Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,357.00 |
5,360.00 |
3.00 |
0.1% |
5,407.25 |
High |
5,395.00 |
5,385.75 |
-9.25 |
-0.2% |
5,441.00 |
Low |
5,347.50 |
5,317.25 |
-30.25 |
-0.6% |
5,315.00 |
Close |
5,378.75 |
5,379.00 |
0.25 |
0.0% |
5,378.75 |
Range |
47.50 |
68.50 |
21.00 |
44.2% |
126.00 |
ATR |
42.38 |
44.25 |
1.87 |
4.4% |
0.00 |
Volume |
294,980 |
276,499 |
-18,481 |
-6.3% |
1,460,042 |
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,566.25 |
5,541.00 |
5,416.75 |
|
R3 |
5,497.75 |
5,472.50 |
5,397.75 |
|
R2 |
5,429.25 |
5,429.25 |
5,391.50 |
|
R1 |
5,404.00 |
5,404.00 |
5,385.25 |
5,416.50 |
PP |
5,360.75 |
5,360.75 |
5,360.75 |
5,367.00 |
S1 |
5,335.50 |
5,335.50 |
5,372.75 |
5,348.00 |
S2 |
5,292.25 |
5,292.25 |
5,366.50 |
|
S3 |
5,223.75 |
5,267.00 |
5,360.25 |
|
S4 |
5,155.25 |
5,198.50 |
5,341.25 |
|
|
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% |
64.00 |
1.2% |
51% |
False |
False |
318,370 |
10 |
5,441.00 |
5,315.00 |
126.00 |
2.3% |
49.75 |
0.9% |
51% |
False |
False |
255,126 |
20 |
5,441.00 |
5,315.00 |
126.00 |
2.3% |
43.50 |
0.8% |
51% |
False |
False |
153,258 |
40 |
5,441.00 |
5,083.75 |
357.25 |
6.6% |
40.00 |
0.7% |
83% |
False |
False |
76,870 |
60 |
5,441.00 |
4,850.25 |
590.75 |
11.0% |
40.00 |
0.7% |
90% |
False |
False |
51,317 |
80 |
5,441.00 |
4,711.00 |
730.00 |
13.6% |
41.25 |
0.8% |
92% |
False |
False |
38,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,677.00 |
2.618 |
5,565.00 |
1.618 |
5,496.50 |
1.000 |
5,454.25 |
0.618 |
5,428.00 |
HIGH |
5,385.75 |
0.618 |
5,359.50 |
0.500 |
5,351.50 |
0.382 |
5,343.50 |
LOW |
5,317.25 |
0.618 |
5,275.00 |
1.000 |
5,248.75 |
1.618 |
5,206.50 |
2.618 |
5,138.00 |
4.250 |
5,026.00 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,369.75 |
5,371.50 |
PP |
5,360.75 |
5,363.75 |
S1 |
5,351.50 |
5,356.00 |
|