Trading Metrics calculated at close of trading on 31-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,436.00 |
5,440.75 |
4.75 |
0.1% |
5,360.00 |
High |
5,451.00 |
5,452.75 |
1.75 |
0.0% |
5,452.75 |
Low |
5,426.50 |
5,421.00 |
-5.50 |
-0.1% |
5,317.25 |
Close |
5,437.50 |
5,438.50 |
1.00 |
0.0% |
5,438.50 |
Range |
24.50 |
31.75 |
7.25 |
29.6% |
135.50 |
ATR |
43.12 |
42.31 |
-0.81 |
-1.9% |
0.00 |
Volume |
163,121 |
166,661 |
3,540 |
2.2% |
1,025,253 |
|
Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,532.75 |
5,517.25 |
5,456.00 |
|
R3 |
5,501.00 |
5,485.50 |
5,447.25 |
|
R2 |
5,469.25 |
5,469.25 |
5,444.25 |
|
R1 |
5,453.75 |
5,453.75 |
5,441.50 |
5,445.50 |
PP |
5,437.50 |
5,437.50 |
5,437.50 |
5,433.25 |
S1 |
5,422.00 |
5,422.00 |
5,435.50 |
5,414.00 |
S2 |
5,405.75 |
5,405.75 |
5,432.75 |
|
S3 |
5,374.00 |
5,390.25 |
5,429.75 |
|
S4 |
5,342.25 |
5,358.50 |
5,421.00 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,809.25 |
5,759.50 |
5,513.00 |
|
R3 |
5,673.75 |
5,624.00 |
5,475.75 |
|
R2 |
5,538.25 |
5,538.25 |
5,463.25 |
|
R1 |
5,488.50 |
5,488.50 |
5,451.00 |
5,513.50 |
PP |
5,402.75 |
5,402.75 |
5,402.75 |
5,415.25 |
S1 |
5,353.00 |
5,353.00 |
5,426.00 |
5,378.00 |
S2 |
5,267.25 |
5,267.25 |
5,413.75 |
|
S3 |
5,131.75 |
5,217.50 |
5,401.25 |
|
S4 |
4,996.25 |
5,082.00 |
5,364.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,452.75 |
5,317.25 |
135.50 |
2.5% |
43.75 |
0.8% |
89% |
True |
False |
205,050 |
10 |
5,452.75 |
5,315.00 |
137.75 |
2.5% |
50.25 |
0.9% |
90% |
True |
False |
248,529 |
20 |
5,452.75 |
5,315.00 |
137.75 |
2.5% |
42.75 |
0.8% |
90% |
True |
False |
190,419 |
40 |
5,452.75 |
5,120.00 |
332.75 |
6.1% |
39.25 |
0.7% |
96% |
True |
False |
95,548 |
60 |
5,452.75 |
4,920.50 |
532.25 |
9.8% |
39.00 |
0.7% |
97% |
True |
False |
63,790 |
80 |
5,452.75 |
4,765.50 |
687.25 |
12.6% |
40.25 |
0.7% |
98% |
True |
False |
47,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,587.75 |
2.618 |
5,535.75 |
1.618 |
5,504.00 |
1.000 |
5,484.50 |
0.618 |
5,472.25 |
HIGH |
5,452.75 |
0.618 |
5,440.50 |
0.500 |
5,437.00 |
0.382 |
5,433.25 |
LOW |
5,421.00 |
0.618 |
5,401.50 |
1.000 |
5,389.25 |
1.618 |
5,369.75 |
2.618 |
5,338.00 |
4.250 |
5,286.00 |
|
|
Fisher Pivots for day following 31-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,438.00 |
5,435.25 |
PP |
5,437.50 |
5,432.00 |
S1 |
5,437.00 |
5,428.75 |
|