Trading Metrics calculated at close of trading on 28-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,245.5 |
1,253.5 |
8.0 |
0.6% |
1,229.0 |
High |
1,261.0 |
1,258.4 |
-2.6 |
-0.2% |
1,253.3 |
Low |
1,245.5 |
1,247.3 |
1.8 |
0.1% |
1,226.6 |
Close |
1,255.7 |
1,255.6 |
-0.1 |
0.0% |
1,248.5 |
Range |
15.5 |
11.1 |
-4.4 |
-28.4% |
26.7 |
ATR |
14.0 |
13.8 |
-0.2 |
-1.5% |
0.0 |
Volume |
237,274 |
243,238 |
5,964 |
2.5% |
1,070,754 |
|
Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.1 |
1,282.4 |
1,261.7 |
|
R3 |
1,276.0 |
1,271.3 |
1,258.7 |
|
R2 |
1,264.9 |
1,264.9 |
1,257.6 |
|
R1 |
1,260.2 |
1,260.2 |
1,256.6 |
1,262.6 |
PP |
1,253.8 |
1,253.8 |
1,253.8 |
1,254.9 |
S1 |
1,249.1 |
1,249.1 |
1,254.6 |
1,251.5 |
S2 |
1,242.7 |
1,242.7 |
1,253.6 |
|
S3 |
1,231.6 |
1,238.0 |
1,252.5 |
|
S4 |
1,220.5 |
1,226.9 |
1,249.5 |
|
|
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 |
1,240.7 |
20.3 |
1.6% |
11.2 |
0.9% |
73% |
False |
False |
227,859 |
10 |
1,261.0 |
1,196.8 |
64.2 |
5.1% |
13.3 |
1.1% |
92% |
False |
False |
222,664 |
20 |
1,261.0 |
1,194.5 |
66.5 |
5.3% |
12.9 |
1.0% |
92% |
False |
False |
225,526 |
40 |
1,264.9 |
1,194.5 |
70.4 |
5.6% |
13.7 |
1.1% |
87% |
False |
False |
222,991 |
60 |
1,264.9 |
1,149.7 |
115.2 |
9.2% |
14.1 |
1.1% |
92% |
False |
False |
164,202 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.0% |
14.0 |
1.1% |
93% |
False |
False |
124,220 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
15.6 |
1.2% |
59% |
False |
False |
100,390 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
14.7 |
1.2% |
59% |
False |
False |
84,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,305.6 |
2.618 |
1,287.5 |
1.618 |
1,276.4 |
1.000 |
1,269.5 |
0.618 |
1,265.3 |
HIGH |
1,258.4 |
0.618 |
1,254.2 |
0.500 |
1,252.9 |
0.382 |
1,251.5 |
LOW |
1,247.3 |
0.618 |
1,240.4 |
1.000 |
1,236.2 |
1.618 |
1,229.3 |
2.618 |
1,218.2 |
4.250 |
1,200.1 |
|
|
Fisher Pivots for day following 28-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,254.7 |
1,254.0 |
PP |
1,253.8 |
1,252.4 |
S1 |
1,252.9 |
1,250.9 |
|