Trading Metrics calculated at close of trading on 29-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,525 |
20,635 |
110 |
0.5% |
20,851 |
High |
20,678 |
20,663 |
-15 |
-0.1% |
20,917 |
Low |
20,459 |
20,563 |
104 |
0.5% |
20,476 |
Close |
20,625 |
20,601 |
-24 |
-0.1% |
20,575 |
Range |
219 |
100 |
-119 |
-54.3% |
441 |
ATR |
146 |
142 |
-3 |
-2.2% |
0 |
Volume |
158,903 |
103,586 |
-55,317 |
-34.8% |
947,520 |
|
Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,909 |
20,855 |
20,656 |
|
R3 |
20,809 |
20,755 |
20,629 |
|
R2 |
20,709 |
20,709 |
20,619 |
|
R1 |
20,655 |
20,655 |
20,610 |
20,632 |
PP |
20,609 |
20,609 |
20,609 |
20,598 |
S1 |
20,555 |
20,555 |
20,592 |
20,532 |
S2 |
20,509 |
20,509 |
20,583 |
|
S3 |
20,409 |
20,455 |
20,574 |
|
S4 |
20,309 |
20,355 |
20,546 |
|
|
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% |
166 |
0.8% |
71% |
False |
False |
161,088 |
10 |
20,981 |
20,356 |
625 |
3.0% |
154 |
0.7% |
39% |
False |
False |
164,163 |
20 |
21,075 |
20,356 |
719 |
3.5% |
132 |
0.6% |
34% |
False |
False |
116,434 |
40 |
21,106 |
19,676 |
1,430 |
6.9% |
131 |
0.6% |
65% |
False |
False |
58,364 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
129 |
0.6% |
68% |
False |
False |
38,946 |
80 |
21,106 |
19,004 |
2,102 |
10.2% |
121 |
0.6% |
76% |
False |
False |
29,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,088 |
2.618 |
20,925 |
1.618 |
20,825 |
1.000 |
20,763 |
0.618 |
20,725 |
HIGH |
20,663 |
0.618 |
20,625 |
0.500 |
20,613 |
0.382 |
20,601 |
LOW |
20,563 |
0.618 |
20,501 |
1.000 |
20,463 |
1.618 |
20,401 |
2.618 |
20,301 |
4.250 |
20,138 |
|
|
Fisher Pivots for day following 29-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,613 |
20,573 |
PP |
20,609 |
20,545 |
S1 |
20,605 |
20,517 |
|