Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,768.0 |
5,749.0 |
-19.0 |
-0.3% |
5,764.0 |
High |
5,776.0 |
5,769.0 |
-7.0 |
-0.1% |
5,806.0 |
Low |
5,740.0 |
5,726.0 |
-14.0 |
-0.2% |
5,713.0 |
Close |
5,766.0 |
5,758.0 |
-8.0 |
-0.1% |
5,783.0 |
Range |
36.0 |
43.0 |
7.0 |
19.4% |
93.0 |
ATR |
38.9 |
39.2 |
0.3 |
0.8% |
0.0 |
Volume |
12,999 |
14,459 |
1,460 |
11.2% |
456,127 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,880.0 |
5,862.0 |
5,781.7 |
|
R3 |
5,837.0 |
5,819.0 |
5,769.8 |
|
R2 |
5,794.0 |
5,794.0 |
5,765.9 |
|
R1 |
5,776.0 |
5,776.0 |
5,761.9 |
5,785.0 |
PP |
5,751.0 |
5,751.0 |
5,751.0 |
5,755.5 |
S1 |
5,733.0 |
5,733.0 |
5,754.1 |
5,742.0 |
S2 |
5,708.0 |
5,708.0 |
5,750.1 |
|
S3 |
5,665.0 |
5,690.0 |
5,746.2 |
|
S4 |
5,622.0 |
5,647.0 |
5,734.4 |
|
|
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% |
43.0 |
0.7% |
48% |
False |
False |
44,381 |
10 |
5,806.0 |
5,713.0 |
93.0 |
1.6% |
37.9 |
0.7% |
48% |
False |
False |
50,498 |
20 |
5,806.0 |
5,641.0 |
165.0 |
2.9% |
30.5 |
0.5% |
71% |
False |
False |
25,496 |
40 |
5,806.0 |
5,527.0 |
279.0 |
4.8% |
26.9 |
0.5% |
83% |
False |
False |
12,759 |
60 |
5,806.0 |
5,527.0 |
279.0 |
4.8% |
23.8 |
0.4% |
83% |
False |
False |
8,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,951.8 |
2.618 |
5,881.6 |
1.618 |
5,838.6 |
1.000 |
5,812.0 |
0.618 |
5,795.6 |
HIGH |
5,769.0 |
0.618 |
5,752.6 |
0.500 |
5,747.5 |
0.382 |
5,742.4 |
LOW |
5,726.0 |
0.618 |
5,699.4 |
1.000 |
5,683.0 |
1.618 |
5,656.4 |
2.618 |
5,613.4 |
4.250 |
5,543.3 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,754.5 |
5,766.0 |
PP |
5,751.0 |
5,763.3 |
S1 |
5,747.5 |
5,760.7 |
|