Trading Metrics calculated at close of trading on 20-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,358.0 |
3,359.0 |
1.0 |
0.0% |
3,339.0 |
High |
3,381.0 |
3,374.0 |
-7.0 |
-0.2% |
3,381.0 |
Low |
3,350.0 |
3,355.0 |
5.0 |
0.1% |
3,310.0 |
Close |
3,365.0 |
3,365.0 |
0.0 |
0.0% |
3,365.0 |
Range |
31.0 |
19.0 |
-12.0 |
-38.7% |
71.0 |
ATR |
32.6 |
31.7 |
-1.0 |
-3.0% |
0.0 |
Volume |
600,671 |
1,336,682 |
736,011 |
122.5% |
5,975,617 |
|
Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,421.7 |
3,412.3 |
3,375.5 |
|
R3 |
3,402.7 |
3,393.3 |
3,370.2 |
|
R2 |
3,383.7 |
3,383.7 |
3,368.5 |
|
R1 |
3,374.3 |
3,374.3 |
3,366.7 |
3,379.0 |
PP |
3,364.7 |
3,364.7 |
3,364.7 |
3,367.0 |
S1 |
3,355.3 |
3,355.3 |
3,363.3 |
3,360.0 |
S2 |
3,345.7 |
3,345.7 |
3,361.5 |
|
S3 |
3,326.7 |
3,336.3 |
3,359.8 |
|
S4 |
3,307.7 |
3,317.3 |
3,354.6 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,565.0 |
3,536.0 |
3,404.1 |
|
R3 |
3,494.0 |
3,465.0 |
3,384.5 |
|
R2 |
3,423.0 |
3,423.0 |
3,378.0 |
|
R1 |
3,394.0 |
3,394.0 |
3,371.5 |
3,408.5 |
PP |
3,352.0 |
3,352.0 |
3,352.0 |
3,359.3 |
S1 |
3,323.0 |
3,323.0 |
3,358.5 |
3,337.5 |
S2 |
3,281.0 |
3,281.0 |
3,352.0 |
|
S3 |
3,210.0 |
3,252.0 |
3,345.5 |
|
S4 |
3,139.0 |
3,181.0 |
3,326.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,381.0 |
3,310.0 |
71.0 |
2.1% |
28.0 |
0.8% |
77% |
False |
False |
1,103,514 |
10 |
3,381.0 |
3,295.0 |
86.0 |
2.6% |
28.2 |
0.8% |
81% |
False |
False |
995,917 |
20 |
3,381.0 |
3,200.0 |
181.0 |
5.4% |
31.2 |
0.9% |
91% |
False |
False |
517,743 |
40 |
3,381.0 |
3,135.0 |
246.0 |
7.3% |
31.2 |
0.9% |
93% |
False |
False |
263,886 |
60 |
3,381.0 |
3,135.0 |
246.0 |
7.3% |
28.5 |
0.8% |
93% |
False |
False |
177,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,454.8 |
2.618 |
3,423.7 |
1.618 |
3,404.7 |
1.000 |
3,393.0 |
0.618 |
3,385.7 |
HIGH |
3,374.0 |
0.618 |
3,366.7 |
0.500 |
3,364.5 |
0.382 |
3,362.3 |
LOW |
3,355.0 |
0.618 |
3,343.3 |
1.000 |
3,336.0 |
1.618 |
3,324.3 |
2.618 |
3,305.3 |
4.250 |
3,274.3 |
|
|
Fisher Pivots for day following 20-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,364.8 |
3,365.5 |
PP |
3,364.7 |
3,365.3 |
S1 |
3,364.5 |
3,365.2 |
|