Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
18,995 |
19,145 |
150 |
0.8% |
19,400 |
High |
19,230 |
19,145 |
-85 |
-0.4% |
19,460 |
Low |
18,960 |
18,800 |
-160 |
-0.8% |
18,835 |
Close |
19,155 |
19,055 |
-100 |
-0.5% |
19,155 |
Range |
270 |
345 |
75 |
27.8% |
625 |
ATR |
229 |
238 |
9 |
3.9% |
0 |
Volume |
15,075 |
13,346 |
-1,729 |
-11.5% |
66,546 |
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,035 |
19,890 |
19,245 |
|
R3 |
19,690 |
19,545 |
19,150 |
|
R2 |
19,345 |
19,345 |
19,118 |
|
R1 |
19,200 |
19,200 |
19,087 |
19,100 |
PP |
19,000 |
19,000 |
19,000 |
18,950 |
S1 |
18,855 |
18,855 |
19,024 |
18,755 |
S2 |
18,655 |
18,655 |
18,992 |
|
S3 |
18,310 |
18,510 |
18,960 |
|
S4 |
17,965 |
18,165 |
18,865 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,025 |
20,715 |
19,499 |
|
R3 |
20,400 |
20,090 |
19,327 |
|
R2 |
19,775 |
19,775 |
19,270 |
|
R1 |
19,465 |
19,465 |
19,212 |
19,308 |
PP |
19,150 |
19,150 |
19,150 |
19,071 |
S1 |
18,840 |
18,840 |
19,098 |
18,683 |
S2 |
18,525 |
18,525 |
19,041 |
|
S3 |
17,900 |
18,215 |
18,983 |
|
S4 |
17,275 |
17,590 |
18,811 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,415 |
18,800 |
615 |
3.2% |
293 |
1.5% |
41% |
False |
True |
14,837 |
10 |
19,665 |
18,800 |
865 |
4.5% |
235 |
1.2% |
29% |
False |
True |
11,582 |
20 |
19,665 |
18,800 |
865 |
4.5% |
227 |
1.2% |
29% |
False |
True |
9,796 |
40 |
19,665 |
18,780 |
885 |
4.6% |
235 |
1.2% |
31% |
False |
False |
4,929 |
60 |
19,665 |
18,645 |
1,020 |
5.4% |
227 |
1.2% |
40% |
False |
False |
3,288 |
80 |
19,665 |
18,330 |
1,335 |
7.0% |
184 |
1.0% |
54% |
False |
False |
2,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,611 |
2.618 |
20,048 |
1.618 |
19,703 |
1.000 |
19,490 |
0.618 |
19,358 |
HIGH |
19,145 |
0.618 |
19,013 |
0.500 |
18,973 |
0.382 |
18,932 |
LOW |
18,800 |
0.618 |
18,587 |
1.000 |
18,455 |
1.618 |
18,242 |
2.618 |
17,897 |
4.250 |
17,334 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,028 |
19,042 |
PP |
19,000 |
19,028 |
S1 |
18,973 |
19,015 |
|