Trading Metrics calculated at close of trading on 23-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
233.77 |
234.00 |
0.23 |
0.1% |
237.62 |
High |
234.61 |
235.34 |
0.73 |
0.3% |
239.44 |
Low |
233.05 |
233.60 |
0.55 |
0.2% |
236.19 |
Close |
234.28 |
234.03 |
-0.25 |
-0.1% |
237.03 |
Range |
1.56 |
1.74 |
0.18 |
11.5% |
3.25 |
ATR |
1.60 |
1.61 |
0.01 |
0.6% |
0.00 |
Volume |
97,569,200 |
100,410,200 |
2,841,000 |
2.9% |
380,565,196 |
|
Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
239.54 |
238.53 |
234.99 |
|
R3 |
237.80 |
236.79 |
234.51 |
|
R2 |
236.06 |
236.06 |
234.35 |
|
R1 |
235.05 |
235.05 |
234.19 |
235.56 |
PP |
234.32 |
234.32 |
234.32 |
234.58 |
S1 |
233.31 |
233.31 |
233.87 |
233.82 |
S2 |
232.58 |
232.58 |
233.71 |
|
S3 |
230.84 |
231.57 |
233.55 |
|
S4 |
229.10 |
229.83 |
233.07 |
|
|
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 |
237.97 |
233.05 |
4.92 |
2.1% |
1.86 |
0.8% |
20% |
False |
False |
94,265,519 |
10 |
239.44 |
233.05 |
6.39 |
2.7% |
1.57 |
0.7% |
15% |
False |
False |
84,488,229 |
20 |
240.32 |
233.05 |
7.27 |
3.1% |
1.40 |
0.6% |
13% |
False |
False |
83,573,365 |
40 |
240.32 |
226.32 |
14.00 |
6.0% |
1.30 |
0.6% |
55% |
False |
False |
76,901,097 |
60 |
240.32 |
222.73 |
17.59 |
7.5% |
1.33 |
0.6% |
64% |
False |
False |
75,793,562 |
80 |
240.32 |
219.15 |
21.17 |
9.0% |
1.33 |
0.6% |
70% |
False |
False |
79,560,150 |
100 |
240.32 |
208.38 |
31.94 |
13.6% |
1.41 |
0.6% |
80% |
False |
False |
83,807,799 |
120 |
240.32 |
208.38 |
31.94 |
13.6% |
1.42 |
0.6% |
80% |
False |
False |
83,514,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
242.74 |
2.618 |
239.90 |
1.618 |
238.16 |
1.000 |
237.08 |
0.618 |
236.42 |
HIGH |
235.34 |
0.618 |
234.68 |
0.500 |
234.47 |
0.382 |
234.26 |
LOW |
233.60 |
0.618 |
232.52 |
1.000 |
231.86 |
1.618 |
230.78 |
2.618 |
229.04 |
4.250 |
226.21 |
|
|
Fisher Pivots for day following 23-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
234.47 |
235.33 |
PP |
234.32 |
234.90 |
S1 |
234.18 |
234.46 |
|