Trading Metrics calculated at close of trading on 23-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,040 |
18,995 |
-45 |
-0.2% |
19,520 |
High |
19,100 |
19,060 |
-40 |
-0.2% |
19,665 |
Low |
18,835 |
18,875 |
40 |
0.2% |
19,330 |
Close |
18,970 |
18,970 |
0 |
0.0% |
19,360 |
Range |
265 |
185 |
-80 |
-30.2% |
335 |
ATR |
229 |
226 |
-3 |
-1.4% |
0 |
Volume |
16,782 |
13,408 |
-3,374 |
-20.1% |
42,042 |
|
Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,523 |
19,432 |
19,072 |
|
R3 |
19,338 |
19,247 |
19,021 |
|
R2 |
19,153 |
19,153 |
19,004 |
|
R1 |
19,062 |
19,062 |
18,987 |
19,015 |
PP |
18,968 |
18,968 |
18,968 |
18,945 |
S1 |
18,877 |
18,877 |
18,953 |
18,830 |
S2 |
18,783 |
18,783 |
18,936 |
|
S3 |
18,598 |
18,692 |
18,919 |
|
S4 |
18,413 |
18,507 |
18,868 |
|
|
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 |
19,475 |
18,835 |
640 |
3.4% |
234 |
1.2% |
21% |
False |
False |
12,232 |
10 |
19,665 |
18,835 |
830 |
4.4% |
213 |
1.1% |
16% |
False |
False |
10,678 |
20 |
19,665 |
18,835 |
830 |
4.4% |
222 |
1.2% |
16% |
False |
False |
8,394 |
40 |
19,665 |
18,780 |
885 |
4.7% |
223 |
1.2% |
21% |
False |
False |
4,219 |
60 |
19,665 |
18,645 |
1,020 |
5.4% |
220 |
1.2% |
32% |
False |
False |
2,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,846 |
2.618 |
19,544 |
1.618 |
19,359 |
1.000 |
19,245 |
0.618 |
19,174 |
HIGH |
19,060 |
0.618 |
18,989 |
0.500 |
18,968 |
0.382 |
18,946 |
LOW |
18,875 |
0.618 |
18,761 |
1.000 |
18,690 |
1.618 |
18,576 |
2.618 |
18,391 |
4.250 |
18,089 |
|
|
Fisher Pivots for day following 23-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
18,969 |
19,125 |
PP |
18,968 |
19,073 |
S1 |
18,968 |
19,022 |
|