Trading Metrics calculated at close of trading on 28-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,726.0 |
5,759.0 |
33.0 |
0.6% |
5,768.0 |
High |
5,738.0 |
5,815.0 |
77.0 |
1.3% |
5,776.0 |
Low |
5,685.0 |
5,750.0 |
65.0 |
1.1% |
5,661.0 |
Close |
5,736.0 |
5,813.0 |
77.0 |
1.3% |
5,747.0 |
Range |
53.0 |
65.0 |
12.0 |
22.6% |
115.0 |
ATR |
45.3 |
47.7 |
2.4 |
5.3% |
0.0 |
Volume |
26,866 |
30,428 |
3,562 |
13.3% |
111,870 |
|
Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,987.7 |
5,965.3 |
5,848.8 |
|
R3 |
5,922.7 |
5,900.3 |
5,830.9 |
|
R2 |
5,857.7 |
5,857.7 |
5,824.9 |
|
R1 |
5,835.3 |
5,835.3 |
5,819.0 |
5,846.5 |
PP |
5,792.7 |
5,792.7 |
5,792.7 |
5,798.3 |
S1 |
5,770.3 |
5,770.3 |
5,807.0 |
5,781.5 |
S2 |
5,727.7 |
5,727.7 |
5,801.1 |
|
S3 |
5,662.7 |
5,705.3 |
5,795.1 |
|
S4 |
5,597.7 |
5,640.3 |
5,777.3 |
|
|
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 |
5,815.0 |
5,661.0 |
154.0 |
2.6% |
50.4 |
0.9% |
99% |
True |
False |
28,341 |
10 |
5,815.0 |
5,661.0 |
154.0 |
2.6% |
46.7 |
0.8% |
99% |
True |
False |
36,361 |
20 |
5,815.0 |
5,641.0 |
174.0 |
3.0% |
38.3 |
0.7% |
99% |
True |
False |
32,571 |
40 |
5,815.0 |
5,527.0 |
288.0 |
5.0% |
31.2 |
0.5% |
99% |
True |
False |
16,300 |
60 |
5,815.0 |
5,527.0 |
288.0 |
5.0% |
25.8 |
0.4% |
99% |
True |
False |
10,872 |
80 |
5,815.0 |
5,332.0 |
483.0 |
8.3% |
21.1 |
0.4% |
100% |
True |
False |
8,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,091.3 |
2.618 |
5,985.2 |
1.618 |
5,920.2 |
1.000 |
5,880.0 |
0.618 |
5,855.2 |
HIGH |
5,815.0 |
0.618 |
5,790.2 |
0.500 |
5,782.5 |
0.382 |
5,774.8 |
LOW |
5,750.0 |
0.618 |
5,709.8 |
1.000 |
5,685.0 |
1.618 |
5,644.8 |
2.618 |
5,579.8 |
4.250 |
5,473.8 |
|
|
Fisher Pivots for day following 28-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,802.8 |
5,792.0 |
PP |
5,792.7 |
5,771.0 |
S1 |
5,782.5 |
5,750.0 |
|