Trading Metrics calculated at close of trading on 24-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,679.0 |
5,715.0 |
36.0 |
0.6% |
5,768.0 |
High |
5,708.0 |
5,760.0 |
52.0 |
0.9% |
5,776.0 |
Low |
5,674.0 |
5,704.0 |
30.0 |
0.5% |
5,661.0 |
Close |
5,707.0 |
5,747.0 |
40.0 |
0.7% |
5,747.0 |
Range |
34.0 |
56.0 |
22.0 |
64.7% |
115.0 |
ATR |
43.1 |
44.0 |
0.9 |
2.1% |
0.0 |
Volume |
25,556 |
29,766 |
4,210 |
16.5% |
111,870 |
|
Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,905.0 |
5,882.0 |
5,777.8 |
|
R3 |
5,849.0 |
5,826.0 |
5,762.4 |
|
R2 |
5,793.0 |
5,793.0 |
5,757.3 |
|
R1 |
5,770.0 |
5,770.0 |
5,752.1 |
5,781.5 |
PP |
5,737.0 |
5,737.0 |
5,737.0 |
5,742.8 |
S1 |
5,714.0 |
5,714.0 |
5,741.9 |
5,725.5 |
S2 |
5,681.0 |
5,681.0 |
5,736.7 |
|
S3 |
5,625.0 |
5,658.0 |
5,731.6 |
|
S4 |
5,569.0 |
5,602.0 |
5,716.2 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,073.0 |
6,025.0 |
5,810.3 |
|
R3 |
5,958.0 |
5,910.0 |
5,778.6 |
|
R2 |
5,843.0 |
5,843.0 |
5,768.1 |
|
R1 |
5,795.0 |
5,795.0 |
5,757.5 |
5,761.5 |
PP |
5,728.0 |
5,728.0 |
5,728.0 |
5,711.3 |
S1 |
5,680.0 |
5,680.0 |
5,736.5 |
5,646.5 |
S2 |
5,613.0 |
5,613.0 |
5,725.9 |
|
S3 |
5,498.0 |
5,565.0 |
5,715.4 |
|
S4 |
5,383.0 |
5,450.0 |
5,683.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,776.0 |
5,661.0 |
115.0 |
2.0% |
42.6 |
0.7% |
75% |
False |
False |
22,374 |
10 |
5,806.0 |
5,661.0 |
145.0 |
2.5% |
42.6 |
0.7% |
59% |
False |
False |
56,799 |
20 |
5,806.0 |
5,641.0 |
165.0 |
2.9% |
35.9 |
0.6% |
64% |
False |
False |
29,710 |
40 |
5,806.0 |
5,527.0 |
279.0 |
4.9% |
28.9 |
0.5% |
79% |
False |
False |
14,869 |
60 |
5,806.0 |
5,527.0 |
279.0 |
4.9% |
25.4 |
0.4% |
79% |
False |
False |
9,918 |
80 |
5,806.0 |
5,332.0 |
474.0 |
8.2% |
19.6 |
0.3% |
88% |
False |
False |
7,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,998.0 |
2.618 |
5,906.6 |
1.618 |
5,850.6 |
1.000 |
5,816.0 |
0.618 |
5,794.6 |
HIGH |
5,760.0 |
0.618 |
5,738.6 |
0.500 |
5,732.0 |
0.382 |
5,725.4 |
LOW |
5,704.0 |
0.618 |
5,669.4 |
1.000 |
5,648.0 |
1.618 |
5,613.4 |
2.618 |
5,557.4 |
4.250 |
5,466.0 |
|
|
Fisher Pivots for day following 24-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,742.0 |
5,734.8 |
PP |
5,737.0 |
5,722.7 |
S1 |
5,732.0 |
5,710.5 |
|