Trading Metrics calculated at close of trading on 22-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
237.47 |
233.77 |
-3.70 |
-1.6% |
237.62 |
High |
237.61 |
234.61 |
-3.00 |
-1.3% |
239.44 |
Low |
233.58 |
233.05 |
-0.53 |
-0.2% |
236.19 |
Close |
233.73 |
234.28 |
0.55 |
0.2% |
237.03 |
Range |
4.03 |
1.56 |
-2.47 |
-61.3% |
3.25 |
ATR |
1.60 |
1.60 |
0.00 |
-0.2% |
0.00 |
Volume |
131,809,200 |
97,569,200 |
-34,240,000 |
-26.0% |
380,565,196 |
|
Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
238.66 |
238.03 |
235.14 |
|
R3 |
237.10 |
236.47 |
234.71 |
|
R2 |
235.54 |
235.54 |
234.57 |
|
R1 |
234.91 |
234.91 |
234.42 |
235.23 |
PP |
233.98 |
233.98 |
233.98 |
234.14 |
S1 |
233.35 |
233.35 |
234.14 |
233.67 |
S2 |
232.42 |
232.42 |
233.99 |
|
S3 |
230.86 |
231.79 |
233.85 |
|
S4 |
229.30 |
230.23 |
233.42 |
|
|
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 |
239.20 |
233.05 |
6.15 |
2.6% |
1.73 |
0.7% |
20% |
False |
True |
89,852,260 |
10 |
239.44 |
233.05 |
6.39 |
2.7% |
1.54 |
0.7% |
19% |
False |
True |
83,515,600 |
20 |
240.32 |
233.05 |
7.27 |
3.1% |
1.38 |
0.6% |
17% |
False |
True |
82,283,650 |
40 |
240.32 |
226.32 |
14.00 |
6.0% |
1.28 |
0.5% |
57% |
False |
False |
76,501,785 |
60 |
240.32 |
222.73 |
17.59 |
7.5% |
1.31 |
0.6% |
66% |
False |
False |
74,731,688 |
80 |
240.32 |
219.15 |
21.17 |
9.0% |
1.31 |
0.6% |
71% |
False |
False |
78,778,425 |
100 |
240.32 |
208.38 |
31.94 |
13.6% |
1.41 |
0.6% |
81% |
False |
False |
83,575,899 |
120 |
240.32 |
208.38 |
31.94 |
13.6% |
1.43 |
0.6% |
81% |
False |
False |
83,744,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
241.24 |
2.618 |
238.69 |
1.618 |
237.13 |
1.000 |
236.17 |
0.618 |
235.57 |
HIGH |
234.61 |
0.618 |
234.01 |
0.500 |
233.83 |
0.382 |
233.65 |
LOW |
233.05 |
0.618 |
232.09 |
1.000 |
231.49 |
1.618 |
230.53 |
2.618 |
228.97 |
4.250 |
226.42 |
|
|
Fisher Pivots for day following 22-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
234.13 |
235.33 |
PP |
233.98 |
234.98 |
S1 |
233.83 |
234.63 |
|