Trading Metrics calculated at close of trading on 31-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,220 |
19,290 |
70 |
0.4% |
19,145 |
High |
19,285 |
19,300 |
15 |
0.1% |
19,315 |
Low |
19,085 |
18,950 |
-135 |
-0.7% |
18,800 |
Close |
19,250 |
19,015 |
-235 |
-1.2% |
19,015 |
Range |
200 |
350 |
150 |
75.0% |
515 |
ATR |
232 |
240 |
8 |
3.6% |
0 |
Volume |
9,431 |
15,301 |
5,870 |
62.2% |
61,864 |
|
Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,138 |
19,927 |
19,208 |
|
R3 |
19,788 |
19,577 |
19,111 |
|
R2 |
19,438 |
19,438 |
19,079 |
|
R1 |
19,227 |
19,227 |
19,047 |
19,158 |
PP |
19,088 |
19,088 |
19,088 |
19,054 |
S1 |
18,877 |
18,877 |
18,983 |
18,808 |
S2 |
18,738 |
18,738 |
18,951 |
|
S3 |
18,388 |
18,527 |
18,919 |
|
S4 |
18,038 |
18,177 |
18,823 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,588 |
20,317 |
19,298 |
|
R3 |
20,073 |
19,802 |
19,157 |
|
R2 |
19,558 |
19,558 |
19,110 |
|
R1 |
19,287 |
19,287 |
19,062 |
19,165 |
PP |
19,043 |
19,043 |
19,043 |
18,983 |
S1 |
18,772 |
18,772 |
18,968 |
18,650 |
S2 |
18,528 |
18,528 |
18,921 |
|
S3 |
18,013 |
18,257 |
18,874 |
|
S4 |
17,498 |
17,742 |
18,732 |
|
|
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% |
264 |
1.4% |
42% |
False |
False |
12,372 |
10 |
19,460 |
18,800 |
660 |
3.5% |
262 |
1.4% |
33% |
False |
False |
12,841 |
20 |
19,665 |
18,800 |
865 |
4.5% |
224 |
1.2% |
25% |
False |
False |
12,003 |
40 |
19,665 |
18,780 |
885 |
4.7% |
230 |
1.2% |
27% |
False |
False |
6,140 |
60 |
19,665 |
18,645 |
1,020 |
5.4% |
234 |
1.2% |
36% |
False |
False |
4,097 |
80 |
19,665 |
18,420 |
1,245 |
6.5% |
197 |
1.0% |
48% |
False |
False |
3,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,788 |
2.618 |
20,216 |
1.618 |
19,866 |
1.000 |
19,650 |
0.618 |
19,516 |
HIGH |
19,300 |
0.618 |
19,166 |
0.500 |
19,125 |
0.382 |
19,084 |
LOW |
18,950 |
0.618 |
18,734 |
1.000 |
18,600 |
1.618 |
18,384 |
2.618 |
18,034 |
4.250 |
17,463 |
|
|
Fisher Pivots for day following 31-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,125 |
19,133 |
PP |
19,088 |
19,093 |
S1 |
19,052 |
19,054 |
|