Trading Metrics calculated at close of trading on 30-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,635 |
20,597 |
-38 |
-0.2% |
20,851 |
High |
20,663 |
20,694 |
31 |
0.2% |
20,917 |
Low |
20,563 |
20,570 |
7 |
0.0% |
20,476 |
Close |
20,601 |
20,660 |
59 |
0.3% |
20,575 |
Range |
100 |
124 |
24 |
24.0% |
441 |
ATR |
142 |
141 |
-1 |
-0.9% |
0 |
Volume |
103,586 |
104,368 |
782 |
0.8% |
947,520 |
|
Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,013 |
20,961 |
20,728 |
|
R3 |
20,889 |
20,837 |
20,694 |
|
R2 |
20,765 |
20,765 |
20,683 |
|
R1 |
20,713 |
20,713 |
20,671 |
20,739 |
PP |
20,641 |
20,641 |
20,641 |
20,655 |
S1 |
20,589 |
20,589 |
20,649 |
20,615 |
S2 |
20,517 |
20,517 |
20,637 |
|
S3 |
20,393 |
20,465 |
20,626 |
|
S4 |
20,269 |
20,341 |
20,592 |
|
|
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 |
20,694 |
20,356 |
338 |
1.6% |
163 |
0.8% |
90% |
True |
False |
144,525 |
10 |
20,929 |
20,356 |
573 |
2.8% |
153 |
0.7% |
53% |
False |
False |
159,497 |
20 |
20,988 |
20,356 |
632 |
3.1% |
130 |
0.6% |
48% |
False |
False |
121,587 |
40 |
21,106 |
19,676 |
1,430 |
6.9% |
131 |
0.6% |
69% |
False |
False |
60,971 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
128 |
0.6% |
71% |
False |
False |
40,685 |
80 |
21,106 |
19,004 |
2,102 |
10.2% |
123 |
0.6% |
79% |
False |
False |
30,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,221 |
2.618 |
21,019 |
1.618 |
20,895 |
1.000 |
20,818 |
0.618 |
20,771 |
HIGH |
20,694 |
0.618 |
20,647 |
0.500 |
20,632 |
0.382 |
20,617 |
LOW |
20,570 |
0.618 |
20,493 |
1.000 |
20,446 |
1.618 |
20,369 |
2.618 |
20,245 |
4.250 |
20,043 |
|
|
Fisher Pivots for day following 30-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,651 |
20,632 |
PP |
20,641 |
20,604 |
S1 |
20,632 |
20,577 |
|