Trading Metrics calculated at close of trading on 22-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,234.2 |
1,244.5 |
10.3 |
0.8% |
1,205.0 |
High |
1,247.7 |
1,251.5 |
3.8 |
0.3% |
1,234.0 |
Low |
1,226.6 |
1,243.8 |
17.2 |
1.4% |
1,196.8 |
Close |
1,246.5 |
1,249.7 |
3.2 |
0.3% |
1,230.2 |
Range |
21.1 |
7.7 |
-13.4 |
-63.5% |
37.2 |
ATR |
14.9 |
14.4 |
-0.5 |
-3.4% |
0.0 |
Volume |
285,634 |
216,447 |
-69,187 |
-24.2% |
1,033,010 |
|
Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.4 |
1,268.3 |
1,253.9 |
|
R3 |
1,263.7 |
1,260.6 |
1,251.8 |
|
R2 |
1,256.0 |
1,256.0 |
1,251.1 |
|
R1 |
1,252.9 |
1,252.9 |
1,250.4 |
1,254.5 |
PP |
1,248.3 |
1,248.3 |
1,248.3 |
1,249.1 |
S1 |
1,245.2 |
1,245.2 |
1,249.0 |
1,246.8 |
S2 |
1,240.6 |
1,240.6 |
1,248.3 |
|
S3 |
1,232.9 |
1,237.5 |
1,247.6 |
|
S4 |
1,225.2 |
1,229.8 |
1,245.5 |
|
|
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 |
1,251.5 |
1,218.1 |
33.4 |
2.7% |
11.8 |
0.9% |
95% |
True |
False |
207,891 |
10 |
1,251.5 |
1,194.5 |
57.0 |
4.6% |
12.5 |
1.0% |
97% |
True |
False |
215,278 |
20 |
1,264.9 |
1,194.5 |
70.4 |
5.6% |
13.2 |
1.1% |
78% |
False |
False |
225,809 |
40 |
1,264.9 |
1,182.6 |
82.3 |
6.6% |
13.9 |
1.1% |
82% |
False |
False |
212,707 |
60 |
1,264.9 |
1,132.8 |
132.1 |
10.6% |
14.1 |
1.1% |
88% |
False |
False |
149,095 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.0% |
14.3 |
1.1% |
89% |
False |
False |
112,940 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
15.6 |
1.2% |
57% |
False |
False |
91,216 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
14.9 |
1.2% |
57% |
False |
False |
76,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.2 |
2.618 |
1,271.7 |
1.618 |
1,264.0 |
1.000 |
1,259.2 |
0.618 |
1,256.3 |
HIGH |
1,251.5 |
0.618 |
1,248.6 |
0.500 |
1,247.7 |
0.382 |
1,246.7 |
LOW |
1,243.8 |
0.618 |
1,239.0 |
1.000 |
1,236.1 |
1.618 |
1,231.3 |
2.618 |
1,223.6 |
4.250 |
1,211.1 |
|
|
Fisher Pivots for day following 22-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,249.0 |
1,246.2 |
PP |
1,248.3 |
1,242.6 |
S1 |
1,247.7 |
1,239.1 |
|