Trading Metrics calculated at close of trading on 24-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,353.0 |
3,373.0 |
20.0 |
0.6% |
3,359.0 |
High |
3,378.0 |
3,377.0 |
-1.0 |
0.0% |
3,397.0 |
Low |
3,337.0 |
3,358.0 |
21.0 |
0.6% |
3,321.0 |
Close |
3,376.0 |
3,370.0 |
-6.0 |
-0.2% |
3,370.0 |
Range |
41.0 |
19.0 |
-22.0 |
-53.7% |
76.0 |
ATR |
34.3 |
33.2 |
-1.1 |
-3.2% |
0.0 |
Volume |
829,777 |
763,405 |
-66,372 |
-8.0% |
5,178,202 |
|
Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,425.3 |
3,416.7 |
3,380.5 |
|
R3 |
3,406.3 |
3,397.7 |
3,375.2 |
|
R2 |
3,387.3 |
3,387.3 |
3,373.5 |
|
R1 |
3,378.7 |
3,378.7 |
3,371.7 |
3,373.5 |
PP |
3,368.3 |
3,368.3 |
3,368.3 |
3,365.8 |
S1 |
3,359.7 |
3,359.7 |
3,368.3 |
3,354.5 |
S2 |
3,349.3 |
3,349.3 |
3,366.5 |
|
S3 |
3,330.3 |
3,340.7 |
3,364.8 |
|
S4 |
3,311.3 |
3,321.7 |
3,359.6 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,590.7 |
3,556.3 |
3,411.8 |
|
R3 |
3,514.7 |
3,480.3 |
3,390.9 |
|
R2 |
3,438.7 |
3,438.7 |
3,383.9 |
|
R1 |
3,404.3 |
3,404.3 |
3,377.0 |
3,421.5 |
PP |
3,362.7 |
3,362.7 |
3,362.7 |
3,371.3 |
S1 |
3,328.3 |
3,328.3 |
3,363.0 |
3,345.5 |
S2 |
3,286.7 |
3,286.7 |
3,356.1 |
|
S3 |
3,210.7 |
3,252.3 |
3,349.1 |
|
S4 |
3,134.7 |
3,176.3 |
3,328.2 |
|
|
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% |
34.8 |
1.0% |
64% |
False |
False |
1,035,640 |
10 |
3,397.0 |
3,310.0 |
87.0 |
2.6% |
31.1 |
0.9% |
69% |
False |
False |
1,115,381 |
20 |
3,397.0 |
3,225.0 |
172.0 |
5.1% |
31.4 |
0.9% |
84% |
False |
False |
700,197 |
40 |
3,397.0 |
3,135.0 |
262.0 |
7.8% |
32.0 |
0.9% |
90% |
False |
False |
358,802 |
60 |
3,397.0 |
3,135.0 |
262.0 |
7.8% |
30.1 |
0.9% |
90% |
False |
False |
241,581 |
80 |
3,397.0 |
2,915.0 |
482.0 |
14.3% |
28.6 |
0.8% |
94% |
False |
False |
182,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,457.8 |
2.618 |
3,426.7 |
1.618 |
3,407.7 |
1.000 |
3,396.0 |
0.618 |
3,388.7 |
HIGH |
3,377.0 |
0.618 |
3,369.7 |
0.500 |
3,367.5 |
0.382 |
3,365.3 |
LOW |
3,358.0 |
0.618 |
3,346.3 |
1.000 |
3,339.0 |
1.618 |
3,327.3 |
2.618 |
3,308.3 |
4.250 |
3,277.3 |
|
|
Fisher Pivots for day following 24-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,369.2 |
3,363.2 |
PP |
3,368.3 |
3,356.3 |
S1 |
3,367.5 |
3,349.5 |
|