Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,232.6 |
1,237.0 |
4.4 |
0.4% |
1,208.9 |
High |
1,238.3 |
1,250.9 |
12.6 |
1.0% |
1,236.9 |
Low |
1,232.0 |
1,229.8 |
-2.2 |
-0.2% |
1,200.0 |
Close |
1,237.2 |
1,249.6 |
12.4 |
1.0% |
1,233.2 |
Range |
6.3 |
21.1 |
14.8 |
234.9% |
36.9 |
ATR |
14.1 |
14.6 |
0.5 |
3.5% |
0.0 |
Volume |
15,488 |
51,208 |
35,720 |
230.6% |
109,924 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.7 |
1,299.3 |
1,261.2 |
|
R3 |
1,285.6 |
1,278.2 |
1,255.4 |
|
R2 |
1,264.5 |
1,264.5 |
1,253.5 |
|
R1 |
1,257.1 |
1,257.1 |
1,251.5 |
1,260.8 |
PP |
1,243.4 |
1,243.4 |
1,243.4 |
1,245.3 |
S1 |
1,236.0 |
1,236.0 |
1,247.7 |
1,239.7 |
S2 |
1,222.3 |
1,222.3 |
1,245.7 |
|
S3 |
1,201.2 |
1,214.9 |
1,243.8 |
|
S4 |
1,180.1 |
1,193.8 |
1,238.0 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.1 |
1,320.5 |
1,253.5 |
|
R3 |
1,297.2 |
1,283.6 |
1,243.3 |
|
R2 |
1,260.3 |
1,260.3 |
1,240.0 |
|
R1 |
1,246.7 |
1,246.7 |
1,236.6 |
1,253.5 |
PP |
1,223.4 |
1,223.4 |
1,223.4 |
1,226.8 |
S1 |
1,209.8 |
1,209.8 |
1,229.8 |
1,216.6 |
S2 |
1,186.5 |
1,186.5 |
1,226.4 |
|
S3 |
1,149.6 |
1,172.9 |
1,223.1 |
|
S4 |
1,112.7 |
1,136.0 |
1,212.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,250.9 |
1,200.0 |
50.9 |
4.1% |
15.0 |
1.2% |
97% |
True |
False |
25,316 |
10 |
1,250.9 |
1,198.0 |
52.9 |
4.2% |
12.8 |
1.0% |
98% |
True |
False |
23,561 |
20 |
1,268.1 |
1,198.0 |
70.1 |
5.6% |
13.1 |
1.0% |
74% |
False |
False |
18,361 |
40 |
1,268.1 |
1,186.0 |
82.1 |
6.6% |
13.7 |
1.1% |
77% |
False |
False |
11,997 |
60 |
1,268.1 |
1,134.6 |
133.5 |
10.7% |
13.6 |
1.1% |
86% |
False |
False |
9,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.6 |
2.618 |
1,306.1 |
1.618 |
1,285.0 |
1.000 |
1,272.0 |
0.618 |
1,263.9 |
HIGH |
1,250.9 |
0.618 |
1,242.8 |
0.500 |
1,240.4 |
0.382 |
1,237.9 |
LOW |
1,229.8 |
0.618 |
1,216.8 |
1.000 |
1,208.7 |
1.618 |
1,195.7 |
2.618 |
1,174.6 |
4.250 |
1,140.1 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,246.5 |
1,246.1 |
PP |
1,243.4 |
1,242.6 |
S1 |
1,240.4 |
1,239.1 |
|