Trading Metrics calculated at close of trading on 20-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,882 |
20,851 |
-31 |
-0.1% |
20,852 |
High |
20,929 |
20,901 |
-28 |
-0.1% |
20,981 |
Low |
20,857 |
20,824 |
-33 |
-0.2% |
20,745 |
Close |
20,863 |
20,868 |
5 |
0.0% |
20,863 |
Range |
72 |
77 |
5 |
6.9% |
236 |
ATR |
118 |
115 |
-3 |
-2.5% |
0 |
Volume |
105,018 |
104,838 |
-180 |
-0.2% |
708,201 |
|
Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,095 |
21,059 |
20,910 |
|
R3 |
21,018 |
20,982 |
20,889 |
|
R2 |
20,941 |
20,941 |
20,882 |
|
R1 |
20,905 |
20,905 |
20,875 |
20,923 |
PP |
20,864 |
20,864 |
20,864 |
20,874 |
S1 |
20,828 |
20,828 |
20,861 |
20,846 |
S2 |
20,787 |
20,787 |
20,854 |
|
S3 |
20,710 |
20,751 |
20,847 |
|
S4 |
20,633 |
20,674 |
20,826 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,571 |
21,453 |
20,993 |
|
R3 |
21,335 |
21,217 |
20,928 |
|
R2 |
21,099 |
21,099 |
20,906 |
|
R1 |
20,981 |
20,981 |
20,885 |
21,040 |
PP |
20,863 |
20,863 |
20,863 |
20,893 |
S1 |
20,745 |
20,745 |
20,841 |
20,804 |
S2 |
20,627 |
20,627 |
20,820 |
|
S3 |
20,391 |
20,509 |
20,798 |
|
S4 |
20,155 |
20,273 |
20,733 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,981 |
20,745 |
236 |
1.1% |
102 |
0.5% |
52% |
False |
False |
138,301 |
10 |
20,981 |
20,742 |
239 |
1.1% |
105 |
0.5% |
53% |
False |
False |
104,500 |
20 |
21,106 |
20,509 |
597 |
2.9% |
116 |
0.6% |
60% |
False |
False |
52,588 |
40 |
21,106 |
19,611 |
1,495 |
7.2% |
122 |
0.6% |
84% |
False |
False |
26,370 |
60 |
21,106 |
19,552 |
1,554 |
7.4% |
117 |
0.6% |
85% |
False |
False |
17,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,228 |
2.618 |
21,103 |
1.618 |
21,026 |
1.000 |
20,978 |
0.618 |
20,949 |
HIGH |
20,901 |
0.618 |
20,872 |
0.500 |
20,863 |
0.382 |
20,854 |
LOW |
20,824 |
0.618 |
20,777 |
1.000 |
20,747 |
1.618 |
20,700 |
2.618 |
20,623 |
4.250 |
20,497 |
|
|
Fisher Pivots for day following 20-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,866 |
20,903 |
PP |
20,864 |
20,891 |
S1 |
20,863 |
20,880 |
|