Trading Metrics calculated at close of trading on 23-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,600 |
20,589 |
-11 |
-0.1% |
20,852 |
High |
20,633 |
20,702 |
69 |
0.3% |
20,981 |
Low |
20,525 |
20,561 |
36 |
0.2% |
20,745 |
Close |
20,596 |
20,588 |
-8 |
0.0% |
20,863 |
Range |
108 |
141 |
33 |
30.6% |
236 |
ATR |
128 |
129 |
1 |
0.7% |
0 |
Volume |
208,619 |
187,184 |
-21,435 |
-10.3% |
708,201 |
|
Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,040 |
20,955 |
20,666 |
|
R3 |
20,899 |
20,814 |
20,627 |
|
R2 |
20,758 |
20,758 |
20,614 |
|
R1 |
20,673 |
20,673 |
20,601 |
20,645 |
PP |
20,617 |
20,617 |
20,617 |
20,603 |
S1 |
20,532 |
20,532 |
20,575 |
20,504 |
S2 |
20,476 |
20,476 |
20,562 |
|
S3 |
20,335 |
20,391 |
20,549 |
|
S4 |
20,194 |
20,250 |
20,511 |
|
|
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 |
20,929 |
20,525 |
404 |
2.0% |
143 |
0.7% |
16% |
False |
False |
174,470 |
10 |
20,981 |
20,525 |
456 |
2.2% |
130 |
0.6% |
14% |
False |
False |
165,581 |
20 |
21,106 |
20,525 |
581 |
2.8% |
127 |
0.6% |
11% |
False |
False |
85,669 |
40 |
21,106 |
19,654 |
1,452 |
7.1% |
126 |
0.6% |
64% |
False |
False |
42,924 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
124 |
0.6% |
67% |
False |
False |
28,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,301 |
2.618 |
21,071 |
1.618 |
20,930 |
1.000 |
20,843 |
0.618 |
20,789 |
HIGH |
20,702 |
0.618 |
20,648 |
0.500 |
20,632 |
0.382 |
20,615 |
LOW |
20,561 |
0.618 |
20,474 |
1.000 |
20,420 |
1.618 |
20,333 |
2.618 |
20,192 |
4.250 |
19,962 |
|
|
Fisher Pivots for day following 23-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,632 |
20,721 |
PP |
20,617 |
20,677 |
S1 |
20,603 |
20,632 |
|