Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,851 |
20,855 |
4 |
0.0% |
20,852 |
High |
20,901 |
20,917 |
16 |
0.1% |
20,981 |
Low |
20,824 |
20,603 |
-221 |
-1.1% |
20,745 |
Close |
20,868 |
20,627 |
-241 |
-1.2% |
20,863 |
Range |
77 |
314 |
237 |
307.8% |
236 |
ATR |
115 |
130 |
14 |
12.3% |
0 |
Volume |
104,838 |
266,691 |
161,853 |
154.4% |
708,201 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,658 |
21,456 |
20,800 |
|
R3 |
21,344 |
21,142 |
20,713 |
|
R2 |
21,030 |
21,030 |
20,685 |
|
R1 |
20,828 |
20,828 |
20,656 |
20,772 |
PP |
20,716 |
20,716 |
20,716 |
20,688 |
S1 |
20,514 |
20,514 |
20,598 |
20,458 |
S2 |
20,402 |
20,402 |
20,570 |
|
S3 |
20,088 |
20,200 |
20,541 |
|
S4 |
19,774 |
19,886 |
20,454 |
|
|
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 |
20,603 |
378 |
1.8% |
146 |
0.7% |
6% |
False |
True |
158,628 |
10 |
20,981 |
20,603 |
378 |
1.8% |
129 |
0.6% |
6% |
False |
True |
130,907 |
20 |
21,106 |
20,603 |
503 |
2.4% |
124 |
0.6% |
5% |
False |
True |
65,901 |
40 |
21,106 |
19,654 |
1,452 |
7.0% |
127 |
0.6% |
67% |
False |
False |
33,036 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
122 |
0.6% |
69% |
False |
False |
22,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,252 |
2.618 |
21,739 |
1.618 |
21,425 |
1.000 |
21,231 |
0.618 |
21,111 |
HIGH |
20,917 |
0.618 |
20,797 |
0.500 |
20,760 |
0.382 |
20,723 |
LOW |
20,603 |
0.618 |
20,409 |
1.000 |
20,289 |
1.618 |
20,095 |
2.618 |
19,781 |
4.250 |
19,269 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,760 |
20,766 |
PP |
20,716 |
20,720 |
S1 |
20,671 |
20,673 |
|