Trading Metrics calculated at close of trading on 30-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,409.00 |
5,436.00 |
27.00 |
0.5% |
5,407.25 |
High |
5,437.50 |
5,451.00 |
13.50 |
0.2% |
5,441.00 |
Low |
5,404.75 |
5,426.50 |
21.75 |
0.4% |
5,315.00 |
Close |
5,436.00 |
5,437.50 |
1.50 |
0.0% |
5,378.75 |
Range |
32.75 |
24.50 |
-8.25 |
-25.2% |
126.00 |
ATR |
44.55 |
43.12 |
-1.43 |
-3.2% |
0.00 |
Volume |
173,940 |
163,121 |
-10,819 |
-6.2% |
1,460,042 |
|
Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,511.75 |
5,499.25 |
5,451.00 |
|
R3 |
5,487.25 |
5,474.75 |
5,444.25 |
|
R2 |
5,462.75 |
5,462.75 |
5,442.00 |
|
R1 |
5,450.25 |
5,450.25 |
5,439.75 |
5,456.50 |
PP |
5,438.25 |
5,438.25 |
5,438.25 |
5,441.50 |
S1 |
5,425.75 |
5,425.75 |
5,435.25 |
5,432.00 |
S2 |
5,413.75 |
5,413.75 |
5,433.00 |
|
S3 |
5,389.25 |
5,401.25 |
5,430.75 |
|
S4 |
5,364.75 |
5,376.75 |
5,424.00 |
|
|
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 |
5,451.00 |
5,317.25 |
133.75 |
2.5% |
47.00 |
0.9% |
90% |
True |
False |
230,714 |
10 |
5,451.00 |
5,315.00 |
136.00 |
2.5% |
49.00 |
0.9% |
90% |
True |
False |
246,258 |
20 |
5,451.00 |
5,315.00 |
136.00 |
2.5% |
42.50 |
0.8% |
90% |
True |
False |
182,184 |
40 |
5,451.00 |
5,119.50 |
331.50 |
6.1% |
39.25 |
0.7% |
96% |
True |
False |
91,390 |
60 |
5,451.00 |
4,903.00 |
548.00 |
10.1% |
39.25 |
0.7% |
98% |
True |
False |
61,013 |
80 |
5,451.00 |
4,713.00 |
738.00 |
13.6% |
40.75 |
0.7% |
98% |
True |
False |
45,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,555.00 |
2.618 |
5,515.25 |
1.618 |
5,490.75 |
1.000 |
5,475.50 |
0.618 |
5,466.25 |
HIGH |
5,451.00 |
0.618 |
5,441.75 |
0.500 |
5,438.75 |
0.382 |
5,435.75 |
LOW |
5,426.50 |
0.618 |
5,411.25 |
1.000 |
5,402.00 |
1.618 |
5,386.75 |
2.618 |
5,362.25 |
4.250 |
5,322.50 |
|
|
Fisher Pivots for day following 30-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,438.75 |
5,427.50 |
PP |
5,438.25 |
5,417.25 |
S1 |
5,438.00 |
5,407.25 |
|