Trading Metrics calculated at close of trading on 31-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,597 |
20,666 |
69 |
0.3% |
20,527 |
High |
20,694 |
20,671 |
-23 |
-0.1% |
20,694 |
Low |
20,570 |
20,596 |
26 |
0.1% |
20,356 |
Close |
20,660 |
20,604 |
-56 |
-0.3% |
20,604 |
Range |
124 |
75 |
-49 |
-39.5% |
338 |
ATR |
141 |
136 |
-5 |
-3.3% |
0 |
Volume |
104,368 |
105,486 |
1,118 |
1.1% |
647,923 |
|
Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,849 |
20,801 |
20,645 |
|
R3 |
20,774 |
20,726 |
20,625 |
|
R2 |
20,699 |
20,699 |
20,618 |
|
R1 |
20,651 |
20,651 |
20,611 |
20,638 |
PP |
20,624 |
20,624 |
20,624 |
20,617 |
S1 |
20,576 |
20,576 |
20,597 |
20,563 |
S2 |
20,549 |
20,549 |
20,590 |
|
S3 |
20,474 |
20,501 |
20,584 |
|
S4 |
20,399 |
20,426 |
20,563 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,565 |
21,423 |
20,790 |
|
R3 |
21,227 |
21,085 |
20,697 |
|
R2 |
20,889 |
20,889 |
20,666 |
|
R1 |
20,747 |
20,747 |
20,635 |
20,818 |
PP |
20,551 |
20,551 |
20,551 |
20,587 |
S1 |
20,409 |
20,409 |
20,573 |
20,480 |
S2 |
20,213 |
20,213 |
20,542 |
|
S3 |
19,875 |
20,071 |
20,511 |
|
S4 |
19,537 |
19,733 |
20,418 |
|
|
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% |
138 |
0.7% |
73% |
False |
False |
129,584 |
10 |
20,917 |
20,356 |
561 |
2.7% |
153 |
0.7% |
44% |
False |
False |
159,544 |
20 |
20,981 |
20,356 |
625 |
3.0% |
129 |
0.6% |
40% |
False |
False |
126,832 |
40 |
21,106 |
19,726 |
1,380 |
6.7% |
130 |
0.6% |
64% |
False |
False |
63,607 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
129 |
0.6% |
68% |
False |
False |
42,443 |
80 |
21,106 |
19,100 |
2,006 |
9.7% |
122 |
0.6% |
75% |
False |
False |
31,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,990 |
2.618 |
20,867 |
1.618 |
20,792 |
1.000 |
20,746 |
0.618 |
20,717 |
HIGH |
20,671 |
0.618 |
20,642 |
0.500 |
20,634 |
0.382 |
20,625 |
LOW |
20,596 |
0.618 |
20,550 |
1.000 |
20,521 |
1.618 |
20,475 |
2.618 |
20,400 |
4.250 |
20,277 |
|
|
Fisher Pivots for day following 31-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,634 |
20,629 |
PP |
20,624 |
20,620 |
S1 |
20,614 |
20,612 |
|