Trading Metrics calculated at close of trading on 22-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,415.75 |
5,334.25 |
-81.50 |
-1.5% |
5,386.50 |
High |
5,441.00 |
5,376.25 |
-64.75 |
-1.2% |
5,440.00 |
Low |
5,330.00 |
5,315.00 |
-15.00 |
-0.3% |
5,363.50 |
Close |
5,338.25 |
5,365.75 |
27.50 |
0.5% |
5,408.50 |
Range |
111.00 |
61.25 |
-49.75 |
-44.8% |
76.50 |
ATR |
41.40 |
42.81 |
1.42 |
3.4% |
0.00 |
Volume |
414,738 |
335,865 |
-78,873 |
-19.0% |
988,658 |
|
Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,536.00 |
5,512.25 |
5,399.50 |
|
R3 |
5,474.75 |
5,451.00 |
5,382.50 |
|
R2 |
5,413.50 |
5,413.50 |
5,377.00 |
|
R1 |
5,389.75 |
5,389.75 |
5,371.25 |
5,401.50 |
PP |
5,352.25 |
5,352.25 |
5,352.25 |
5,358.25 |
S1 |
5,328.50 |
5,328.50 |
5,360.25 |
5,340.50 |
S2 |
5,291.00 |
5,291.00 |
5,354.50 |
|
S3 |
5,229.75 |
5,267.25 |
5,349.00 |
|
S4 |
5,168.50 |
5,206.00 |
5,332.00 |
|
|
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 |
5,315.00 |
126.00 |
2.3% |
52.25 |
1.0% |
40% |
False |
True |
245,316 |
10 |
5,441.00 |
5,315.00 |
126.00 |
2.3% |
44.25 |
0.8% |
40% |
False |
True |
219,471 |
20 |
5,441.00 |
5,299.25 |
141.75 |
2.6% |
42.25 |
0.8% |
47% |
False |
False |
111,283 |
40 |
5,441.00 |
5,083.75 |
357.25 |
6.7% |
38.75 |
0.7% |
79% |
False |
False |
55,865 |
60 |
5,441.00 |
4,850.25 |
590.75 |
11.0% |
39.75 |
0.7% |
87% |
False |
False |
37,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,636.50 |
2.618 |
5,536.50 |
1.618 |
5,475.25 |
1.000 |
5,437.50 |
0.618 |
5,414.00 |
HIGH |
5,376.25 |
0.618 |
5,352.75 |
0.500 |
5,345.50 |
0.382 |
5,338.50 |
LOW |
5,315.00 |
0.618 |
5,277.25 |
1.000 |
5,253.75 |
1.618 |
5,216.00 |
2.618 |
5,154.75 |
4.250 |
5,054.75 |
|
|
Fisher Pivots for day following 22-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,359.00 |
5,378.00 |
PP |
5,352.25 |
5,374.00 |
S1 |
5,345.50 |
5,369.75 |
|