Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,245.0 |
1,245.5 |
0.5 |
0.0% |
1,229.0 |
High |
1,251.9 |
1,261.0 |
9.1 |
0.7% |
1,253.3 |
Low |
1,240.7 |
1,245.5 |
4.8 |
0.4% |
1,226.6 |
Close |
1,248.5 |
1,255.7 |
7.2 |
0.6% |
1,248.5 |
Range |
11.2 |
15.5 |
4.3 |
38.4% |
26.7 |
ATR |
13.9 |
14.0 |
0.1 |
0.8% |
0.0 |
Volume |
207,568 |
237,274 |
29,706 |
14.3% |
1,070,754 |
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.6 |
1,293.6 |
1,264.2 |
|
R3 |
1,285.1 |
1,278.1 |
1,260.0 |
|
R2 |
1,269.6 |
1,269.6 |
1,258.5 |
|
R1 |
1,262.6 |
1,262.6 |
1,257.1 |
1,266.1 |
PP |
1,254.1 |
1,254.1 |
1,254.1 |
1,255.8 |
S1 |
1,247.1 |
1,247.1 |
1,254.3 |
1,250.6 |
S2 |
1,238.6 |
1,238.6 |
1,252.9 |
|
S3 |
1,223.1 |
1,231.6 |
1,251.4 |
|
S4 |
1,207.6 |
1,216.1 |
1,247.2 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.9 |
1,312.4 |
1,263.2 |
|
R3 |
1,296.2 |
1,285.7 |
1,255.8 |
|
R2 |
1,269.5 |
1,269.5 |
1,253.4 |
|
R1 |
1,259.0 |
1,259.0 |
1,250.9 |
1,264.3 |
PP |
1,242.8 |
1,242.8 |
1,242.8 |
1,245.4 |
S1 |
1,232.3 |
1,232.3 |
1,246.1 |
1,237.6 |
S2 |
1,216.1 |
1,216.1 |
1,243.6 |
|
S3 |
1,189.4 |
1,205.6 |
1,241.2 |
|
S4 |
1,162.7 |
1,178.9 |
1,233.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,261.0 |
1,226.6 |
34.4 |
2.7% |
13.2 |
1.1% |
85% |
True |
False |
236,338 |
10 |
1,261.0 |
1,196.8 |
64.2 |
5.1% |
13.2 |
1.1% |
92% |
True |
False |
216,712 |
20 |
1,261.0 |
1,194.5 |
66.5 |
5.3% |
12.9 |
1.0% |
92% |
True |
False |
225,111 |
40 |
1,264.9 |
1,190.0 |
74.9 |
6.0% |
13.7 |
1.1% |
88% |
False |
False |
221,705 |
60 |
1,264.9 |
1,145.5 |
119.4 |
9.5% |
14.2 |
1.1% |
92% |
False |
False |
160,245 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.0% |
14.2 |
1.1% |
93% |
False |
False |
121,246 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
15.6 |
1.2% |
59% |
False |
False |
97,983 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
15.0 |
1.2% |
59% |
False |
False |
82,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,326.9 |
2.618 |
1,301.6 |
1.618 |
1,286.1 |
1.000 |
1,276.5 |
0.618 |
1,270.6 |
HIGH |
1,261.0 |
0.618 |
1,255.1 |
0.500 |
1,253.3 |
0.382 |
1,251.4 |
LOW |
1,245.5 |
0.618 |
1,235.9 |
1.000 |
1,230.0 |
1.618 |
1,220.4 |
2.618 |
1,204.9 |
4.250 |
1,179.6 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,254.9 |
1,254.1 |
PP |
1,254.1 |
1,252.5 |
S1 |
1,253.3 |
1,250.9 |
|