Trading Metrics calculated at close of trading on 31-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,253.1 |
1,242.1 |
-11.0 |
-0.9% |
1,245.5 |
High |
1,253.6 |
1,248.8 |
-4.8 |
-0.4% |
1,261.0 |
Low |
1,241.1 |
1,238.7 |
-2.4 |
-0.2% |
1,238.7 |
Close |
1,245.0 |
1,247.3 |
2.3 |
0.2% |
1,247.3 |
Range |
12.5 |
10.1 |
-2.4 |
-19.2% |
22.3 |
ATR |
13.4 |
13.1 |
-0.2 |
-1.8% |
0.0 |
Volume |
51,328 |
8,223 |
-43,105 |
-84.0% |
730,741 |
|
Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.2 |
1,271.4 |
1,252.9 |
|
R3 |
1,265.1 |
1,261.3 |
1,250.1 |
|
R2 |
1,255.0 |
1,255.0 |
1,249.2 |
|
R1 |
1,251.2 |
1,251.2 |
1,248.2 |
1,253.1 |
PP |
1,244.9 |
1,244.9 |
1,244.9 |
1,245.9 |
S1 |
1,241.1 |
1,241.1 |
1,246.4 |
1,243.0 |
S2 |
1,234.8 |
1,234.8 |
1,245.4 |
|
S3 |
1,224.7 |
1,231.0 |
1,244.5 |
|
S4 |
1,214.6 |
1,220.9 |
1,241.7 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.9 |
1,303.9 |
1,259.6 |
|
R3 |
1,293.6 |
1,281.6 |
1,253.4 |
|
R2 |
1,271.3 |
1,271.3 |
1,251.4 |
|
R1 |
1,259.3 |
1,259.3 |
1,249.3 |
1,265.3 |
PP |
1,249.0 |
1,249.0 |
1,249.0 |
1,252.0 |
S1 |
1,237.0 |
1,237.0 |
1,245.3 |
1,243.0 |
S2 |
1,226.7 |
1,226.7 |
1,243.2 |
|
S3 |
1,204.4 |
1,214.7 |
1,241.2 |
|
S4 |
1,182.1 |
1,192.4 |
1,235.0 |
|
|
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 |
1,238.7 |
22.3 |
1.8% |
11.3 |
0.9% |
39% |
False |
True |
146,148 |
10 |
1,261.0 |
1,226.6 |
34.4 |
2.8% |
11.4 |
0.9% |
60% |
False |
False |
180,149 |
20 |
1,261.0 |
1,194.5 |
66.5 |
5.3% |
12.1 |
1.0% |
79% |
False |
False |
194,882 |
40 |
1,264.9 |
1,194.5 |
70.4 |
5.6% |
13.1 |
1.0% |
75% |
False |
False |
211,846 |
60 |
1,264.9 |
1,166.6 |
98.3 |
7.9% |
13.8 |
1.1% |
82% |
False |
False |
167,762 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.0% |
13.7 |
1.1% |
87% |
False |
False |
127,189 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.4% |
15.4 |
1.2% |
55% |
False |
False |
102,794 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.4% |
14.5 |
1.2% |
55% |
False |
False |
86,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,291.7 |
2.618 |
1,275.2 |
1.618 |
1,265.1 |
1.000 |
1,258.9 |
0.618 |
1,255.0 |
HIGH |
1,248.8 |
0.618 |
1,244.9 |
0.500 |
1,243.8 |
0.382 |
1,242.6 |
LOW |
1,238.7 |
0.618 |
1,232.5 |
1.000 |
1,228.6 |
1.618 |
1,222.4 |
2.618 |
1,212.3 |
4.250 |
1,195.8 |
|
|
Fisher Pivots for day following 31-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,246.1 |
1,247.1 |
PP |
1,244.9 |
1,246.8 |
S1 |
1,243.8 |
1,246.6 |
|