Trading Metrics calculated at close of trading on 23-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,244.5 |
1,248.6 |
4.1 |
0.3% |
1,205.0 |
High |
1,251.5 |
1,253.3 |
1.8 |
0.1% |
1,234.0 |
Low |
1,243.8 |
1,242.7 |
-1.1 |
-0.1% |
1,196.8 |
Close |
1,249.7 |
1,247.2 |
-2.5 |
-0.2% |
1,230.2 |
Range |
7.7 |
10.6 |
2.9 |
37.7% |
37.2 |
ATR |
14.4 |
14.1 |
-0.3 |
-1.9% |
0.0 |
Volume |
216,447 |
234,768 |
18,321 |
8.5% |
1,033,010 |
|
Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.5 |
1,274.0 |
1,253.0 |
|
R3 |
1,268.9 |
1,263.4 |
1,250.1 |
|
R2 |
1,258.3 |
1,258.3 |
1,249.1 |
|
R1 |
1,252.8 |
1,252.8 |
1,248.2 |
1,250.3 |
PP |
1,247.7 |
1,247.7 |
1,247.7 |
1,246.5 |
S1 |
1,242.2 |
1,242.2 |
1,246.2 |
1,239.7 |
S2 |
1,237.1 |
1,237.1 |
1,245.3 |
|
S3 |
1,226.5 |
1,231.6 |
1,244.3 |
|
S4 |
1,215.9 |
1,221.0 |
1,241.4 |
|
|
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 |
1,253.3 |
1,224.0 |
29.3 |
2.3% |
10.7 |
0.9% |
79% |
True |
False |
203,267 |
10 |
1,253.3 |
1,194.5 |
58.8 |
4.7% |
12.6 |
1.0% |
90% |
True |
False |
215,403 |
20 |
1,264.9 |
1,194.5 |
70.4 |
5.6% |
12.9 |
1.0% |
75% |
False |
False |
224,299 |
40 |
1,264.9 |
1,182.6 |
82.3 |
6.6% |
13.7 |
1.1% |
78% |
False |
False |
216,550 |
60 |
1,264.9 |
1,135.6 |
129.3 |
10.4% |
14.1 |
1.1% |
86% |
False |
False |
152,925 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.0% |
14.2 |
1.1% |
87% |
False |
False |
115,810 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.4% |
15.6 |
1.3% |
55% |
False |
False |
93,551 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.4% |
15.0 |
1.2% |
55% |
False |
False |
78,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,298.4 |
2.618 |
1,281.1 |
1.618 |
1,270.5 |
1.000 |
1,263.9 |
0.618 |
1,259.9 |
HIGH |
1,253.3 |
0.618 |
1,249.3 |
0.500 |
1,248.0 |
0.382 |
1,246.7 |
LOW |
1,242.7 |
0.618 |
1,236.1 |
1.000 |
1,232.1 |
1.618 |
1,225.5 |
2.618 |
1,214.9 |
4.250 |
1,197.7 |
|
|
Fisher Pivots for day following 23-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,248.0 |
1,244.8 |
PP |
1,247.7 |
1,242.4 |
S1 |
1,247.5 |
1,240.0 |
|