Trading Metrics calculated at close of trading on 23-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,334.0 |
3,353.0 |
19.0 |
0.6% |
3,339.0 |
High |
3,355.0 |
3,378.0 |
23.0 |
0.7% |
3,381.0 |
Low |
3,321.0 |
3,337.0 |
16.0 |
0.5% |
3,310.0 |
Close |
3,348.0 |
3,376.0 |
28.0 |
0.8% |
3,365.0 |
Range |
34.0 |
41.0 |
7.0 |
20.6% |
71.0 |
ATR |
33.8 |
34.3 |
0.5 |
1.5% |
0.0 |
Volume |
1,095,954 |
829,777 |
-266,177 |
-24.3% |
5,975,617 |
|
Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,486.7 |
3,472.3 |
3,398.6 |
|
R3 |
3,445.7 |
3,431.3 |
3,387.3 |
|
R2 |
3,404.7 |
3,404.7 |
3,383.5 |
|
R1 |
3,390.3 |
3,390.3 |
3,379.8 |
3,397.5 |
PP |
3,363.7 |
3,363.7 |
3,363.7 |
3,367.3 |
S1 |
3,349.3 |
3,349.3 |
3,372.2 |
3,356.5 |
S2 |
3,322.7 |
3,322.7 |
3,368.5 |
|
S3 |
3,281.7 |
3,308.3 |
3,364.7 |
|
S4 |
3,240.7 |
3,267.3 |
3,353.5 |
|
|
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 |
3,321.0 |
76.0 |
2.3% |
37.2 |
1.1% |
72% |
False |
False |
1,003,093 |
10 |
3,397.0 |
3,310.0 |
87.0 |
2.6% |
32.7 |
1.0% |
76% |
False |
False |
1,146,875 |
20 |
3,397.0 |
3,200.0 |
197.0 |
5.8% |
33.1 |
1.0% |
89% |
False |
False |
662,372 |
40 |
3,397.0 |
3,135.0 |
262.0 |
7.8% |
32.1 |
1.0% |
92% |
False |
False |
339,730 |
60 |
3,397.0 |
3,135.0 |
262.0 |
7.8% |
30.3 |
0.9% |
92% |
False |
False |
228,862 |
80 |
3,397.0 |
2,915.0 |
482.0 |
14.3% |
28.6 |
0.8% |
96% |
False |
False |
172,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,552.3 |
2.618 |
3,485.3 |
1.618 |
3,444.3 |
1.000 |
3,419.0 |
0.618 |
3,403.3 |
HIGH |
3,378.0 |
0.618 |
3,362.3 |
0.500 |
3,357.5 |
0.382 |
3,352.7 |
LOW |
3,337.0 |
0.618 |
3,311.7 |
1.000 |
3,296.0 |
1.618 |
3,270.7 |
2.618 |
3,229.7 |
4.250 |
3,162.8 |
|
|
Fisher Pivots for day following 23-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,369.8 |
3,370.3 |
PP |
3,363.7 |
3,364.7 |
S1 |
3,357.5 |
3,359.0 |
|