Trading Metrics calculated at close of trading on 22-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,749.0 |
5,705.0 |
-44.0 |
-0.8% |
5,764.0 |
High |
5,769.0 |
5,705.0 |
-64.0 |
-1.1% |
5,806.0 |
Low |
5,726.0 |
5,661.0 |
-65.0 |
-1.1% |
5,713.0 |
Close |
5,758.0 |
5,668.0 |
-90.0 |
-1.6% |
5,783.0 |
Range |
43.0 |
44.0 |
1.0 |
2.3% |
93.0 |
ATR |
39.2 |
43.3 |
4.1 |
10.5% |
0.0 |
Volume |
14,459 |
29,090 |
14,631 |
101.2% |
456,127 |
|
Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,810.0 |
5,783.0 |
5,692.2 |
|
R3 |
5,766.0 |
5,739.0 |
5,680.1 |
|
R2 |
5,722.0 |
5,722.0 |
5,676.1 |
|
R1 |
5,695.0 |
5,695.0 |
5,672.0 |
5,686.5 |
PP |
5,678.0 |
5,678.0 |
5,678.0 |
5,673.8 |
S1 |
5,651.0 |
5,651.0 |
5,664.0 |
5,642.5 |
S2 |
5,634.0 |
5,634.0 |
5,659.9 |
|
S3 |
5,590.0 |
5,607.0 |
5,655.9 |
|
S4 |
5,546.0 |
5,563.0 |
5,643.8 |
|
|
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 |
5,661.0 |
145.0 |
2.6% |
40.6 |
0.7% |
5% |
False |
True |
22,701 |
10 |
5,806.0 |
5,661.0 |
145.0 |
2.6% |
40.2 |
0.7% |
5% |
False |
True |
53,318 |
20 |
5,806.0 |
5,641.0 |
165.0 |
2.9% |
32.6 |
0.6% |
16% |
False |
False |
26,950 |
40 |
5,806.0 |
5,527.0 |
279.0 |
4.9% |
26.8 |
0.5% |
51% |
False |
False |
13,486 |
60 |
5,806.0 |
5,527.0 |
279.0 |
4.9% |
24.6 |
0.4% |
51% |
False |
False |
8,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,892.0 |
2.618 |
5,820.2 |
1.618 |
5,776.2 |
1.000 |
5,749.0 |
0.618 |
5,732.2 |
HIGH |
5,705.0 |
0.618 |
5,688.2 |
0.500 |
5,683.0 |
0.382 |
5,677.8 |
LOW |
5,661.0 |
0.618 |
5,633.8 |
1.000 |
5,617.0 |
1.618 |
5,589.8 |
2.618 |
5,545.8 |
4.250 |
5,474.0 |
|
|
Fisher Pivots for day following 22-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,683.0 |
5,718.5 |
PP |
5,678.0 |
5,701.7 |
S1 |
5,673.0 |
5,684.8 |
|