Trading Metrics calculated at close of trading on 24-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,365.50 |
5,357.00 |
-8.50 |
-0.2% |
5,407.25 |
High |
5,378.50 |
5,395.00 |
16.50 |
0.3% |
5,441.00 |
Low |
5,347.25 |
5,347.50 |
0.25 |
0.0% |
5,315.00 |
Close |
5,354.50 |
5,378.75 |
24.25 |
0.5% |
5,378.75 |
Range |
31.25 |
47.50 |
16.25 |
52.0% |
126.00 |
ATR |
41.99 |
42.38 |
0.39 |
0.9% |
0.00 |
Volume |
269,772 |
294,980 |
25,208 |
9.3% |
1,460,042 |
|
Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,516.25 |
5,495.00 |
5,405.00 |
|
R3 |
5,468.75 |
5,447.50 |
5,391.75 |
|
R2 |
5,421.25 |
5,421.25 |
5,387.50 |
|
R1 |
5,400.00 |
5,400.00 |
5,383.00 |
5,410.50 |
PP |
5,373.75 |
5,373.75 |
5,373.75 |
5,379.00 |
S1 |
5,352.50 |
5,352.50 |
5,374.50 |
5,363.00 |
S2 |
5,326.25 |
5,326.25 |
5,370.00 |
|
S3 |
5,278.75 |
5,305.00 |
5,365.75 |
|
S4 |
5,231.25 |
5,257.50 |
5,352.50 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,756.25 |
5,693.50 |
5,448.00 |
|
R3 |
5,630.25 |
5,567.50 |
5,413.50 |
|
R2 |
5,504.25 |
5,504.25 |
5,401.75 |
|
R1 |
5,441.50 |
5,441.50 |
5,390.25 |
5,410.00 |
PP |
5,378.25 |
5,378.25 |
5,378.25 |
5,362.50 |
S1 |
5,315.50 |
5,315.50 |
5,367.25 |
5,284.00 |
S2 |
5,252.25 |
5,252.25 |
5,355.75 |
|
S3 |
5,126.25 |
5,189.50 |
5,344.00 |
|
S4 |
5,000.25 |
5,063.50 |
5,309.50 |
|
|
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% |
56.50 |
1.1% |
51% |
False |
False |
292,008 |
10 |
5,441.00 |
5,315.00 |
126.00 |
2.3% |
45.25 |
0.8% |
51% |
False |
False |
244,870 |
20 |
5,441.00 |
5,315.00 |
126.00 |
2.3% |
41.50 |
0.8% |
51% |
False |
False |
139,460 |
40 |
5,441.00 |
5,083.75 |
357.25 |
6.6% |
38.75 |
0.7% |
83% |
False |
False |
69,961 |
60 |
5,441.00 |
4,850.25 |
590.75 |
11.0% |
39.75 |
0.7% |
89% |
False |
False |
46,710 |
80 |
5,441.00 |
4,711.00 |
730.00 |
13.6% |
40.75 |
0.8% |
91% |
False |
False |
35,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,597.00 |
2.618 |
5,519.25 |
1.618 |
5,471.75 |
1.000 |
5,442.50 |
0.618 |
5,424.25 |
HIGH |
5,395.00 |
0.618 |
5,376.75 |
0.500 |
5,371.25 |
0.382 |
5,365.75 |
LOW |
5,347.50 |
0.618 |
5,318.25 |
1.000 |
5,300.00 |
1.618 |
5,270.75 |
2.618 |
5,223.25 |
4.250 |
5,145.50 |
|
|
Fisher Pivots for day following 24-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,376.25 |
5,370.75 |
PP |
5,373.75 |
5,363.00 |
S1 |
5,371.25 |
5,355.00 |
|