Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,599 |
20,527 |
-72 |
-0.3% |
20,851 |
High |
20,674 |
20,528 |
-146 |
-0.7% |
20,917 |
Low |
20,476 |
20,356 |
-120 |
-0.6% |
20,476 |
Close |
20,575 |
20,497 |
-78 |
-0.4% |
20,575 |
Range |
198 |
172 |
-26 |
-13.1% |
441 |
ATR |
134 |
140 |
6 |
4.5% |
0 |
Volume |
180,188 |
175,580 |
-4,608 |
-2.6% |
947,520 |
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,976 |
20,909 |
20,592 |
|
R3 |
20,804 |
20,737 |
20,544 |
|
R2 |
20,632 |
20,632 |
20,529 |
|
R1 |
20,565 |
20,565 |
20,513 |
20,513 |
PP |
20,460 |
20,460 |
20,460 |
20,434 |
S1 |
20,393 |
20,393 |
20,481 |
20,341 |
S2 |
20,288 |
20,288 |
20,466 |
|
S3 |
20,116 |
20,221 |
20,450 |
|
S4 |
19,944 |
20,049 |
20,403 |
|
|
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 |
20,356 |
561 |
2.7% |
187 |
0.9% |
25% |
False |
True |
203,652 |
10 |
20,981 |
20,356 |
625 |
3.0% |
144 |
0.7% |
23% |
False |
True |
170,977 |
20 |
21,106 |
20,356 |
750 |
3.7% |
137 |
0.7% |
19% |
False |
True |
103,415 |
40 |
21,106 |
19,654 |
1,452 |
7.1% |
132 |
0.6% |
58% |
False |
False |
51,812 |
60 |
21,106 |
19,552 |
1,554 |
7.6% |
127 |
0.6% |
61% |
False |
False |
34,573 |
80 |
21,106 |
19,002 |
2,104 |
10.3% |
119 |
0.6% |
71% |
False |
False |
25,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,259 |
2.618 |
20,978 |
1.618 |
20,806 |
1.000 |
20,700 |
0.618 |
20,634 |
HIGH |
20,528 |
0.618 |
20,462 |
0.500 |
20,442 |
0.382 |
20,422 |
LOW |
20,356 |
0.618 |
20,250 |
1.000 |
20,184 |
1.618 |
20,078 |
2.618 |
19,906 |
4.250 |
19,625 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,479 |
20,529 |
PP |
20,460 |
20,518 |
S1 |
20,442 |
20,508 |
|