Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,715.0 |
5,726.0 |
11.0 |
0.2% |
5,768.0 |
High |
5,760.0 |
5,738.0 |
-22.0 |
-0.4% |
5,776.0 |
Low |
5,704.0 |
5,685.0 |
-19.0 |
-0.3% |
5,661.0 |
Close |
5,747.0 |
5,736.0 |
-11.0 |
-0.2% |
5,747.0 |
Range |
56.0 |
53.0 |
-3.0 |
-5.4% |
115.0 |
ATR |
44.0 |
45.3 |
1.3 |
2.9% |
0.0 |
Volume |
29,766 |
26,866 |
-2,900 |
-9.7% |
111,870 |
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,878.7 |
5,860.3 |
5,765.2 |
|
R3 |
5,825.7 |
5,807.3 |
5,750.6 |
|
R2 |
5,772.7 |
5,772.7 |
5,745.7 |
|
R1 |
5,754.3 |
5,754.3 |
5,740.9 |
5,763.5 |
PP |
5,719.7 |
5,719.7 |
5,719.7 |
5,724.3 |
S1 |
5,701.3 |
5,701.3 |
5,731.1 |
5,710.5 |
S2 |
5,666.7 |
5,666.7 |
5,726.3 |
|
S3 |
5,613.7 |
5,648.3 |
5,721.4 |
|
S4 |
5,560.7 |
5,595.3 |
5,706.9 |
|
|
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 |
5,769.0 |
5,661.0 |
108.0 |
1.9% |
46.0 |
0.8% |
69% |
False |
False |
25,147 |
10 |
5,806.0 |
5,661.0 |
145.0 |
2.5% |
44.4 |
0.8% |
52% |
False |
False |
52,032 |
20 |
5,806.0 |
5,641.0 |
165.0 |
2.9% |
37.2 |
0.6% |
58% |
False |
False |
31,053 |
40 |
5,806.0 |
5,527.0 |
279.0 |
4.9% |
30.0 |
0.5% |
75% |
False |
False |
15,540 |
60 |
5,806.0 |
5,527.0 |
279.0 |
4.9% |
25.8 |
0.4% |
75% |
False |
False |
10,366 |
80 |
5,806.0 |
5,332.0 |
474.0 |
8.3% |
20.2 |
0.4% |
85% |
False |
False |
7,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,963.3 |
2.618 |
5,876.8 |
1.618 |
5,823.8 |
1.000 |
5,791.0 |
0.618 |
5,770.8 |
HIGH |
5,738.0 |
0.618 |
5,717.8 |
0.500 |
5,711.5 |
0.382 |
5,705.2 |
LOW |
5,685.0 |
0.618 |
5,652.2 |
1.000 |
5,632.0 |
1.618 |
5,599.2 |
2.618 |
5,546.2 |
4.250 |
5,459.8 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,727.8 |
5,729.7 |
PP |
5,719.7 |
5,723.3 |
S1 |
5,711.5 |
5,717.0 |
|