Trading Metrics calculated at close of trading on 20-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,785.0 |
5,768.0 |
-17.0 |
-0.3% |
5,764.0 |
High |
5,806.0 |
5,776.0 |
-30.0 |
-0.5% |
5,806.0 |
Low |
5,777.0 |
5,740.0 |
-37.0 |
-0.6% |
5,713.0 |
Close |
5,783.0 |
5,766.0 |
-17.0 |
-0.3% |
5,783.0 |
Range |
29.0 |
36.0 |
7.0 |
24.1% |
93.0 |
ATR |
38.6 |
38.9 |
0.3 |
0.8% |
0.0 |
Volume |
22,413 |
12,999 |
-9,414 |
-42.0% |
456,127 |
|
Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,868.7 |
5,853.3 |
5,785.8 |
|
R3 |
5,832.7 |
5,817.3 |
5,775.9 |
|
R2 |
5,796.7 |
5,796.7 |
5,772.6 |
|
R1 |
5,781.3 |
5,781.3 |
5,769.3 |
5,771.0 |
PP |
5,760.7 |
5,760.7 |
5,760.7 |
5,755.5 |
S1 |
5,745.3 |
5,745.3 |
5,762.7 |
5,735.0 |
S2 |
5,724.7 |
5,724.7 |
5,759.4 |
|
S3 |
5,688.7 |
5,709.3 |
5,756.1 |
|
S4 |
5,652.7 |
5,673.3 |
5,746.2 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,046.3 |
6,007.7 |
5,834.2 |
|
R3 |
5,953.3 |
5,914.7 |
5,808.6 |
|
R2 |
5,860.3 |
5,860.3 |
5,800.1 |
|
R1 |
5,821.7 |
5,821.7 |
5,791.5 |
5,841.0 |
PP |
5,767.3 |
5,767.3 |
5,767.3 |
5,777.0 |
S1 |
5,728.7 |
5,728.7 |
5,774.5 |
5,748.0 |
S2 |
5,674.3 |
5,674.3 |
5,766.0 |
|
S3 |
5,581.3 |
5,635.7 |
5,757.4 |
|
S4 |
5,488.3 |
5,542.7 |
5,731.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,806.0 |
5,713.0 |
93.0 |
1.6% |
42.8 |
0.7% |
57% |
False |
False |
78,918 |
10 |
5,806.0 |
5,695.0 |
111.0 |
1.9% |
39.0 |
0.7% |
64% |
False |
False |
49,302 |
20 |
5,806.0 |
5,641.0 |
165.0 |
2.9% |
28.3 |
0.5% |
76% |
False |
False |
24,773 |
40 |
5,806.0 |
5,527.0 |
279.0 |
4.8% |
25.8 |
0.4% |
86% |
False |
False |
12,399 |
60 |
5,806.0 |
5,527.0 |
279.0 |
4.8% |
23.2 |
0.4% |
86% |
False |
False |
8,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,929.0 |
2.618 |
5,870.2 |
1.618 |
5,834.2 |
1.000 |
5,812.0 |
0.618 |
5,798.2 |
HIGH |
5,776.0 |
0.618 |
5,762.2 |
0.500 |
5,758.0 |
0.382 |
5,753.8 |
LOW |
5,740.0 |
0.618 |
5,717.8 |
1.000 |
5,704.0 |
1.618 |
5,681.8 |
2.618 |
5,645.8 |
4.250 |
5,587.0 |
|
|
Fisher Pivots for day following 20-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,763.3 |
5,773.0 |
PP |
5,760.7 |
5,770.7 |
S1 |
5,758.0 |
5,768.3 |
|