Trading Metrics calculated at close of trading on 31-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,256.1 |
1,244.6 |
-11.5 |
-0.9% |
1,247.2 |
High |
1,256.5 |
1,252.8 |
-3.7 |
-0.3% |
1,264.2 |
Low |
1,244.2 |
1,241.5 |
-2.7 |
-0.2% |
1,241.5 |
Close |
1,248.0 |
1,251.2 |
3.2 |
0.3% |
1,251.2 |
Range |
12.3 |
11.3 |
-1.0 |
-8.1% |
22.7 |
ATR |
13.3 |
13.2 |
-0.1 |
-1.1% |
0.0 |
Volume |
217,657 |
165,212 |
-52,445 |
-24.1% |
731,393 |
|
Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.4 |
1,278.1 |
1,257.4 |
|
R3 |
1,271.1 |
1,266.8 |
1,254.3 |
|
R2 |
1,259.8 |
1,259.8 |
1,253.3 |
|
R1 |
1,255.5 |
1,255.5 |
1,252.2 |
1,257.7 |
PP |
1,248.5 |
1,248.5 |
1,248.5 |
1,249.6 |
S1 |
1,244.2 |
1,244.2 |
1,250.2 |
1,246.4 |
S2 |
1,237.2 |
1,237.2 |
1,249.1 |
|
S3 |
1,225.9 |
1,232.9 |
1,248.1 |
|
S4 |
1,214.6 |
1,221.6 |
1,245.0 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.4 |
1,308.5 |
1,263.7 |
|
R3 |
1,297.7 |
1,285.8 |
1,257.4 |
|
R2 |
1,275.0 |
1,275.0 |
1,255.4 |
|
R1 |
1,263.1 |
1,263.1 |
1,253.3 |
1,269.1 |
PP |
1,252.3 |
1,252.3 |
1,252.3 |
1,255.3 |
S1 |
1,240.4 |
1,240.4 |
1,249.1 |
1,246.4 |
S2 |
1,229.6 |
1,229.6 |
1,247.0 |
|
S3 |
1,206.9 |
1,217.7 |
1,245.0 |
|
S4 |
1,184.2 |
1,195.0 |
1,238.7 |
|
|
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 |
1,241.5 |
22.7 |
1.8% |
11.8 |
0.9% |
43% |
False |
True |
146,278 |
10 |
1,264.2 |
1,229.8 |
34.4 |
2.7% |
11.6 |
0.9% |
62% |
False |
False |
92,065 |
20 |
1,264.2 |
1,198.0 |
66.2 |
5.3% |
12.1 |
1.0% |
80% |
False |
False |
56,156 |
40 |
1,268.1 |
1,198.0 |
70.1 |
5.6% |
12.8 |
1.0% |
76% |
False |
False |
32,045 |
60 |
1,268.1 |
1,169.5 |
98.6 |
7.9% |
13.5 |
1.1% |
83% |
False |
False |
23,517 |
80 |
1,268.1 |
1,129.8 |
138.3 |
11.1% |
13.2 |
1.1% |
88% |
False |
False |
18,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.8 |
2.618 |
1,282.4 |
1.618 |
1,271.1 |
1.000 |
1,264.1 |
0.618 |
1,259.8 |
HIGH |
1,252.8 |
0.618 |
1,248.5 |
0.500 |
1,247.2 |
0.382 |
1,245.8 |
LOW |
1,241.5 |
0.618 |
1,234.5 |
1.000 |
1,230.2 |
1.618 |
1,223.2 |
2.618 |
1,211.9 |
4.250 |
1,193.5 |
|
|
Fisher Pivots for day following 31-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,249.9 |
1,250.6 |
PP |
1,248.5 |
1,250.1 |
S1 |
1,247.2 |
1,249.5 |
|