Trading Metrics calculated at close of trading on 24-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,589 |
20,599 |
10 |
0.0% |
20,851 |
High |
20,702 |
20,674 |
-28 |
-0.1% |
20,917 |
Low |
20,561 |
20,476 |
-85 |
-0.4% |
20,476 |
Close |
20,588 |
20,575 |
-13 |
-0.1% |
20,575 |
Range |
141 |
198 |
57 |
40.4% |
441 |
ATR |
129 |
134 |
5 |
3.8% |
0 |
Volume |
187,184 |
180,188 |
-6,996 |
-3.7% |
947,520 |
|
Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,169 |
21,070 |
20,684 |
|
R3 |
20,971 |
20,872 |
20,630 |
|
R2 |
20,773 |
20,773 |
20,611 |
|
R1 |
20,674 |
20,674 |
20,593 |
20,625 |
PP |
20,575 |
20,575 |
20,575 |
20,550 |
S1 |
20,476 |
20,476 |
20,557 |
20,427 |
S2 |
20,377 |
20,377 |
20,539 |
|
S3 |
20,179 |
20,278 |
20,521 |
|
S4 |
19,981 |
20,080 |
20,466 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,979 |
21,718 |
20,818 |
|
R3 |
21,538 |
21,277 |
20,696 |
|
R2 |
21,097 |
21,097 |
20,656 |
|
R1 |
20,836 |
20,836 |
20,616 |
20,746 |
PP |
20,656 |
20,656 |
20,656 |
20,611 |
S1 |
20,395 |
20,395 |
20,535 |
20,305 |
S2 |
20,215 |
20,215 |
20,494 |
|
S3 |
19,774 |
19,954 |
20,454 |
|
S4 |
19,333 |
19,513 |
20,333 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,917 |
20,476 |
441 |
2.1% |
168 |
0.8% |
22% |
False |
True |
189,504 |
10 |
20,981 |
20,476 |
505 |
2.5% |
135 |
0.7% |
20% |
False |
True |
165,572 |
20 |
21,106 |
20,476 |
630 |
3.1% |
132 |
0.6% |
16% |
False |
True |
94,661 |
40 |
21,106 |
19,654 |
1,452 |
7.1% |
129 |
0.6% |
63% |
False |
False |
47,425 |
60 |
21,106 |
19,552 |
1,554 |
7.6% |
127 |
0.6% |
66% |
False |
False |
31,648 |
80 |
21,106 |
18,984 |
2,122 |
10.3% |
117 |
0.6% |
75% |
False |
False |
23,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,516 |
2.618 |
21,192 |
1.618 |
20,994 |
1.000 |
20,872 |
0.618 |
20,796 |
HIGH |
20,674 |
0.618 |
20,598 |
0.500 |
20,575 |
0.382 |
20,552 |
LOW |
20,476 |
0.618 |
20,354 |
1.000 |
20,278 |
1.618 |
20,156 |
2.618 |
19,958 |
4.250 |
19,635 |
|
|
Fisher Pivots for day following 24-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,575 |
20,589 |
PP |
20,575 |
20,584 |
S1 |
20,575 |
20,580 |
|