Trading Metrics calculated at close of trading on 20-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
237.75 |
237.03 |
-0.72 |
-0.3% |
237.62 |
High |
237.97 |
237.36 |
-0.61 |
-0.3% |
239.44 |
Low |
237.03 |
236.32 |
-0.71 |
-0.3% |
236.19 |
Close |
237.03 |
236.77 |
-0.26 |
-0.1% |
237.03 |
Range |
0.94 |
1.04 |
0.10 |
10.6% |
3.25 |
ATR |
1.44 |
1.41 |
-0.03 |
-2.0% |
0.00 |
Volume |
89,002,096 |
52,536,900 |
-36,465,196 |
-41.0% |
380,565,196 |
|
Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
239.94 |
239.39 |
237.34 |
|
R3 |
238.90 |
238.35 |
237.06 |
|
R2 |
237.86 |
237.86 |
236.96 |
|
R1 |
237.31 |
237.31 |
236.87 |
237.07 |
PP |
236.82 |
236.82 |
236.82 |
236.69 |
S1 |
236.27 |
236.27 |
236.67 |
236.03 |
S2 |
235.78 |
235.78 |
236.58 |
|
S3 |
234.74 |
235.23 |
236.48 |
|
S4 |
233.70 |
234.19 |
236.20 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
247.30 |
245.42 |
238.82 |
|
R3 |
244.05 |
242.17 |
237.92 |
|
R2 |
240.80 |
240.80 |
237.63 |
|
R1 |
238.92 |
238.92 |
237.33 |
238.24 |
PP |
237.55 |
237.55 |
237.55 |
237.21 |
S1 |
235.67 |
235.67 |
236.73 |
234.99 |
S2 |
234.30 |
234.30 |
236.43 |
|
S3 |
231.05 |
232.42 |
236.14 |
|
S4 |
227.80 |
229.17 |
235.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
239.44 |
236.19 |
3.25 |
1.4% |
1.26 |
0.5% |
18% |
False |
False |
75,169,059 |
10 |
239.44 |
235.74 |
3.70 |
1.6% |
1.21 |
0.5% |
28% |
False |
False |
74,905,000 |
20 |
240.32 |
235.41 |
4.91 |
2.1% |
1.19 |
0.5% |
28% |
False |
False |
78,367,785 |
40 |
240.32 |
225.27 |
15.05 |
6.4% |
1.23 |
0.5% |
76% |
False |
False |
75,032,745 |
60 |
240.32 |
222.73 |
17.59 |
7.4% |
1.24 |
0.5% |
80% |
False |
False |
72,977,515 |
80 |
240.32 |
219.15 |
21.17 |
8.9% |
1.27 |
0.5% |
83% |
False |
False |
77,461,808 |
100 |
240.32 |
208.38 |
31.94 |
13.5% |
1.38 |
0.6% |
89% |
False |
False |
82,704,592 |
120 |
240.32 |
208.38 |
31.94 |
13.5% |
1.42 |
0.6% |
89% |
False |
False |
83,214,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
241.78 |
2.618 |
240.08 |
1.618 |
239.04 |
1.000 |
238.40 |
0.618 |
238.00 |
HIGH |
237.36 |
0.618 |
236.96 |
0.500 |
236.84 |
0.382 |
236.72 |
LOW |
236.32 |
0.618 |
235.68 |
1.000 |
235.28 |
1.618 |
234.64 |
2.618 |
233.60 |
4.250 |
231.90 |
|
|
Fisher Pivots for day following 20-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
236.84 |
237.76 |
PP |
236.82 |
237.43 |
S1 |
236.79 |
237.10 |
|