Trading Metrics calculated at close of trading on 24-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
234.00 |
234.38 |
0.38 |
0.2% |
237.03 |
High |
235.34 |
235.04 |
-0.30 |
-0.1% |
237.61 |
Low |
233.60 |
232.96 |
-0.64 |
-0.3% |
232.96 |
Close |
234.03 |
233.86 |
-0.17 |
-0.1% |
233.86 |
Range |
1.74 |
2.08 |
0.34 |
19.5% |
4.65 |
ATR |
1.61 |
1.64 |
0.03 |
2.1% |
0.00 |
Volume |
100,410,200 |
112,504,800 |
12,094,600 |
12.0% |
494,830,300 |
|
Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
240.19 |
239.11 |
235.00 |
|
R3 |
238.11 |
237.03 |
234.43 |
|
R2 |
236.03 |
236.03 |
234.24 |
|
R1 |
234.95 |
234.95 |
234.05 |
234.45 |
PP |
233.95 |
233.95 |
233.95 |
233.71 |
S1 |
232.87 |
232.87 |
233.67 |
232.37 |
S2 |
231.87 |
231.87 |
233.48 |
|
S3 |
229.79 |
230.79 |
233.29 |
|
S4 |
227.71 |
228.71 |
232.72 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
248.76 |
245.96 |
236.42 |
|
R3 |
244.11 |
241.31 |
235.14 |
|
R2 |
239.46 |
239.46 |
234.71 |
|
R1 |
236.66 |
236.66 |
234.29 |
235.74 |
PP |
234.81 |
234.81 |
234.81 |
234.35 |
S1 |
232.01 |
232.01 |
233.43 |
231.09 |
S2 |
230.16 |
230.16 |
233.01 |
|
S3 |
225.51 |
227.36 |
232.58 |
|
S4 |
220.86 |
222.71 |
231.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
237.61 |
232.96 |
4.65 |
2.0% |
2.09 |
0.9% |
19% |
False |
True |
98,966,060 |
10 |
239.44 |
232.96 |
6.48 |
2.8% |
1.63 |
0.7% |
14% |
False |
True |
87,539,549 |
20 |
240.32 |
232.96 |
7.36 |
3.1% |
1.43 |
0.6% |
12% |
False |
True |
85,079,525 |
40 |
240.32 |
226.32 |
14.00 |
6.0% |
1.33 |
0.6% |
54% |
False |
False |
78,214,450 |
60 |
240.32 |
222.73 |
17.59 |
7.5% |
1.35 |
0.6% |
63% |
False |
False |
76,957,435 |
80 |
240.32 |
219.15 |
21.17 |
9.1% |
1.34 |
0.6% |
69% |
False |
False |
80,009,303 |
100 |
240.32 |
208.38 |
31.94 |
13.7% |
1.41 |
0.6% |
80% |
False |
False |
83,526,616 |
120 |
240.32 |
208.38 |
31.94 |
13.7% |
1.42 |
0.6% |
80% |
False |
False |
83,475,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
243.88 |
2.618 |
240.49 |
1.618 |
238.41 |
1.000 |
237.12 |
0.618 |
236.33 |
HIGH |
235.04 |
0.618 |
234.25 |
0.500 |
234.00 |
0.382 |
233.75 |
LOW |
232.96 |
0.618 |
231.67 |
1.000 |
230.88 |
1.618 |
229.59 |
2.618 |
227.51 |
4.250 |
224.12 |
|
|
Fisher Pivots for day following 24-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
234.00 |
234.15 |
PP |
233.95 |
234.05 |
S1 |
233.91 |
233.96 |
|