Trading Metrics calculated at close of trading on 22-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,320 |
19,040 |
-280 |
-1.4% |
19,520 |
High |
19,415 |
19,100 |
-315 |
-1.6% |
19,665 |
Low |
19,015 |
18,835 |
-180 |
-0.9% |
19,330 |
Close |
19,030 |
18,970 |
-60 |
-0.3% |
19,360 |
Range |
400 |
265 |
-135 |
-33.8% |
335 |
ATR |
226 |
229 |
3 |
1.2% |
0 |
Volume |
15,574 |
16,782 |
1,208 |
7.8% |
42,042 |
|
Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,763 |
19,632 |
19,116 |
|
R3 |
19,498 |
19,367 |
19,043 |
|
R2 |
19,233 |
19,233 |
19,019 |
|
R1 |
19,102 |
19,102 |
18,994 |
19,035 |
PP |
18,968 |
18,968 |
18,968 |
18,935 |
S1 |
18,837 |
18,837 |
18,946 |
18,770 |
S2 |
18,703 |
18,703 |
18,922 |
|
S3 |
18,438 |
18,572 |
18,897 |
|
S4 |
18,173 |
18,307 |
18,824 |
|
|
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 |
18,835 |
760 |
4.0% |
241 |
1.3% |
18% |
False |
True |
12,060 |
10 |
19,665 |
18,835 |
830 |
4.4% |
212 |
1.1% |
16% |
False |
True |
10,346 |
20 |
19,665 |
18,835 |
830 |
4.4% |
220 |
1.2% |
16% |
False |
True |
7,725 |
40 |
19,665 |
18,780 |
885 |
4.7% |
226 |
1.2% |
21% |
False |
False |
3,884 |
60 |
19,665 |
18,645 |
1,020 |
5.4% |
217 |
1.1% |
32% |
False |
False |
2,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,226 |
2.618 |
19,794 |
1.618 |
19,529 |
1.000 |
19,365 |
0.618 |
19,264 |
HIGH |
19,100 |
0.618 |
18,999 |
0.500 |
18,968 |
0.382 |
18,936 |
LOW |
18,835 |
0.618 |
18,671 |
1.000 |
18,570 |
1.618 |
18,406 |
2.618 |
18,141 |
4.250 |
17,709 |
|
|
Fisher Pivots for day following 22-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
18,969 |
19,148 |
PP |
18,968 |
19,088 |
S1 |
18,968 |
19,029 |
|