Trading Metrics calculated at close of trading on 20-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,415 |
19,400 |
-15 |
-0.1% |
19,520 |
High |
19,475 |
19,460 |
-15 |
-0.1% |
19,665 |
Low |
19,330 |
19,285 |
-45 |
-0.2% |
19,330 |
Close |
19,360 |
19,335 |
-25 |
-0.1% |
19,360 |
Range |
145 |
175 |
30 |
20.7% |
335 |
ATR |
216 |
213 |
-3 |
-1.3% |
0 |
Volume |
9,692 |
5,707 |
-3,985 |
-41.1% |
42,042 |
|
Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,885 |
19,785 |
19,431 |
|
R3 |
19,710 |
19,610 |
19,383 |
|
R2 |
19,535 |
19,535 |
19,367 |
|
R1 |
19,435 |
19,435 |
19,351 |
19,398 |
PP |
19,360 |
19,360 |
19,360 |
19,341 |
S1 |
19,260 |
19,260 |
19,319 |
19,223 |
S2 |
19,185 |
19,185 |
19,303 |
|
S3 |
19,010 |
19,085 |
19,287 |
|
S4 |
18,835 |
18,910 |
19,239 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,457 |
20,243 |
19,544 |
|
R3 |
20,122 |
19,908 |
19,452 |
|
R2 |
19,787 |
19,787 |
19,422 |
|
R1 |
19,573 |
19,573 |
19,391 |
19,513 |
PP |
19,452 |
19,452 |
19,452 |
19,421 |
S1 |
19,238 |
19,238 |
19,329 |
19,178 |
S2 |
19,117 |
19,117 |
19,299 |
|
S3 |
18,782 |
18,903 |
19,268 |
|
S4 |
18,447 |
18,568 |
19,176 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,665 |
19,285 |
380 |
2.0% |
176 |
0.9% |
13% |
False |
True |
8,327 |
10 |
19,665 |
19,145 |
520 |
2.7% |
176 |
0.9% |
37% |
False |
False |
9,011 |
20 |
19,665 |
18,960 |
705 |
3.6% |
213 |
1.1% |
53% |
False |
False |
6,119 |
40 |
19,665 |
18,770 |
895 |
4.6% |
220 |
1.1% |
63% |
False |
False |
3,076 |
60 |
19,665 |
18,645 |
1,020 |
5.3% |
209 |
1.1% |
68% |
False |
False |
2,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,204 |
2.618 |
19,918 |
1.618 |
19,743 |
1.000 |
19,635 |
0.618 |
19,568 |
HIGH |
19,460 |
0.618 |
19,393 |
0.500 |
19,373 |
0.382 |
19,352 |
LOW |
19,285 |
0.618 |
19,177 |
1.000 |
19,110 |
1.618 |
19,002 |
2.618 |
18,827 |
4.250 |
18,541 |
|
|
Fisher Pivots for day following 20-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,373 |
19,440 |
PP |
19,360 |
19,405 |
S1 |
19,348 |
19,370 |
|