Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,407.25 |
5,415.75 |
8.50 |
0.2% |
5,386.50 |
High |
5,428.00 |
5,441.00 |
13.00 |
0.2% |
5,440.00 |
Low |
5,396.00 |
5,330.00 |
-66.00 |
-1.2% |
5,363.50 |
Close |
5,418.50 |
5,338.25 |
-80.25 |
-1.5% |
5,408.50 |
Range |
32.00 |
111.00 |
79.00 |
246.9% |
76.50 |
ATR |
36.04 |
41.40 |
5.35 |
14.9% |
0.00 |
Volume |
144,687 |
414,738 |
270,051 |
186.6% |
988,658 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,702.75 |
5,631.50 |
5,399.25 |
|
R3 |
5,591.75 |
5,520.50 |
5,368.75 |
|
R2 |
5,480.75 |
5,480.75 |
5,358.50 |
|
R1 |
5,409.50 |
5,409.50 |
5,348.50 |
5,389.50 |
PP |
5,369.75 |
5,369.75 |
5,369.75 |
5,359.75 |
S1 |
5,298.50 |
5,298.50 |
5,328.00 |
5,278.50 |
S2 |
5,258.75 |
5,258.75 |
5,318.00 |
|
S3 |
5,147.75 |
5,187.50 |
5,307.75 |
|
S4 |
5,036.75 |
5,076.50 |
5,277.25 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,633.50 |
5,597.50 |
5,450.50 |
|
R3 |
5,557.00 |
5,521.00 |
5,429.50 |
|
R2 |
5,480.50 |
5,480.50 |
5,422.50 |
|
R1 |
5,444.50 |
5,444.50 |
5,415.50 |
5,462.50 |
PP |
5,404.00 |
5,404.00 |
5,404.00 |
5,413.00 |
S1 |
5,368.00 |
5,368.00 |
5,401.50 |
5,386.00 |
S2 |
5,327.50 |
5,327.50 |
5,394.50 |
|
S3 |
5,251.00 |
5,291.50 |
5,387.50 |
|
S4 |
5,174.50 |
5,215.00 |
5,366.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,441.00 |
5,330.00 |
111.00 |
2.1% |
50.25 |
0.9% |
7% |
True |
True |
227,825 |
10 |
5,441.00 |
5,330.00 |
111.00 |
2.1% |
42.50 |
0.8% |
7% |
True |
True |
187,257 |
20 |
5,441.00 |
5,299.25 |
141.75 |
2.7% |
40.00 |
0.8% |
28% |
True |
False |
94,504 |
40 |
5,441.00 |
5,059.00 |
382.00 |
7.2% |
38.25 |
0.7% |
73% |
True |
False |
47,473 |
60 |
5,441.00 |
4,850.25 |
590.75 |
11.1% |
39.25 |
0.7% |
83% |
True |
False |
31,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,912.75 |
2.618 |
5,731.50 |
1.618 |
5,620.50 |
1.000 |
5,552.00 |
0.618 |
5,509.50 |
HIGH |
5,441.00 |
0.618 |
5,398.50 |
0.500 |
5,385.50 |
0.382 |
5,372.50 |
LOW |
5,330.00 |
0.618 |
5,261.50 |
1.000 |
5,219.00 |
1.618 |
5,150.50 |
2.618 |
5,039.50 |
4.250 |
4,858.25 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,385.50 |
5,385.50 |
PP |
5,369.75 |
5,369.75 |
S1 |
5,354.00 |
5,354.00 |
|