Trading Metrics calculated at close of trading on 30-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,253.0 |
1,256.1 |
3.1 |
0.2% |
1,232.6 |
High |
1,257.5 |
1,256.5 |
-1.0 |
-0.1% |
1,256.4 |
Low |
1,250.0 |
1,244.2 |
-5.8 |
-0.5% |
1,229.8 |
Close |
1,256.8 |
1,248.0 |
-8.8 |
-0.7% |
1,251.7 |
Range |
7.5 |
12.3 |
4.8 |
64.0% |
26.6 |
ATR |
13.4 |
13.3 |
-0.1 |
-0.4% |
0.0 |
Volume |
166,685 |
217,657 |
50,972 |
30.6% |
189,258 |
|
Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.5 |
1,279.5 |
1,254.8 |
|
R3 |
1,274.2 |
1,267.2 |
1,251.4 |
|
R2 |
1,261.9 |
1,261.9 |
1,250.3 |
|
R1 |
1,254.9 |
1,254.9 |
1,249.1 |
1,252.3 |
PP |
1,249.6 |
1,249.6 |
1,249.6 |
1,248.2 |
S1 |
1,242.6 |
1,242.6 |
1,246.9 |
1,240.0 |
S2 |
1,237.3 |
1,237.3 |
1,245.7 |
|
S3 |
1,225.0 |
1,230.3 |
1,244.6 |
|
S4 |
1,212.7 |
1,218.0 |
1,241.2 |
|
|
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% |
11.8 |
0.9% |
21% |
False |
False |
123,457 |
10 |
1,264.2 |
1,227.3 |
36.9 |
3.0% |
11.2 |
0.9% |
56% |
False |
False |
77,744 |
20 |
1,264.2 |
1,198.0 |
66.2 |
5.3% |
12.2 |
1.0% |
76% |
False |
False |
48,919 |
40 |
1,268.1 |
1,198.0 |
70.1 |
5.6% |
13.0 |
1.0% |
71% |
False |
False |
28,052 |
60 |
1,268.1 |
1,162.4 |
105.7 |
8.5% |
13.5 |
1.1% |
81% |
False |
False |
20,846 |
80 |
1,268.1 |
1,129.8 |
138.3 |
11.1% |
13.5 |
1.1% |
85% |
False |
False |
16,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.8 |
2.618 |
1,288.7 |
1.618 |
1,276.4 |
1.000 |
1,268.8 |
0.618 |
1,264.1 |
HIGH |
1,256.5 |
0.618 |
1,251.8 |
0.500 |
1,250.4 |
0.382 |
1,248.9 |
LOW |
1,244.2 |
0.618 |
1,236.6 |
1.000 |
1,231.9 |
1.618 |
1,224.3 |
2.618 |
1,212.0 |
4.250 |
1,191.9 |
|
|
Fisher Pivots for day following 30-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,250.4 |
1,252.8 |
PP |
1,249.6 |
1,251.2 |
S1 |
1,248.8 |
1,249.6 |
|