Trading Metrics calculated at close of trading on 22-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,365.0 |
3,334.0 |
-31.0 |
-0.9% |
3,339.0 |
High |
3,397.0 |
3,355.0 |
-42.0 |
-1.2% |
3,381.0 |
Low |
3,336.0 |
3,321.0 |
-15.0 |
-0.4% |
3,310.0 |
Close |
3,350.0 |
3,348.0 |
-2.0 |
-0.1% |
3,365.0 |
Range |
61.0 |
34.0 |
-27.0 |
-44.3% |
71.0 |
ATR |
33.8 |
33.8 |
0.0 |
0.1% |
0.0 |
Volume |
1,152,384 |
1,095,954 |
-56,430 |
-4.9% |
5,975,617 |
|
Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,443.3 |
3,429.7 |
3,366.7 |
|
R3 |
3,409.3 |
3,395.7 |
3,357.4 |
|
R2 |
3,375.3 |
3,375.3 |
3,354.2 |
|
R1 |
3,361.7 |
3,361.7 |
3,351.1 |
3,368.5 |
PP |
3,341.3 |
3,341.3 |
3,341.3 |
3,344.8 |
S1 |
3,327.7 |
3,327.7 |
3,344.9 |
3,334.5 |
S2 |
3,307.3 |
3,307.3 |
3,341.8 |
|
S3 |
3,273.3 |
3,293.7 |
3,338.7 |
|
S4 |
3,239.3 |
3,259.7 |
3,329.3 |
|
|
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 |
3,321.0 |
76.0 |
2.3% |
33.6 |
1.0% |
36% |
False |
True |
1,064,284 |
10 |
3,397.0 |
3,300.0 |
97.0 |
2.9% |
32.5 |
1.0% |
49% |
False |
False |
1,145,740 |
20 |
3,397.0 |
3,200.0 |
197.0 |
5.9% |
32.3 |
1.0% |
75% |
False |
False |
622,043 |
40 |
3,397.0 |
3,135.0 |
262.0 |
7.8% |
31.9 |
1.0% |
81% |
False |
False |
319,351 |
60 |
3,397.0 |
3,135.0 |
262.0 |
7.8% |
29.8 |
0.9% |
81% |
False |
False |
215,077 |
80 |
3,397.0 |
2,915.0 |
482.0 |
14.4% |
28.2 |
0.8% |
90% |
False |
False |
162,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,499.5 |
2.618 |
3,444.0 |
1.618 |
3,410.0 |
1.000 |
3,389.0 |
0.618 |
3,376.0 |
HIGH |
3,355.0 |
0.618 |
3,342.0 |
0.500 |
3,338.0 |
0.382 |
3,334.0 |
LOW |
3,321.0 |
0.618 |
3,300.0 |
1.000 |
3,287.0 |
1.618 |
3,266.0 |
2.618 |
3,232.0 |
4.250 |
3,176.5 |
|
|
Fisher Pivots for day following 22-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,344.7 |
3,359.0 |
PP |
3,341.3 |
3,355.3 |
S1 |
3,338.0 |
3,351.7 |
|