Trading Metrics calculated at close of trading on 20-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,226.2 |
1,229.0 |
2.8 |
0.2% |
1,205.0 |
High |
1,231.5 |
1,235.5 |
4.0 |
0.3% |
1,234.0 |
Low |
1,224.0 |
1,228.8 |
4.8 |
0.4% |
1,196.8 |
Close |
1,230.2 |
1,234.0 |
3.8 |
0.3% |
1,230.2 |
Range |
7.5 |
6.7 |
-0.8 |
-10.7% |
37.2 |
ATR |
15.0 |
14.4 |
-0.6 |
-4.0% |
0.0 |
Volume |
153,151 |
126,337 |
-26,814 |
-17.5% |
1,033,010 |
|
Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.9 |
1,250.1 |
1,237.7 |
|
R3 |
1,246.2 |
1,243.4 |
1,235.8 |
|
R2 |
1,239.5 |
1,239.5 |
1,235.2 |
|
R1 |
1,236.7 |
1,236.7 |
1,234.6 |
1,238.1 |
PP |
1,232.8 |
1,232.8 |
1,232.8 |
1,233.5 |
S1 |
1,230.0 |
1,230.0 |
1,233.4 |
1,231.4 |
S2 |
1,226.1 |
1,226.1 |
1,232.8 |
|
S3 |
1,219.4 |
1,223.3 |
1,232.2 |
|
S4 |
1,212.7 |
1,216.6 |
1,230.3 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.9 |
1,318.3 |
1,250.7 |
|
R3 |
1,294.7 |
1,281.1 |
1,240.4 |
|
R2 |
1,257.5 |
1,257.5 |
1,237.0 |
|
R1 |
1,243.9 |
1,243.9 |
1,233.6 |
1,250.7 |
PP |
1,220.3 |
1,220.3 |
1,220.3 |
1,223.8 |
S1 |
1,206.7 |
1,206.7 |
1,226.8 |
1,213.5 |
S2 |
1,183.1 |
1,183.1 |
1,223.4 |
|
S3 |
1,145.9 |
1,169.5 |
1,220.0 |
|
S4 |
1,108.7 |
1,132.3 |
1,209.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,235.5 |
1,196.8 |
38.7 |
3.1% |
13.2 |
1.1% |
96% |
True |
False |
197,086 |
10 |
1,235.5 |
1,194.5 |
41.0 |
3.3% |
12.2 |
1.0% |
96% |
True |
False |
206,551 |
20 |
1,264.9 |
1,194.5 |
70.4 |
5.7% |
12.9 |
1.0% |
56% |
False |
False |
223,748 |
40 |
1,264.9 |
1,182.6 |
82.3 |
6.7% |
13.8 |
1.1% |
62% |
False |
False |
202,240 |
60 |
1,264.9 |
1,132.0 |
132.9 |
10.8% |
13.8 |
1.1% |
77% |
False |
False |
140,881 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.2% |
14.5 |
1.2% |
78% |
False |
False |
106,808 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.6% |
15.6 |
1.3% |
49% |
False |
False |
86,216 |
120 |
1,349.2 |
1,127.2 |
222.0 |
18.0% |
14.9 |
1.2% |
48% |
False |
False |
72,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,264.0 |
2.618 |
1,253.0 |
1.618 |
1,246.3 |
1.000 |
1,242.2 |
0.618 |
1,239.6 |
HIGH |
1,235.5 |
0.618 |
1,232.9 |
0.500 |
1,232.2 |
0.382 |
1,231.4 |
LOW |
1,228.8 |
0.618 |
1,224.7 |
1.000 |
1,222.1 |
1.618 |
1,218.0 |
2.618 |
1,211.3 |
4.250 |
1,200.3 |
|
|
Fisher Pivots for day following 20-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,233.4 |
1,231.6 |
PP |
1,232.8 |
1,229.2 |
S1 |
1,232.2 |
1,226.8 |
|