Trading Metrics calculated at close of trading on 23-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,705.0 |
5,679.0 |
-26.0 |
-0.5% |
5,764.0 |
High |
5,705.0 |
5,708.0 |
3.0 |
0.1% |
5,806.0 |
Low |
5,661.0 |
5,674.0 |
13.0 |
0.2% |
5,713.0 |
Close |
5,668.0 |
5,707.0 |
39.0 |
0.7% |
5,783.0 |
Range |
44.0 |
34.0 |
-10.0 |
-22.7% |
93.0 |
ATR |
43.3 |
43.1 |
-0.2 |
-0.5% |
0.0 |
Volume |
29,090 |
25,556 |
-3,534 |
-12.1% |
456,127 |
|
Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,798.3 |
5,786.7 |
5,725.7 |
|
R3 |
5,764.3 |
5,752.7 |
5,716.4 |
|
R2 |
5,730.3 |
5,730.3 |
5,713.2 |
|
R1 |
5,718.7 |
5,718.7 |
5,710.1 |
5,724.5 |
PP |
5,696.3 |
5,696.3 |
5,696.3 |
5,699.3 |
S1 |
5,684.7 |
5,684.7 |
5,703.9 |
5,690.5 |
S2 |
5,662.3 |
5,662.3 |
5,700.8 |
|
S3 |
5,628.3 |
5,650.7 |
5,697.7 |
|
S4 |
5,594.3 |
5,616.7 |
5,688.3 |
|
|
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 |
2.5% |
37.2 |
0.7% |
32% |
False |
False |
20,903 |
10 |
5,806.0 |
5,661.0 |
145.0 |
2.5% |
40.3 |
0.7% |
32% |
False |
False |
55,497 |
20 |
5,806.0 |
5,641.0 |
165.0 |
2.9% |
34.2 |
0.6% |
40% |
False |
False |
28,225 |
40 |
5,806.0 |
5,527.0 |
279.0 |
4.9% |
27.6 |
0.5% |
65% |
False |
False |
14,125 |
60 |
5,806.0 |
5,527.0 |
279.0 |
4.9% |
25.1 |
0.4% |
65% |
False |
False |
9,422 |
80 |
5,806.0 |
5,332.0 |
474.0 |
8.3% |
18.9 |
0.3% |
79% |
False |
False |
7,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,852.5 |
2.618 |
5,797.0 |
1.618 |
5,763.0 |
1.000 |
5,742.0 |
0.618 |
5,729.0 |
HIGH |
5,708.0 |
0.618 |
5,695.0 |
0.500 |
5,691.0 |
0.382 |
5,687.0 |
LOW |
5,674.0 |
0.618 |
5,653.0 |
1.000 |
5,640.0 |
1.618 |
5,619.0 |
2.618 |
5,585.0 |
4.250 |
5,529.5 |
|
|
Fisher Pivots for day following 23-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,701.7 |
5,715.0 |
PP |
5,696.3 |
5,712.3 |
S1 |
5,691.0 |
5,709.7 |
|