Trading Metrics calculated at close of trading on 30-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,816.0 |
5,860.0 |
44.0 |
0.8% |
5,768.0 |
High |
5,868.0 |
5,890.0 |
22.0 |
0.4% |
5,776.0 |
Low |
5,811.0 |
5,854.0 |
43.0 |
0.7% |
5,661.0 |
Close |
5,860.0 |
5,880.0 |
20.0 |
0.3% |
5,747.0 |
Range |
57.0 |
36.0 |
-21.0 |
-36.8% |
115.0 |
ATR |
48.3 |
47.5 |
-0.9 |
-1.8% |
0.0 |
Volume |
30,333 |
19,104 |
-11,229 |
-37.0% |
111,870 |
|
Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,982.7 |
5,967.3 |
5,899.8 |
|
R3 |
5,946.7 |
5,931.3 |
5,889.9 |
|
R2 |
5,910.7 |
5,910.7 |
5,886.6 |
|
R1 |
5,895.3 |
5,895.3 |
5,883.3 |
5,903.0 |
PP |
5,874.7 |
5,874.7 |
5,874.7 |
5,878.5 |
S1 |
5,859.3 |
5,859.3 |
5,876.7 |
5,867.0 |
S2 |
5,838.7 |
5,838.7 |
5,873.4 |
|
S3 |
5,802.7 |
5,823.3 |
5,870.1 |
|
S4 |
5,766.7 |
5,787.3 |
5,860.2 |
|
|
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 |
5,890.0 |
5,685.0 |
205.0 |
3.5% |
53.4 |
0.9% |
95% |
True |
False |
27,299 |
10 |
5,890.0 |
5,661.0 |
229.0 |
3.9% |
45.3 |
0.8% |
96% |
True |
False |
24,101 |
20 |
5,890.0 |
5,661.0 |
229.0 |
3.9% |
40.7 |
0.7% |
96% |
True |
False |
34,977 |
40 |
5,890.0 |
5,527.0 |
363.0 |
6.2% |
31.5 |
0.5% |
97% |
True |
False |
17,535 |
60 |
5,890.0 |
5,527.0 |
363.0 |
6.2% |
27.1 |
0.5% |
97% |
True |
False |
11,696 |
80 |
5,890.0 |
5,363.0 |
527.0 |
9.0% |
22.2 |
0.4% |
98% |
True |
False |
8,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,043.0 |
2.618 |
5,984.2 |
1.618 |
5,948.2 |
1.000 |
5,926.0 |
0.618 |
5,912.2 |
HIGH |
5,890.0 |
0.618 |
5,876.2 |
0.500 |
5,872.0 |
0.382 |
5,867.8 |
LOW |
5,854.0 |
0.618 |
5,831.8 |
1.000 |
5,818.0 |
1.618 |
5,795.8 |
2.618 |
5,759.8 |
4.250 |
5,701.0 |
|
|
Fisher Pivots for day following 30-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,877.3 |
5,860.0 |
PP |
5,874.7 |
5,840.0 |
S1 |
5,872.0 |
5,820.0 |
|