Trading Metrics calculated at close of trading on 28-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,145 |
19,070 |
-75 |
-0.4% |
19,400 |
High |
19,145 |
19,280 |
135 |
0.7% |
19,460 |
Low |
18,800 |
19,005 |
205 |
1.1% |
18,835 |
Close |
19,055 |
19,255 |
200 |
1.0% |
19,155 |
Range |
345 |
275 |
-70 |
-20.3% |
625 |
ATR |
238 |
241 |
3 |
1.1% |
0 |
Volume |
13,346 |
13,286 |
-60 |
-0.4% |
66,546 |
|
Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,005 |
19,905 |
19,406 |
|
R3 |
19,730 |
19,630 |
19,331 |
|
R2 |
19,455 |
19,455 |
19,306 |
|
R1 |
19,355 |
19,355 |
19,280 |
19,405 |
PP |
19,180 |
19,180 |
19,180 |
19,205 |
S1 |
19,080 |
19,080 |
19,230 |
19,130 |
S2 |
18,905 |
18,905 |
19,205 |
|
S3 |
18,630 |
18,805 |
19,180 |
|
S4 |
18,355 |
18,530 |
19,104 |
|
|
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 |
19,280 |
18,800 |
480 |
2.5% |
268 |
1.4% |
95% |
True |
False |
14,379 |
10 |
19,595 |
18,800 |
795 |
4.1% |
242 |
1.3% |
57% |
False |
False |
12,316 |
20 |
19,665 |
18,800 |
865 |
4.5% |
229 |
1.2% |
53% |
False |
False |
10,445 |
40 |
19,665 |
18,780 |
885 |
4.6% |
233 |
1.2% |
54% |
False |
False |
5,261 |
60 |
19,665 |
18,645 |
1,020 |
5.3% |
231 |
1.2% |
60% |
False |
False |
3,510 |
80 |
19,665 |
18,330 |
1,335 |
6.9% |
188 |
1.0% |
69% |
False |
False |
2,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,449 |
2.618 |
20,000 |
1.618 |
19,725 |
1.000 |
19,555 |
0.618 |
19,450 |
HIGH |
19,280 |
0.618 |
19,175 |
0.500 |
19,143 |
0.382 |
19,110 |
LOW |
19,005 |
0.618 |
18,835 |
1.000 |
18,730 |
1.618 |
18,560 |
2.618 |
18,285 |
4.250 |
17,836 |
|
|
Fisher Pivots for day following 28-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,218 |
19,183 |
PP |
19,180 |
19,112 |
S1 |
19,143 |
19,040 |
|