Trading Metrics calculated at close of trading on 23-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,334.25 |
5,365.50 |
31.25 |
0.6% |
5,386.50 |
High |
5,376.25 |
5,378.50 |
2.25 |
0.0% |
5,440.00 |
Low |
5,315.00 |
5,347.25 |
32.25 |
0.6% |
5,363.50 |
Close |
5,365.75 |
5,354.50 |
-11.25 |
-0.2% |
5,408.50 |
Range |
61.25 |
31.25 |
-30.00 |
-49.0% |
76.50 |
ATR |
42.81 |
41.99 |
-0.83 |
-1.9% |
0.00 |
Volume |
335,865 |
269,772 |
-66,093 |
-19.7% |
988,658 |
|
Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,453.75 |
5,435.50 |
5,371.75 |
|
R3 |
5,422.50 |
5,404.25 |
5,363.00 |
|
R2 |
5,391.25 |
5,391.25 |
5,360.25 |
|
R1 |
5,373.00 |
5,373.00 |
5,357.25 |
5,366.50 |
PP |
5,360.00 |
5,360.00 |
5,360.00 |
5,357.00 |
S1 |
5,341.75 |
5,341.75 |
5,351.75 |
5,335.25 |
S2 |
5,328.75 |
5,328.75 |
5,348.75 |
|
S3 |
5,297.50 |
5,310.50 |
5,346.00 |
|
S4 |
5,266.25 |
5,279.25 |
5,337.25 |
|
|
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 |
5,315.00 |
126.00 |
2.4% |
50.75 |
0.9% |
31% |
False |
False |
261,803 |
10 |
5,441.00 |
5,315.00 |
126.00 |
2.4% |
43.75 |
0.8% |
31% |
False |
False |
241,617 |
20 |
5,441.00 |
5,299.25 |
141.75 |
2.6% |
41.25 |
0.8% |
39% |
False |
False |
124,740 |
40 |
5,441.00 |
5,083.75 |
357.25 |
6.7% |
38.25 |
0.7% |
76% |
False |
False |
62,599 |
60 |
5,441.00 |
4,850.25 |
590.75 |
11.0% |
40.00 |
0.7% |
85% |
False |
False |
41,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,511.25 |
2.618 |
5,460.25 |
1.618 |
5,429.00 |
1.000 |
5,409.75 |
0.618 |
5,397.75 |
HIGH |
5,378.50 |
0.618 |
5,366.50 |
0.500 |
5,363.00 |
0.382 |
5,359.25 |
LOW |
5,347.25 |
0.618 |
5,328.00 |
1.000 |
5,316.00 |
1.618 |
5,296.75 |
2.618 |
5,265.50 |
4.250 |
5,214.50 |
|
|
Fisher Pivots for day following 23-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,363.00 |
5,378.00 |
PP |
5,360.00 |
5,370.25 |
S1 |
5,357.25 |
5,362.25 |
|