Trading Metrics calculated at close of trading on 22-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,855 |
20,600 |
-255 |
-1.2% |
20,852 |
High |
20,917 |
20,633 |
-284 |
-1.4% |
20,981 |
Low |
20,603 |
20,525 |
-78 |
-0.4% |
20,745 |
Close |
20,627 |
20,596 |
-31 |
-0.2% |
20,863 |
Range |
314 |
108 |
-206 |
-65.6% |
236 |
ATR |
130 |
128 |
-2 |
-1.2% |
0 |
Volume |
266,691 |
208,619 |
-58,072 |
-21.8% |
708,201 |
|
Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,909 |
20,860 |
20,656 |
|
R3 |
20,801 |
20,752 |
20,626 |
|
R2 |
20,693 |
20,693 |
20,616 |
|
R1 |
20,644 |
20,644 |
20,606 |
20,615 |
PP |
20,585 |
20,585 |
20,585 |
20,570 |
S1 |
20,536 |
20,536 |
20,586 |
20,507 |
S2 |
20,477 |
20,477 |
20,576 |
|
S3 |
20,369 |
20,428 |
20,566 |
|
S4 |
20,261 |
20,320 |
20,537 |
|
|
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 |
20,525 |
456 |
2.2% |
142 |
0.7% |
16% |
False |
True |
167,238 |
10 |
20,981 |
20,525 |
456 |
2.2% |
128 |
0.6% |
16% |
False |
True |
150,957 |
20 |
21,106 |
20,525 |
581 |
2.8% |
124 |
0.6% |
12% |
False |
True |
76,321 |
40 |
21,106 |
19,654 |
1,452 |
7.0% |
126 |
0.6% |
65% |
False |
False |
38,250 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
123 |
0.6% |
67% |
False |
False |
25,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,092 |
2.618 |
20,916 |
1.618 |
20,808 |
1.000 |
20,741 |
0.618 |
20,700 |
HIGH |
20,633 |
0.618 |
20,592 |
0.500 |
20,579 |
0.382 |
20,566 |
LOW |
20,525 |
0.618 |
20,458 |
1.000 |
20,417 |
1.618 |
20,350 |
2.618 |
20,242 |
4.250 |
20,066 |
|
|
Fisher Pivots for day following 22-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,590 |
20,721 |
PP |
20,585 |
20,679 |
S1 |
20,579 |
20,638 |
|