Trading Metrics calculated at close of trading on 30-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,255 |
19,220 |
-35 |
-0.2% |
19,400 |
High |
19,315 |
19,285 |
-30 |
-0.2% |
19,460 |
Low |
19,165 |
19,085 |
-80 |
-0.4% |
18,835 |
Close |
19,220 |
19,250 |
30 |
0.2% |
19,155 |
Range |
150 |
200 |
50 |
33.3% |
625 |
ATR |
234 |
232 |
-2 |
-1.0% |
0 |
Volume |
10,500 |
9,431 |
-1,069 |
-10.2% |
66,546 |
|
Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,807 |
19,728 |
19,360 |
|
R3 |
19,607 |
19,528 |
19,305 |
|
R2 |
19,407 |
19,407 |
19,287 |
|
R1 |
19,328 |
19,328 |
19,268 |
19,368 |
PP |
19,207 |
19,207 |
19,207 |
19,226 |
S1 |
19,128 |
19,128 |
19,232 |
19,168 |
S2 |
19,007 |
19,007 |
19,213 |
|
S3 |
18,807 |
18,928 |
19,195 |
|
S4 |
18,607 |
18,728 |
19,140 |
|
|
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 |
19,315 |
18,800 |
515 |
2.7% |
248 |
1.3% |
87% |
False |
False |
12,327 |
10 |
19,475 |
18,800 |
675 |
3.5% |
241 |
1.3% |
67% |
False |
False |
12,280 |
20 |
19,665 |
18,800 |
865 |
4.5% |
216 |
1.1% |
52% |
False |
False |
11,283 |
40 |
19,665 |
18,780 |
885 |
4.6% |
226 |
1.2% |
53% |
False |
False |
5,759 |
60 |
19,665 |
18,645 |
1,020 |
5.3% |
234 |
1.2% |
59% |
False |
False |
3,842 |
80 |
19,665 |
18,365 |
1,300 |
6.8% |
192 |
1.0% |
68% |
False |
False |
2,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,135 |
2.618 |
19,809 |
1.618 |
19,609 |
1.000 |
19,485 |
0.618 |
19,409 |
HIGH |
19,285 |
0.618 |
19,209 |
0.500 |
19,185 |
0.382 |
19,162 |
LOW |
19,085 |
0.618 |
18,962 |
1.000 |
18,885 |
1.618 |
18,762 |
2.618 |
18,562 |
4.250 |
18,235 |
|
|
Fisher Pivots for day following 30-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,228 |
19,220 |
PP |
19,207 |
19,190 |
S1 |
19,185 |
19,160 |
|