |
21,771.89 |
21,585.98 |
21,114.16 |
|
R2 |
21,377.54 |
21,377.54 |
21,078.01 |
|
R1 |
21,191.63 |
21,191.63 |
21,041.86 |
21,284.59 |
PP |
20,983.19 |
20,983.19 |
20,983.19 |
21,029.67 |
S1 |
20,797.28 |
20,797.28 |
20,969.56 |
20,890.24 |
S2 |
20,588.84 |
20,588.84 |
20,933.41 |
|
S3 |
20,194.49 |
20,402.93 |
20,897.26 |
|
S4 |
19,800.14 |
20,008.58 |
20,788.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,129.20 |
20,835.58 |
293.62 |
1.4% |
95.63 |
0.5% |
7% |
False |
True |
|
10 |
21,169.11 |
20,733.95 |
435.16 |
2.1% |
100.87 |
0.5% |
28% |
False |
False |
|
20 |
21,169.11 |
20,015.33 |
1,153.78 |
5.5% |
101.55 |
0.5% |
73% |
False |
False |
|
40 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
105.90 |
0.5% |
79% |
False |
False |
|
60 |
21,169.11 |
19,623.19 |
1,545.92 |
7.4% |
105.24 |
0.5% |
80% |
False |
False |
|
80 |
21,169.11 |
18,603.14 |
2,565.97 |
12.3% |
105.66 |
0.5% |
88% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.8% |
113.68 |
0.5% |
90% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.8% |
121.19 |
0.6% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,443.85 |
2.618 |
21,254.76 |
1.618 |
21,138.90 |
1.000 |
21,067.30 |
0.618 |
21,023.04 |
HIGH |
20,951.44 |
0.618 |
20,907.18 |
0.500 |
20,893.51 |
0.382 |
20,879.84 |
LOW |
20,835.58 |
0.618 |
20,763.98 |
1.000 |
20,719.72 |
1.618 |
20,648.12 |
2.618 |
20,532.26 |
4.250 |
20,343.18 |
|
|
Fisher Pivots for day following 08-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,893.51 |
20,911.01 |
PP |
20,880.92 |
20,892.58 |
S1 |
20,868.32 |
20,874.16 |
|