| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
20,859 |
20,813 |
-46 |
-0.2% |
20,745 |
| High |
20,910 |
20,861 |
-49 |
-0.2% |
21,106 |
| Low |
20,793 |
20,742 |
-51 |
-0.2% |
20,698 |
| Close |
20,823 |
20,828 |
5 |
0.0% |
20,932 |
| Range |
117 |
119 |
2 |
1.7% |
408 |
| ATR |
123 |
123 |
0 |
-0.3% |
0 |
| Volume |
8,117 |
40,951 |
32,834 |
404.5% |
4,497 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,167 |
21,117 |
20,894 |
|
| R3 |
21,048 |
20,998 |
20,861 |
|
| R2 |
20,929 |
20,929 |
20,850 |
|
| R1 |
20,879 |
20,879 |
20,839 |
20,904 |
| PP |
20,810 |
20,810 |
20,810 |
20,823 |
| S1 |
20,760 |
20,760 |
20,817 |
20,785 |
| S2 |
20,691 |
20,691 |
20,806 |
|
| S3 |
20,572 |
20,641 |
20,795 |
|
| S4 |
20,453 |
20,522 |
20,763 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,136 |
21,942 |
21,157 |
|
| R3 |
21,728 |
21,534 |
21,044 |
|
| R2 |
21,320 |
21,320 |
21,007 |
|
| R1 |
21,126 |
21,126 |
20,970 |
21,223 |
| PP |
20,912 |
20,912 |
20,912 |
20,961 |
| S1 |
20,718 |
20,718 |
20,895 |
20,815 |
| S2 |
20,504 |
20,504 |
20,857 |
|
| S3 |
20,096 |
20,310 |
20,820 |
|
| S4 |
19,688 |
19,902 |
20,708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,988 |
20,742 |
246 |
1.2% |
98 |
0.5% |
35% |
False |
True |
10,663 |
| 10 |
21,106 |
20,637 |
469 |
2.3% |
123 |
0.6% |
41% |
False |
False |
5,757 |
| 20 |
21,106 |
19,921 |
1,185 |
5.7% |
126 |
0.6% |
77% |
False |
False |
2,992 |
| 40 |
21,106 |
19,552 |
1,554 |
7.5% |
126 |
0.6% |
82% |
False |
False |
1,549 |
| 60 |
21,106 |
19,552 |
1,554 |
7.5% |
118 |
0.6% |
82% |
False |
False |
1,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,367 |
|
2.618 |
21,173 |
|
1.618 |
21,054 |
|
1.000 |
20,980 |
|
0.618 |
20,935 |
|
HIGH |
20,861 |
|
0.618 |
20,816 |
|
0.500 |
20,802 |
|
0.382 |
20,788 |
|
LOW |
20,742 |
|
0.618 |
20,669 |
|
1.000 |
20,623 |
|
1.618 |
20,550 |
|
2.618 |
20,431 |
|
4.250 |
20,236 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,819 |
20,829 |
| PP |
20,810 |
20,829 |
| S1 |
20,802 |
20,828 |
|