Trading Metrics calculated at close of trading on 22-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,237.0 |
1,247.7 |
10.7 |
0.9% |
1,208.9 |
High |
1,250.9 |
1,254.6 |
3.7 |
0.3% |
1,236.9 |
Low |
1,229.8 |
1,246.9 |
17.1 |
1.4% |
1,200.0 |
Close |
1,249.6 |
1,252.8 |
3.2 |
0.3% |
1,233.2 |
Range |
21.1 |
7.7 |
-13.4 |
-63.5% |
36.9 |
ATR |
14.6 |
14.1 |
-0.5 |
-3.4% |
0.0 |
Volume |
51,208 |
31,663 |
-19,545 |
-38.2% |
109,924 |
|
Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.5 |
1,271.4 |
1,257.0 |
|
R3 |
1,266.8 |
1,263.7 |
1,254.9 |
|
R2 |
1,259.1 |
1,259.1 |
1,254.2 |
|
R1 |
1,256.0 |
1,256.0 |
1,253.5 |
1,257.6 |
PP |
1,251.4 |
1,251.4 |
1,251.4 |
1,252.2 |
S1 |
1,248.3 |
1,248.3 |
1,252.1 |
1,249.9 |
S2 |
1,243.7 |
1,243.7 |
1,251.4 |
|
S3 |
1,236.0 |
1,240.6 |
1,250.7 |
|
S4 |
1,228.3 |
1,232.9 |
1,248.6 |
|
|
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 |
1,254.6 |
1,221.3 |
33.3 |
2.7% |
11.6 |
0.9% |
95% |
True |
False |
27,618 |
10 |
1,254.6 |
1,198.0 |
56.6 |
4.5% |
12.3 |
1.0% |
97% |
True |
False |
25,014 |
20 |
1,268.1 |
1,198.0 |
70.1 |
5.6% |
12.9 |
1.0% |
78% |
False |
False |
19,776 |
40 |
1,268.1 |
1,186.0 |
82.1 |
6.6% |
13.5 |
1.1% |
81% |
False |
False |
12,561 |
60 |
1,268.1 |
1,135.7 |
132.4 |
10.6% |
13.6 |
1.1% |
88% |
False |
False |
10,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.3 |
2.618 |
1,274.8 |
1.618 |
1,267.1 |
1.000 |
1,262.3 |
0.618 |
1,259.4 |
HIGH |
1,254.6 |
0.618 |
1,251.7 |
0.500 |
1,250.8 |
0.382 |
1,249.8 |
LOW |
1,246.9 |
0.618 |
1,242.1 |
1.000 |
1,239.2 |
1.618 |
1,234.4 |
2.618 |
1,226.7 |
4.250 |
1,214.2 |
|
|
Fisher Pivots for day following 22-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,252.1 |
1,249.3 |
PP |
1,251.4 |
1,245.7 |
S1 |
1,250.8 |
1,242.2 |
|