Trading Metrics calculated at close of trading on 28-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,527 |
20,525 |
-2 |
0.0% |
20,851 |
High |
20,528 |
20,678 |
150 |
0.7% |
20,917 |
Low |
20,356 |
20,459 |
103 |
0.5% |
20,476 |
Close |
20,497 |
20,625 |
128 |
0.6% |
20,575 |
Range |
172 |
219 |
47 |
27.3% |
441 |
ATR |
140 |
146 |
6 |
4.0% |
0 |
Volume |
175,580 |
158,903 |
-16,677 |
-9.5% |
947,520 |
|
Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,244 |
21,154 |
20,746 |
|
R3 |
21,025 |
20,935 |
20,685 |
|
R2 |
20,806 |
20,806 |
20,665 |
|
R1 |
20,716 |
20,716 |
20,645 |
20,761 |
PP |
20,587 |
20,587 |
20,587 |
20,610 |
S1 |
20,497 |
20,497 |
20,605 |
20,542 |
S2 |
20,368 |
20,368 |
20,585 |
|
S3 |
20,149 |
20,278 |
20,565 |
|
S4 |
19,930 |
20,059 |
20,505 |
|
|
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 |
20,702 |
20,356 |
346 |
1.7% |
168 |
0.8% |
78% |
False |
False |
182,094 |
10 |
20,981 |
20,356 |
625 |
3.0% |
157 |
0.8% |
43% |
False |
False |
170,361 |
20 |
21,106 |
20,356 |
750 |
3.6% |
145 |
0.7% |
36% |
False |
False |
111,342 |
40 |
21,106 |
19,654 |
1,452 |
7.0% |
133 |
0.6% |
67% |
False |
False |
55,779 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
130 |
0.6% |
69% |
False |
False |
37,221 |
80 |
21,106 |
19,004 |
2,102 |
10.2% |
121 |
0.6% |
77% |
False |
False |
27,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,609 |
2.618 |
21,251 |
1.618 |
21,032 |
1.000 |
20,897 |
0.618 |
20,813 |
HIGH |
20,678 |
0.618 |
20,594 |
0.500 |
20,569 |
0.382 |
20,543 |
LOW |
20,459 |
0.618 |
20,324 |
1.000 |
20,240 |
1.618 |
20,105 |
2.618 |
19,886 |
4.250 |
19,528 |
|
|
Fisher Pivots for day following 28-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,606 |
20,589 |
PP |
20,587 |
20,553 |
S1 |
20,569 |
20,517 |
|