Trading Metrics calculated at close of trading on 31-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,401.0 |
3,402.0 |
1.0 |
0.0% |
3,350.0 |
High |
3,413.0 |
3,436.0 |
23.0 |
0.7% |
3,436.0 |
Low |
3,392.0 |
3,395.0 |
3.0 |
0.1% |
3,333.0 |
Close |
3,411.0 |
3,426.0 |
15.0 |
0.4% |
3,426.0 |
Range |
21.0 |
41.0 |
20.0 |
95.2% |
103.0 |
ATR |
32.4 |
33.0 |
0.6 |
1.9% |
0.0 |
Volume |
624,112 |
1,069,547 |
445,435 |
71.4% |
4,305,290 |
|
Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,542.0 |
3,525.0 |
3,448.6 |
|
R3 |
3,501.0 |
3,484.0 |
3,437.3 |
|
R2 |
3,460.0 |
3,460.0 |
3,433.5 |
|
R1 |
3,443.0 |
3,443.0 |
3,429.8 |
3,451.5 |
PP |
3,419.0 |
3,419.0 |
3,419.0 |
3,423.3 |
S1 |
3,402.0 |
3,402.0 |
3,422.2 |
3,410.5 |
S2 |
3,378.0 |
3,378.0 |
3,418.5 |
|
S3 |
3,337.0 |
3,361.0 |
3,414.7 |
|
S4 |
3,296.0 |
3,320.0 |
3,403.5 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,707.3 |
3,669.7 |
3,482.7 |
|
R3 |
3,604.3 |
3,566.7 |
3,454.3 |
|
R2 |
3,501.3 |
3,501.3 |
3,444.9 |
|
R1 |
3,463.7 |
3,463.7 |
3,435.4 |
3,482.5 |
PP |
3,398.3 |
3,398.3 |
3,398.3 |
3,407.8 |
S1 |
3,360.7 |
3,360.7 |
3,416.6 |
3,379.5 |
S2 |
3,295.3 |
3,295.3 |
3,407.1 |
|
S3 |
3,192.3 |
3,257.7 |
3,397.7 |
|
S4 |
3,089.3 |
3,154.7 |
3,369.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,436.0 |
3,333.0 |
103.0 |
3.0% |
32.6 |
1.0% |
90% |
True |
False |
861,058 |
10 |
3,436.0 |
3,321.0 |
115.0 |
3.4% |
33.7 |
1.0% |
91% |
True |
False |
948,349 |
20 |
3,436.0 |
3,295.0 |
141.0 |
4.1% |
31.1 |
0.9% |
93% |
True |
False |
906,840 |
40 |
3,436.0 |
3,135.0 |
301.0 |
8.8% |
32.2 |
0.9% |
97% |
True |
False |
466,224 |
60 |
3,436.0 |
3,135.0 |
301.0 |
8.8% |
30.8 |
0.9% |
97% |
True |
False |
313,073 |
80 |
3,436.0 |
3,089.0 |
347.0 |
10.1% |
28.4 |
0.8% |
97% |
True |
False |
235,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,610.3 |
2.618 |
3,543.3 |
1.618 |
3,502.3 |
1.000 |
3,477.0 |
0.618 |
3,461.3 |
HIGH |
3,436.0 |
0.618 |
3,420.3 |
0.500 |
3,415.5 |
0.382 |
3,410.7 |
LOW |
3,395.0 |
0.618 |
3,369.7 |
1.000 |
3,354.0 |
1.618 |
3,328.7 |
2.618 |
3,287.7 |
4.250 |
3,220.8 |
|
|
Fisher Pivots for day following 31-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,422.5 |
3,421.3 |
PP |
3,419.0 |
3,416.7 |
S1 |
3,415.5 |
3,412.0 |
|