Trading Metrics calculated at close of trading on 30-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,250.8 |
1,253.1 |
2.3 |
0.2% |
1,229.0 |
High |
1,254.4 |
1,253.6 |
-0.8 |
-0.1% |
1,253.3 |
Low |
1,246.9 |
1,241.1 |
-5.8 |
-0.5% |
1,226.6 |
Close |
1,253.7 |
1,245.0 |
-8.7 |
-0.7% |
1,248.5 |
Range |
7.5 |
12.5 |
5.0 |
66.7% |
26.7 |
ATR |
13.4 |
13.4 |
-0.1 |
-0.4% |
0.0 |
Volume |
190,678 |
51,328 |
-139,350 |
-73.1% |
1,070,754 |
|
Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.1 |
1,277.0 |
1,251.9 |
|
R3 |
1,271.6 |
1,264.5 |
1,248.4 |
|
R2 |
1,259.1 |
1,259.1 |
1,247.3 |
|
R1 |
1,252.0 |
1,252.0 |
1,246.1 |
1,249.3 |
PP |
1,246.6 |
1,246.6 |
1,246.6 |
1,245.2 |
S1 |
1,239.5 |
1,239.5 |
1,243.9 |
1,236.8 |
S2 |
1,234.1 |
1,234.1 |
1,242.7 |
|
S3 |
1,221.6 |
1,227.0 |
1,241.6 |
|
S4 |
1,209.1 |
1,214.5 |
1,238.1 |
|
|
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% |
11.6 |
0.9% |
21% |
False |
False |
186,017 |
10 |
1,261.0 |
1,224.0 |
37.0 |
3.0% |
11.1 |
0.9% |
57% |
False |
False |
194,642 |
20 |
1,261.0 |
1,194.5 |
66.5 |
5.3% |
12.3 |
1.0% |
76% |
False |
False |
208,086 |
40 |
1,264.9 |
1,194.5 |
70.4 |
5.7% |
13.2 |
1.1% |
72% |
False |
False |
217,442 |
60 |
1,264.9 |
1,159.7 |
105.2 |
8.4% |
13.9 |
1.1% |
81% |
False |
False |
167,794 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.1% |
13.9 |
1.1% |
86% |
False |
False |
127,156 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.4% |
15.4 |
1.2% |
54% |
False |
False |
102,741 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.4% |
14.6 |
1.2% |
54% |
False |
False |
86,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,306.7 |
2.618 |
1,286.3 |
1.618 |
1,273.8 |
1.000 |
1,266.1 |
0.618 |
1,261.3 |
HIGH |
1,253.6 |
0.618 |
1,248.8 |
0.500 |
1,247.4 |
0.382 |
1,245.9 |
LOW |
1,241.1 |
0.618 |
1,233.4 |
1.000 |
1,228.6 |
1.618 |
1,220.9 |
2.618 |
1,208.4 |
4.250 |
1,188.0 |
|
|
Fisher Pivots for day following 30-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,247.4 |
1,249.8 |
PP |
1,246.6 |
1,248.2 |
S1 |
1,245.8 |
1,246.6 |
|