Trading Metrics calculated at close of trading on 06-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,358.75 |
5,369.00 |
10.25 |
0.2% |
5,340.00 |
High |
5,373.50 |
5,374.50 |
1.00 |
0.0% |
5,400.00 |
Low |
5,344.25 |
5,339.00 |
-5.25 |
-0.1% |
5,317.00 |
Close |
5,372.00 |
5,361.00 |
-11.00 |
-0.2% |
5,372.00 |
Range |
29.25 |
35.50 |
6.25 |
21.4% |
83.00 |
ATR |
39.21 |
38.94 |
-0.26 |
-0.7% |
0.00 |
Volume |
176,727 |
166,727 |
-10,000 |
-5.7% |
946,332 |
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,464.75 |
5,448.25 |
5,380.50 |
|
R3 |
5,429.25 |
5,412.75 |
5,370.75 |
|
R2 |
5,393.75 |
5,393.75 |
5,367.50 |
|
R1 |
5,377.25 |
5,377.25 |
5,364.25 |
5,367.75 |
PP |
5,358.25 |
5,358.25 |
5,358.25 |
5,353.50 |
S1 |
5,341.75 |
5,341.75 |
5,357.75 |
5,332.25 |
S2 |
5,322.75 |
5,322.75 |
5,354.50 |
|
S3 |
5,287.25 |
5,306.25 |
5,351.25 |
|
S4 |
5,251.75 |
5,270.75 |
5,341.50 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,612.00 |
5,575.00 |
5,417.75 |
|
R3 |
5,529.00 |
5,492.00 |
5,394.75 |
|
R2 |
5,446.00 |
5,446.00 |
5,387.25 |
|
R1 |
5,409.00 |
5,409.00 |
5,379.50 |
5,427.50 |
PP |
5,363.00 |
5,363.00 |
5,363.00 |
5,372.25 |
S1 |
5,326.00 |
5,326.00 |
5,364.50 |
5,344.50 |
S2 |
5,280.00 |
5,280.00 |
5,356.75 |
|
S3 |
5,197.00 |
5,243.00 |
5,349.25 |
|
S4 |
5,114.00 |
5,160.00 |
5,326.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,400.00 |
5,317.00 |
83.00 |
1.5% |
40.75 |
0.8% |
53% |
False |
False |
191,856 |
10 |
5,400.00 |
5,299.00 |
101.00 |
1.9% |
38.00 |
0.7% |
61% |
False |
False |
191,473 |
20 |
5,400.00 |
5,140.25 |
259.75 |
4.8% |
36.25 |
0.7% |
85% |
False |
False |
177,808 |
40 |
5,400.00 |
4,952.50 |
447.50 |
8.3% |
38.25 |
0.7% |
91% |
False |
False |
181,219 |
60 |
5,400.00 |
4,762.50 |
637.50 |
11.9% |
42.00 |
0.8% |
94% |
False |
False |
172,979 |
80 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
51.25 |
1.0% |
95% |
False |
False |
129,974 |
100 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
51.75 |
1.0% |
95% |
False |
False |
104,063 |
120 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
51.00 |
1.0% |
95% |
False |
False |
86,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,525.50 |
2.618 |
5,467.50 |
1.618 |
5,432.00 |
1.000 |
5,410.00 |
0.618 |
5,396.50 |
HIGH |
5,374.50 |
0.618 |
5,361.00 |
0.500 |
5,356.75 |
0.382 |
5,352.50 |
LOW |
5,339.00 |
0.618 |
5,317.00 |
1.000 |
5,303.50 |
1.618 |
5,281.50 |
2.618 |
5,246.00 |
4.250 |
5,188.00 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,359.50 |
5,366.50 |
PP |
5,358.25 |
5,364.50 |
S1 |
5,356.75 |
5,362.75 |
|