| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
20,859 |
20,876 |
17 |
0.1% |
20,975 |
| High |
20,907 |
21,021 |
114 |
0.5% |
21,021 |
| Low |
20,781 |
20,829 |
48 |
0.2% |
20,781 |
| Close |
20,869 |
20,892 |
23 |
0.1% |
20,892 |
| Range |
126 |
192 |
66 |
52.4% |
240 |
| ATR |
129 |
133 |
5 |
3.5% |
0 |
| Volume |
178,610 |
110,718 |
-67,892 |
-38.0% |
672,404 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,490 |
21,383 |
20,998 |
|
| R3 |
21,298 |
21,191 |
20,945 |
|
| R2 |
21,106 |
21,106 |
20,927 |
|
| R1 |
20,999 |
20,999 |
20,910 |
21,053 |
| PP |
20,914 |
20,914 |
20,914 |
20,941 |
| S1 |
20,807 |
20,807 |
20,875 |
20,861 |
| S2 |
20,722 |
20,722 |
20,857 |
|
| S3 |
20,530 |
20,615 |
20,839 |
|
| S4 |
20,338 |
20,423 |
20,787 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,618 |
21,495 |
21,024 |
|
| R3 |
21,378 |
21,255 |
20,958 |
|
| R2 |
21,138 |
21,138 |
20,936 |
|
| R1 |
21,015 |
21,015 |
20,914 |
20,957 |
| PP |
20,898 |
20,898 |
20,898 |
20,869 |
| S1 |
20,775 |
20,775 |
20,870 |
20,717 |
| S2 |
20,658 |
20,658 |
20,848 |
|
| S3 |
20,418 |
20,535 |
20,826 |
|
| S4 |
20,178 |
20,295 |
20,760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,021 |
20,781 |
240 |
1.1% |
119 |
0.6% |
46% |
True |
False |
134,480 |
| 10 |
21,162 |
20,748 |
414 |
2.0% |
137 |
0.7% |
35% |
False |
False |
139,965 |
| 20 |
21,162 |
20,127 |
1,035 |
5.0% |
132 |
0.6% |
74% |
False |
False |
133,232 |
| 40 |
21,162 |
19,607 |
1,555 |
7.4% |
134 |
0.6% |
83% |
False |
False |
128,673 |
| 60 |
21,162 |
19,607 |
1,555 |
7.4% |
129 |
0.6% |
83% |
False |
False |
123,326 |
| 80 |
21,162 |
18,697 |
2,465 |
11.8% |
127 |
0.6% |
89% |
False |
False |
96,655 |
| 100 |
21,162 |
17,360 |
3,802 |
18.2% |
141 |
0.7% |
93% |
False |
False |
77,380 |
| 120 |
21,162 |
17,360 |
3,802 |
18.2% |
147 |
0.7% |
93% |
False |
False |
64,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,837 |
|
2.618 |
21,524 |
|
1.618 |
21,332 |
|
1.000 |
21,213 |
|
0.618 |
21,140 |
|
HIGH |
21,021 |
|
0.618 |
20,948 |
|
0.500 |
20,925 |
|
0.382 |
20,902 |
|
LOW |
20,829 |
|
0.618 |
20,710 |
|
1.000 |
20,637 |
|
1.618 |
20,518 |
|
2.618 |
20,326 |
|
4.250 |
20,013 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,925 |
20,901 |
| PP |
20,914 |
20,898 |
| S1 |
20,903 |
20,895 |
|