Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,373.0 |
3,350.0 |
-23.0 |
-0.7% |
3,359.0 |
High |
3,377.0 |
3,372.0 |
-5.0 |
-0.1% |
3,397.0 |
Low |
3,358.0 |
3,333.0 |
-25.0 |
-0.7% |
3,321.0 |
Close |
3,370.0 |
3,362.0 |
-8.0 |
-0.2% |
3,370.0 |
Range |
19.0 |
39.0 |
20.0 |
105.3% |
76.0 |
ATR |
33.2 |
33.6 |
0.4 |
1.2% |
0.0 |
Volume |
763,405 |
854,603 |
91,198 |
11.9% |
5,178,202 |
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,472.7 |
3,456.3 |
3,383.5 |
|
R3 |
3,433.7 |
3,417.3 |
3,372.7 |
|
R2 |
3,394.7 |
3,394.7 |
3,369.2 |
|
R1 |
3,378.3 |
3,378.3 |
3,365.6 |
3,386.5 |
PP |
3,355.7 |
3,355.7 |
3,355.7 |
3,359.8 |
S1 |
3,339.3 |
3,339.3 |
3,358.4 |
3,347.5 |
S2 |
3,316.7 |
3,316.7 |
3,354.9 |
|
S3 |
3,277.7 |
3,300.3 |
3,351.3 |
|
S4 |
3,238.7 |
3,261.3 |
3,340.6 |
|
|
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% |
38.8 |
1.2% |
54% |
False |
False |
939,224 |
10 |
3,397.0 |
3,310.0 |
87.0 |
2.6% |
33.4 |
1.0% |
60% |
False |
False |
1,021,369 |
20 |
3,397.0 |
3,225.0 |
172.0 |
5.1% |
32.4 |
1.0% |
80% |
False |
False |
742,142 |
40 |
3,397.0 |
3,135.0 |
262.0 |
7.8% |
31.9 |
0.9% |
87% |
False |
False |
380,115 |
60 |
3,397.0 |
3,135.0 |
262.0 |
7.8% |
30.1 |
0.9% |
87% |
False |
False |
255,824 |
80 |
3,397.0 |
2,956.0 |
441.0 |
13.1% |
29.0 |
0.9% |
92% |
False |
False |
192,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,537.8 |
2.618 |
3,474.1 |
1.618 |
3,435.1 |
1.000 |
3,411.0 |
0.618 |
3,396.1 |
HIGH |
3,372.0 |
0.618 |
3,357.1 |
0.500 |
3,352.5 |
0.382 |
3,347.9 |
LOW |
3,333.0 |
0.618 |
3,308.9 |
1.000 |
3,294.0 |
1.618 |
3,269.9 |
2.618 |
3,230.9 |
4.250 |
3,167.3 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,358.8 |
3,359.8 |
PP |
3,355.7 |
3,357.7 |
S1 |
3,352.5 |
3,355.5 |
|