Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,229.0 |
1,234.2 |
5.2 |
0.4% |
1,205.0 |
High |
1,235.5 |
1,247.7 |
12.2 |
1.0% |
1,234.0 |
Low |
1,228.8 |
1,226.6 |
-2.2 |
-0.2% |
1,196.8 |
Close |
1,234.0 |
1,246.5 |
12.5 |
1.0% |
1,230.2 |
Range |
6.7 |
21.1 |
14.4 |
214.9% |
37.2 |
ATR |
14.4 |
14.9 |
0.5 |
3.3% |
0.0 |
Volume |
126,337 |
285,634 |
159,297 |
126.1% |
1,033,010 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.6 |
1,296.1 |
1,258.1 |
|
R3 |
1,282.5 |
1,275.0 |
1,252.3 |
|
R2 |
1,261.4 |
1,261.4 |
1,250.4 |
|
R1 |
1,253.9 |
1,253.9 |
1,248.4 |
1,257.7 |
PP |
1,240.3 |
1,240.3 |
1,240.3 |
1,242.1 |
S1 |
1,232.8 |
1,232.8 |
1,244.6 |
1,236.6 |
S2 |
1,219.2 |
1,219.2 |
1,242.6 |
|
S3 |
1,198.1 |
1,211.7 |
1,240.7 |
|
S4 |
1,177.0 |
1,190.6 |
1,234.9 |
|
|
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 |
1,247.7 |
1,196.8 |
50.9 |
4.1% |
15.3 |
1.2% |
98% |
True |
False |
217,469 |
10 |
1,247.7 |
1,194.5 |
53.2 |
4.3% |
13.0 |
1.0% |
98% |
True |
False |
214,744 |
20 |
1,264.9 |
1,194.5 |
70.4 |
5.6% |
13.3 |
1.1% |
74% |
False |
False |
225,054 |
40 |
1,264.9 |
1,182.6 |
82.3 |
6.6% |
14.1 |
1.1% |
78% |
False |
False |
208,531 |
60 |
1,264.9 |
1,132.0 |
132.9 |
10.7% |
14.0 |
1.1% |
86% |
False |
False |
145,521 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.0% |
14.6 |
1.2% |
87% |
False |
False |
110,343 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.4% |
15.6 |
1.3% |
55% |
False |
False |
89,062 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.4% |
14.9 |
1.2% |
55% |
False |
False |
74,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.4 |
2.618 |
1,302.9 |
1.618 |
1,281.8 |
1.000 |
1,268.8 |
0.618 |
1,260.7 |
HIGH |
1,247.7 |
0.618 |
1,239.6 |
0.500 |
1,237.2 |
0.382 |
1,234.7 |
LOW |
1,226.6 |
0.618 |
1,213.6 |
1.000 |
1,205.5 |
1.618 |
1,192.5 |
2.618 |
1,171.4 |
4.250 |
1,136.9 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,243.4 |
1,243.0 |
PP |
1,240.3 |
1,239.4 |
S1 |
1,237.2 |
1,235.9 |
|