Trading Metrics calculated at close of trading on 31-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,860.0 |
5,880.0 |
20.0 |
0.3% |
5,726.0 |
High |
5,890.0 |
5,899.0 |
9.0 |
0.2% |
5,899.0 |
Low |
5,854.0 |
5,847.0 |
-7.0 |
-0.1% |
5,685.0 |
Close |
5,880.0 |
5,848.0 |
-32.0 |
-0.5% |
5,848.0 |
Range |
36.0 |
52.0 |
16.0 |
44.4% |
214.0 |
ATR |
47.5 |
47.8 |
0.3 |
0.7% |
0.0 |
Volume |
19,104 |
26,977 |
7,873 |
41.2% |
133,708 |
|
Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,020.7 |
5,986.3 |
5,876.6 |
|
R3 |
5,968.7 |
5,934.3 |
5,862.3 |
|
R2 |
5,916.7 |
5,916.7 |
5,857.5 |
|
R1 |
5,882.3 |
5,882.3 |
5,852.8 |
5,873.5 |
PP |
5,864.7 |
5,864.7 |
5,864.7 |
5,860.3 |
S1 |
5,830.3 |
5,830.3 |
5,843.2 |
5,821.5 |
S2 |
5,812.7 |
5,812.7 |
5,838.5 |
|
S3 |
5,760.7 |
5,778.3 |
5,833.7 |
|
S4 |
5,708.7 |
5,726.3 |
5,819.4 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,452.7 |
6,364.3 |
5,965.7 |
|
R3 |
6,238.7 |
6,150.3 |
5,906.9 |
|
R2 |
6,024.7 |
6,024.7 |
5,887.2 |
|
R1 |
5,936.3 |
5,936.3 |
5,867.6 |
5,980.5 |
PP |
5,810.7 |
5,810.7 |
5,810.7 |
5,832.8 |
S1 |
5,722.3 |
5,722.3 |
5,828.4 |
5,766.5 |
S2 |
5,596.7 |
5,596.7 |
5,808.8 |
|
S3 |
5,382.7 |
5,508.3 |
5,789.2 |
|
S4 |
5,168.7 |
5,294.3 |
5,730.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,899.0 |
5,685.0 |
214.0 |
3.7% |
52.6 |
0.9% |
76% |
True |
False |
26,741 |
10 |
5,899.0 |
5,661.0 |
238.0 |
4.1% |
47.6 |
0.8% |
79% |
True |
False |
24,557 |
20 |
5,899.0 |
5,661.0 |
238.0 |
4.1% |
43.0 |
0.7% |
79% |
True |
False |
36,323 |
40 |
5,899.0 |
5,527.0 |
372.0 |
6.4% |
32.2 |
0.6% |
86% |
True |
False |
18,209 |
60 |
5,899.0 |
5,527.0 |
372.0 |
6.4% |
27.9 |
0.5% |
86% |
True |
False |
12,145 |
80 |
5,899.0 |
5,416.0 |
483.0 |
8.3% |
22.9 |
0.4% |
89% |
True |
False |
9,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,120.0 |
2.618 |
6,035.1 |
1.618 |
5,983.1 |
1.000 |
5,951.0 |
0.618 |
5,931.1 |
HIGH |
5,899.0 |
0.618 |
5,879.1 |
0.500 |
5,873.0 |
0.382 |
5,866.9 |
LOW |
5,847.0 |
0.618 |
5,814.9 |
1.000 |
5,795.0 |
1.618 |
5,762.9 |
2.618 |
5,710.9 |
4.250 |
5,626.0 |
|
|
Fisher Pivots for day following 31-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,873.0 |
5,855.0 |
PP |
5,864.7 |
5,852.7 |
S1 |
5,856.3 |
5,850.3 |
|