Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,400 |
19,320 |
-80 |
-0.4% |
19,520 |
High |
19,460 |
19,415 |
-45 |
-0.2% |
19,665 |
Low |
19,285 |
19,015 |
-270 |
-1.4% |
19,330 |
Close |
19,335 |
19,030 |
-305 |
-1.6% |
19,360 |
Range |
175 |
400 |
225 |
128.6% |
335 |
ATR |
213 |
226 |
13 |
6.3% |
0 |
Volume |
5,707 |
15,574 |
9,867 |
172.9% |
42,042 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,353 |
20,092 |
19,250 |
|
R3 |
19,953 |
19,692 |
19,140 |
|
R2 |
19,553 |
19,553 |
19,103 |
|
R1 |
19,292 |
19,292 |
19,067 |
19,223 |
PP |
19,153 |
19,153 |
19,153 |
19,119 |
S1 |
18,892 |
18,892 |
18,993 |
18,823 |
S2 |
18,753 |
18,753 |
18,957 |
|
S3 |
18,353 |
18,492 |
18,920 |
|
S4 |
17,953 |
18,092 |
18,810 |
|
|
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 |
19,595 |
19,015 |
580 |
3.0% |
215 |
1.1% |
3% |
False |
True |
10,254 |
10 |
19,665 |
19,015 |
650 |
3.4% |
208 |
1.1% |
2% |
False |
True |
9,341 |
20 |
19,665 |
18,960 |
705 |
3.7% |
216 |
1.1% |
10% |
False |
False |
6,891 |
40 |
19,665 |
18,770 |
895 |
4.7% |
225 |
1.2% |
29% |
False |
False |
3,465 |
60 |
19,665 |
18,645 |
1,020 |
5.4% |
213 |
1.1% |
38% |
False |
False |
2,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,115 |
2.618 |
20,462 |
1.618 |
20,062 |
1.000 |
19,815 |
0.618 |
19,662 |
HIGH |
19,415 |
0.618 |
19,262 |
0.500 |
19,215 |
0.382 |
19,168 |
LOW |
19,015 |
0.618 |
18,768 |
1.000 |
18,615 |
1.618 |
18,368 |
2.618 |
17,968 |
4.250 |
17,315 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,215 |
19,245 |
PP |
19,153 |
19,173 |
S1 |
19,092 |
19,102 |
|