Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,248.2 |
1,247.2 |
-1.0 |
-0.1% |
1,232.6 |
High |
1,255.0 |
1,264.2 |
9.2 |
0.7% |
1,256.4 |
Low |
1,243.7 |
1,247.2 |
3.5 |
0.3% |
1,229.8 |
Close |
1,251.7 |
1,258.8 |
7.1 |
0.6% |
1,251.7 |
Range |
11.3 |
17.0 |
5.7 |
50.4% |
26.6 |
ATR |
13.7 |
13.9 |
0.2 |
1.7% |
0.0 |
Volume |
51,108 |
70,825 |
19,717 |
38.6% |
189,258 |
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.7 |
1,300.3 |
1,268.2 |
|
R3 |
1,290.7 |
1,283.3 |
1,263.5 |
|
R2 |
1,273.7 |
1,273.7 |
1,261.9 |
|
R1 |
1,266.3 |
1,266.3 |
1,260.4 |
1,270.0 |
PP |
1,256.7 |
1,256.7 |
1,256.7 |
1,258.6 |
S1 |
1,249.3 |
1,249.3 |
1,257.2 |
1,253.0 |
S2 |
1,239.7 |
1,239.7 |
1,255.7 |
|
S3 |
1,222.7 |
1,232.3 |
1,254.1 |
|
S4 |
1,205.7 |
1,215.3 |
1,249.5 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.8 |
1,315.3 |
1,266.3 |
|
R3 |
1,299.2 |
1,288.7 |
1,259.0 |
|
R2 |
1,272.6 |
1,272.6 |
1,256.6 |
|
R1 |
1,262.1 |
1,262.1 |
1,254.1 |
1,267.4 |
PP |
1,246.0 |
1,246.0 |
1,246.0 |
1,248.6 |
S1 |
1,235.5 |
1,235.5 |
1,249.3 |
1,240.8 |
S2 |
1,219.4 |
1,219.4 |
1,246.8 |
|
S3 |
1,192.8 |
1,208.9 |
1,244.4 |
|
S4 |
1,166.2 |
1,182.3 |
1,237.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,264.2 |
1,229.8 |
34.4 |
2.7% |
13.6 |
1.1% |
84% |
True |
False |
48,919 |
10 |
1,264.2 |
1,200.0 |
64.2 |
5.1% |
13.2 |
1.1% |
92% |
True |
False |
34,739 |
20 |
1,264.2 |
1,198.0 |
66.2 |
5.3% |
12.9 |
1.0% |
92% |
True |
False |
26,387 |
40 |
1,268.1 |
1,193.3 |
74.8 |
5.9% |
13.4 |
1.1% |
88% |
False |
False |
16,011 |
60 |
1,268.1 |
1,149.8 |
118.3 |
9.4% |
13.8 |
1.1% |
92% |
False |
False |
12,742 |
80 |
1,268.1 |
1,129.8 |
138.3 |
11.0% |
13.7 |
1.1% |
93% |
False |
False |
10,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.5 |
2.618 |
1,308.7 |
1.618 |
1,291.7 |
1.000 |
1,281.2 |
0.618 |
1,274.7 |
HIGH |
1,264.2 |
0.618 |
1,257.7 |
0.500 |
1,255.7 |
0.382 |
1,253.7 |
LOW |
1,247.2 |
0.618 |
1,236.7 |
1.000 |
1,230.2 |
1.618 |
1,219.7 |
2.618 |
1,202.7 |
4.250 |
1,175.0 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,257.8 |
1,257.2 |
PP |
1,256.7 |
1,255.6 |
S1 |
1,255.7 |
1,254.0 |
|