Trading Metrics calculated at close of trading on 03-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,666 |
20,599 |
-67 |
-0.3% |
20,527 |
High |
20,671 |
20,648 |
-23 |
-0.1% |
20,694 |
Low |
20,596 |
20,451 |
-145 |
-0.7% |
20,356 |
Close |
20,604 |
20,590 |
-14 |
-0.1% |
20,604 |
Range |
75 |
197 |
122 |
162.7% |
338 |
ATR |
136 |
141 |
4 |
3.2% |
0 |
Volume |
105,486 |
151,669 |
46,183 |
43.8% |
647,923 |
|
Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,154 |
21,069 |
20,698 |
|
R3 |
20,957 |
20,872 |
20,644 |
|
R2 |
20,760 |
20,760 |
20,626 |
|
R1 |
20,675 |
20,675 |
20,608 |
20,619 |
PP |
20,563 |
20,563 |
20,563 |
20,535 |
S1 |
20,478 |
20,478 |
20,572 |
20,422 |
S2 |
20,366 |
20,366 |
20,554 |
|
S3 |
20,169 |
20,281 |
20,536 |
|
S4 |
19,972 |
20,084 |
20,482 |
|
|
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 |
20,451 |
243 |
1.2% |
143 |
0.7% |
57% |
False |
True |
124,802 |
10 |
20,917 |
20,356 |
561 |
2.7% |
165 |
0.8% |
42% |
False |
False |
164,227 |
20 |
20,981 |
20,356 |
625 |
3.0% |
135 |
0.7% |
37% |
False |
False |
134,364 |
40 |
21,106 |
19,870 |
1,236 |
6.0% |
130 |
0.6% |
58% |
False |
False |
67,394 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
130 |
0.6% |
67% |
False |
False |
44,970 |
80 |
21,106 |
19,225 |
1,881 |
9.1% |
125 |
0.6% |
73% |
False |
False |
33,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,485 |
2.618 |
21,164 |
1.618 |
20,967 |
1.000 |
20,845 |
0.618 |
20,770 |
HIGH |
20,648 |
0.618 |
20,573 |
0.500 |
20,550 |
0.382 |
20,526 |
LOW |
20,451 |
0.618 |
20,329 |
1.000 |
20,254 |
1.618 |
20,132 |
2.618 |
19,935 |
4.250 |
19,614 |
|
|
Fisher Pivots for day following 03-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,577 |
20,584 |
PP |
20,563 |
20,578 |
S1 |
20,550 |
20,573 |
|