Trading Metrics calculated at close of trading on 29-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,759.0 |
5,816.0 |
57.0 |
1.0% |
5,768.0 |
High |
5,815.0 |
5,868.0 |
53.0 |
0.9% |
5,776.0 |
Low |
5,750.0 |
5,811.0 |
61.0 |
1.1% |
5,661.0 |
Close |
5,813.0 |
5,860.0 |
47.0 |
0.8% |
5,747.0 |
Range |
65.0 |
57.0 |
-8.0 |
-12.3% |
115.0 |
ATR |
47.7 |
48.3 |
0.7 |
1.4% |
0.0 |
Volume |
30,428 |
30,333 |
-95 |
-0.3% |
111,870 |
|
Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,017.3 |
5,995.7 |
5,891.4 |
|
R3 |
5,960.3 |
5,938.7 |
5,875.7 |
|
R2 |
5,903.3 |
5,903.3 |
5,870.5 |
|
R1 |
5,881.7 |
5,881.7 |
5,865.2 |
5,892.5 |
PP |
5,846.3 |
5,846.3 |
5,846.3 |
5,851.8 |
S1 |
5,824.7 |
5,824.7 |
5,854.8 |
5,835.5 |
S2 |
5,789.3 |
5,789.3 |
5,849.6 |
|
S3 |
5,732.3 |
5,767.7 |
5,844.3 |
|
S4 |
5,675.3 |
5,710.7 |
5,828.7 |
|
|
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 |
5,868.0 |
5,674.0 |
194.0 |
3.3% |
53.0 |
0.9% |
96% |
True |
False |
28,589 |
10 |
5,868.0 |
5,661.0 |
207.0 |
3.5% |
46.8 |
0.8% |
96% |
True |
False |
25,645 |
20 |
5,868.0 |
5,661.0 |
207.0 |
3.5% |
39.7 |
0.7% |
96% |
True |
False |
34,086 |
40 |
5,868.0 |
5,527.0 |
341.0 |
5.8% |
31.7 |
0.5% |
98% |
True |
False |
17,058 |
60 |
5,868.0 |
5,527.0 |
341.0 |
5.8% |
26.5 |
0.5% |
98% |
True |
False |
11,378 |
80 |
5,868.0 |
5,332.0 |
536.0 |
9.1% |
21.8 |
0.4% |
99% |
True |
False |
8,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,110.3 |
2.618 |
6,017.2 |
1.618 |
5,960.2 |
1.000 |
5,925.0 |
0.618 |
5,903.2 |
HIGH |
5,868.0 |
0.618 |
5,846.2 |
0.500 |
5,839.5 |
0.382 |
5,832.8 |
LOW |
5,811.0 |
0.618 |
5,775.8 |
1.000 |
5,754.0 |
1.618 |
5,718.8 |
2.618 |
5,661.8 |
4.250 |
5,568.8 |
|
|
Fisher Pivots for day following 29-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,853.2 |
5,832.2 |
PP |
5,846.3 |
5,804.3 |
S1 |
5,839.5 |
5,776.5 |
|