| 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 |
19,250 |
19,370 |
120 |
0.6% |
19,425 |
| High |
19,395 |
19,600 |
205 |
1.1% |
19,600 |
| Low |
19,215 |
19,370 |
155 |
0.8% |
19,145 |
| Close |
19,365 |
19,520 |
155 |
0.8% |
19,520 |
| Range |
180 |
230 |
50 |
27.8% |
455 |
| ATR |
234 |
234 |
0 |
0.0% |
0 |
| Volume |
10,083 |
13,274 |
3,191 |
31.6% |
69,609 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,187 |
20,083 |
19,647 |
|
| R3 |
19,957 |
19,853 |
19,583 |
|
| R2 |
19,727 |
19,727 |
19,562 |
|
| R1 |
19,623 |
19,623 |
19,541 |
19,675 |
| PP |
19,497 |
19,497 |
19,497 |
19,523 |
| S1 |
19,393 |
19,393 |
19,499 |
19,445 |
| S2 |
19,267 |
19,267 |
19,478 |
|
| S3 |
19,037 |
19,163 |
19,457 |
|
| S4 |
18,807 |
18,933 |
19,394 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,787 |
20,608 |
19,770 |
|
| R3 |
20,332 |
20,153 |
19,645 |
|
| R2 |
19,877 |
19,877 |
19,604 |
|
| R1 |
19,698 |
19,698 |
19,562 |
19,788 |
| PP |
19,422 |
19,422 |
19,422 |
19,466 |
| S1 |
19,243 |
19,243 |
19,478 |
19,333 |
| S2 |
18,967 |
18,967 |
19,437 |
|
| S3 |
18,512 |
18,788 |
19,395 |
|
| S4 |
18,057 |
18,333 |
19,270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,600 |
19,145 |
455 |
2.3% |
199 |
1.0% |
82% |
True |
False |
13,921 |
| 10 |
19,640 |
18,960 |
680 |
3.5% |
224 |
1.1% |
82% |
False |
False |
7,430 |
| 20 |
19,640 |
18,960 |
680 |
3.5% |
227 |
1.2% |
82% |
False |
False |
3,755 |
| 40 |
19,640 |
18,645 |
995 |
5.1% |
234 |
1.2% |
88% |
False |
False |
1,883 |
| 60 |
19,650 |
18,645 |
1,005 |
5.1% |
201 |
1.0% |
87% |
False |
False |
1,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,578 |
|
2.618 |
20,202 |
|
1.618 |
19,972 |
|
1.000 |
19,830 |
|
0.618 |
19,742 |
|
HIGH |
19,600 |
|
0.618 |
19,512 |
|
0.500 |
19,485 |
|
0.382 |
19,458 |
|
LOW |
19,370 |
|
0.618 |
19,228 |
|
1.000 |
19,140 |
|
1.618 |
18,998 |
|
2.618 |
18,768 |
|
4.250 |
18,393 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,508 |
19,471 |
| PP |
19,497 |
19,422 |
| S1 |
19,485 |
19,373 |
|