Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,359.0 |
3,365.0 |
6.0 |
0.2% |
3,339.0 |
High |
3,374.0 |
3,397.0 |
23.0 |
0.7% |
3,381.0 |
Low |
3,355.0 |
3,336.0 |
-19.0 |
-0.6% |
3,310.0 |
Close |
3,365.0 |
3,350.0 |
-15.0 |
-0.4% |
3,365.0 |
Range |
19.0 |
61.0 |
42.0 |
221.1% |
71.0 |
ATR |
31.7 |
33.8 |
2.1 |
6.6% |
0.0 |
Volume |
1,336,682 |
1,152,384 |
-184,298 |
-13.8% |
5,975,617 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,544.0 |
3,508.0 |
3,383.6 |
|
R3 |
3,483.0 |
3,447.0 |
3,366.8 |
|
R2 |
3,422.0 |
3,422.0 |
3,361.2 |
|
R1 |
3,386.0 |
3,386.0 |
3,355.6 |
3,373.5 |
PP |
3,361.0 |
3,361.0 |
3,361.0 |
3,354.8 |
S1 |
3,325.0 |
3,325.0 |
3,344.4 |
3,312.5 |
S2 |
3,300.0 |
3,300.0 |
3,338.8 |
|
S3 |
3,239.0 |
3,264.0 |
3,333.2 |
|
S4 |
3,178.0 |
3,203.0 |
3,316.5 |
|
|
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 |
3,397.0 |
3,320.0 |
77.0 |
2.3% |
32.8 |
1.0% |
39% |
True |
False |
1,084,246 |
10 |
3,397.0 |
3,296.0 |
101.0 |
3.0% |
31.8 |
0.9% |
53% |
True |
False |
1,070,692 |
20 |
3,397.0 |
3,200.0 |
197.0 |
5.9% |
32.1 |
1.0% |
76% |
True |
False |
575,290 |
40 |
3,397.0 |
3,135.0 |
262.0 |
7.8% |
32.0 |
1.0% |
82% |
True |
False |
292,365 |
60 |
3,397.0 |
3,135.0 |
262.0 |
7.8% |
29.4 |
0.9% |
82% |
True |
False |
196,811 |
80 |
3,397.0 |
2,915.0 |
482.0 |
14.4% |
27.8 |
0.8% |
90% |
True |
False |
148,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,656.3 |
2.618 |
3,556.7 |
1.618 |
3,495.7 |
1.000 |
3,458.0 |
0.618 |
3,434.7 |
HIGH |
3,397.0 |
0.618 |
3,373.7 |
0.500 |
3,366.5 |
0.382 |
3,359.3 |
LOW |
3,336.0 |
0.618 |
3,298.3 |
1.000 |
3,275.0 |
1.618 |
3,237.3 |
2.618 |
3,176.3 |
4.250 |
3,076.8 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,366.5 |
3,366.5 |
PP |
3,361.0 |
3,361.0 |
S1 |
3,355.5 |
3,355.5 |
|