Trading Metrics calculated at close of trading on 28-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,247.2 |
1,257.1 |
9.9 |
0.8% |
1,232.6 |
High |
1,264.2 |
1,261.4 |
-2.8 |
-0.2% |
1,256.4 |
Low |
1,247.2 |
1,250.5 |
3.3 |
0.3% |
1,229.8 |
Close |
1,258.8 |
1,258.8 |
0.0 |
0.0% |
1,251.7 |
Range |
17.0 |
10.9 |
-6.1 |
-35.9% |
26.6 |
ATR |
13.9 |
13.7 |
-0.2 |
-1.6% |
0.0 |
Volume |
70,825 |
111,014 |
40,189 |
56.7% |
189,258 |
|
Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.6 |
1,285.1 |
1,264.8 |
|
R3 |
1,278.7 |
1,274.2 |
1,261.8 |
|
R2 |
1,267.8 |
1,267.8 |
1,260.8 |
|
R1 |
1,263.3 |
1,263.3 |
1,259.8 |
1,265.6 |
PP |
1,256.9 |
1,256.9 |
1,256.9 |
1,258.0 |
S1 |
1,252.4 |
1,252.4 |
1,257.8 |
1,254.7 |
S2 |
1,246.0 |
1,246.0 |
1,256.8 |
|
S3 |
1,235.1 |
1,241.5 |
1,255.8 |
|
S4 |
1,224.2 |
1,230.6 |
1,252.8 |
|
|
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 |
1,243.7 |
20.5 |
1.6% |
11.5 |
0.9% |
74% |
False |
False |
60,880 |
10 |
1,264.2 |
1,200.0 |
64.2 |
5.1% |
13.3 |
1.1% |
92% |
False |
False |
43,098 |
20 |
1,264.2 |
1,198.0 |
66.2 |
5.3% |
12.9 |
1.0% |
92% |
False |
False |
31,439 |
40 |
1,268.1 |
1,198.0 |
70.1 |
5.6% |
13.4 |
1.1% |
87% |
False |
False |
18,700 |
60 |
1,268.1 |
1,152.2 |
115.9 |
9.2% |
13.7 |
1.1% |
92% |
False |
False |
14,574 |
80 |
1,268.1 |
1,129.8 |
138.3 |
11.0% |
13.5 |
1.1% |
93% |
False |
False |
11,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,307.7 |
2.618 |
1,289.9 |
1.618 |
1,279.0 |
1.000 |
1,272.3 |
0.618 |
1,268.1 |
HIGH |
1,261.4 |
0.618 |
1,257.2 |
0.500 |
1,256.0 |
0.382 |
1,254.7 |
LOW |
1,250.5 |
0.618 |
1,243.8 |
1.000 |
1,239.6 |
1.618 |
1,232.9 |
2.618 |
1,222.0 |
4.250 |
1,204.2 |
|
|
Fisher Pivots for day following 28-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,257.9 |
1,257.2 |
PP |
1,256.9 |
1,255.6 |
S1 |
1,256.0 |
1,254.0 |
|