Trading Metrics calculated at close of trading on 29-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,382.50 |
5,409.00 |
26.50 |
0.5% |
5,407.25 |
High |
5,424.75 |
5,437.50 |
12.75 |
0.2% |
5,441.00 |
Low |
5,363.50 |
5,404.75 |
41.25 |
0.8% |
5,315.00 |
Close |
5,405.00 |
5,436.00 |
31.00 |
0.6% |
5,378.75 |
Range |
61.25 |
32.75 |
-28.50 |
-46.5% |
126.00 |
ATR |
45.46 |
44.55 |
-0.91 |
-2.0% |
0.00 |
Volume |
245,032 |
173,940 |
-71,092 |
-29.0% |
1,460,042 |
|
Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,524.25 |
5,513.00 |
5,454.00 |
|
R3 |
5,491.50 |
5,480.25 |
5,445.00 |
|
R2 |
5,458.75 |
5,458.75 |
5,442.00 |
|
R1 |
5,447.50 |
5,447.50 |
5,439.00 |
5,453.00 |
PP |
5,426.00 |
5,426.00 |
5,426.00 |
5,429.00 |
S1 |
5,414.75 |
5,414.75 |
5,433.00 |
5,420.50 |
S2 |
5,393.25 |
5,393.25 |
5,430.00 |
|
S3 |
5,360.50 |
5,382.00 |
5,427.00 |
|
S4 |
5,327.75 |
5,349.25 |
5,418.00 |
|
|
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 |
5,437.50 |
5,317.25 |
120.25 |
2.2% |
48.25 |
0.9% |
99% |
True |
False |
252,044 |
10 |
5,441.00 |
5,315.00 |
126.00 |
2.3% |
50.25 |
0.9% |
96% |
False |
False |
248,680 |
20 |
5,441.00 |
5,315.00 |
126.00 |
2.3% |
43.25 |
0.8% |
96% |
False |
False |
174,106 |
40 |
5,441.00 |
5,119.50 |
321.50 |
5.9% |
39.50 |
0.7% |
98% |
False |
False |
87,325 |
60 |
5,441.00 |
4,878.00 |
563.00 |
10.4% |
39.50 |
0.7% |
99% |
False |
False |
58,297 |
80 |
5,441.00 |
4,711.00 |
730.00 |
13.4% |
41.00 |
0.8% |
99% |
False |
False |
43,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,576.75 |
2.618 |
5,523.25 |
1.618 |
5,490.50 |
1.000 |
5,470.25 |
0.618 |
5,457.75 |
HIGH |
5,437.50 |
0.618 |
5,425.00 |
0.500 |
5,421.00 |
0.382 |
5,417.25 |
LOW |
5,404.75 |
0.618 |
5,384.50 |
1.000 |
5,372.00 |
1.618 |
5,351.75 |
2.618 |
5,319.00 |
4.250 |
5,265.50 |
|
|
Fisher Pivots for day following 29-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,431.00 |
5,416.50 |
PP |
5,426.00 |
5,397.00 |
S1 |
5,421.00 |
5,377.50 |
|