Trading Metrics calculated at close of trading on 28-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,360.00 |
5,382.50 |
22.50 |
0.4% |
5,407.25 |
High |
5,385.75 |
5,424.75 |
39.00 |
0.7% |
5,441.00 |
Low |
5,317.25 |
5,363.50 |
46.25 |
0.9% |
5,315.00 |
Close |
5,379.00 |
5,405.00 |
26.00 |
0.5% |
5,378.75 |
Range |
68.50 |
61.25 |
-7.25 |
-10.6% |
126.00 |
ATR |
44.25 |
45.46 |
1.21 |
2.7% |
0.00 |
Volume |
276,499 |
245,032 |
-31,467 |
-11.4% |
1,460,042 |
|
Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,581.50 |
5,554.50 |
5,438.75 |
|
R3 |
5,520.25 |
5,493.25 |
5,421.75 |
|
R2 |
5,459.00 |
5,459.00 |
5,416.25 |
|
R1 |
5,432.00 |
5,432.00 |
5,410.50 |
5,445.50 |
PP |
5,397.75 |
5,397.75 |
5,397.75 |
5,404.50 |
S1 |
5,370.75 |
5,370.75 |
5,399.50 |
5,384.25 |
S2 |
5,336.50 |
5,336.50 |
5,393.75 |
|
S3 |
5,275.25 |
5,309.50 |
5,388.25 |
|
S4 |
5,214.00 |
5,248.25 |
5,371.25 |
|
|
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 |
5,424.75 |
5,315.00 |
109.75 |
2.0% |
54.00 |
1.0% |
82% |
True |
False |
284,429 |
10 |
5,441.00 |
5,315.00 |
126.00 |
2.3% |
52.00 |
1.0% |
71% |
False |
False |
256,127 |
20 |
5,441.00 |
5,315.00 |
126.00 |
2.3% |
45.00 |
0.8% |
71% |
False |
False |
165,489 |
40 |
5,441.00 |
5,083.75 |
357.25 |
6.6% |
40.00 |
0.7% |
90% |
False |
False |
82,986 |
60 |
5,441.00 |
4,850.25 |
590.75 |
10.9% |
40.50 |
0.7% |
94% |
False |
False |
55,400 |
80 |
5,441.00 |
4,711.00 |
730.00 |
13.5% |
41.50 |
0.8% |
95% |
False |
False |
41,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,685.00 |
2.618 |
5,585.00 |
1.618 |
5,523.75 |
1.000 |
5,486.00 |
0.618 |
5,462.50 |
HIGH |
5,424.75 |
0.618 |
5,401.25 |
0.500 |
5,394.00 |
0.382 |
5,387.00 |
LOW |
5,363.50 |
0.618 |
5,325.75 |
1.000 |
5,302.25 |
1.618 |
5,264.50 |
2.618 |
5,203.25 |
4.250 |
5,103.25 |
|
|
Fisher Pivots for day following 28-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,401.50 |
5,393.75 |
PP |
5,397.75 |
5,382.25 |
S1 |
5,394.00 |
5,371.00 |
|