Trading Metrics calculated at close of trading on 30-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
234.99 |
235.47 |
0.48 |
0.2% |
237.03 |
High |
235.81 |
236.52 |
0.71 |
0.3% |
237.61 |
Low |
234.73 |
235.27 |
0.54 |
0.2% |
232.96 |
Close |
235.54 |
236.29 |
0.75 |
0.3% |
233.86 |
Range |
1.08 |
1.25 |
0.17 |
15.7% |
4.65 |
ATR |
1.71 |
1.68 |
-0.03 |
-1.9% |
0.00 |
Volume |
61,950,300 |
56,737,800 |
-5,212,500 |
-8.4% |
494,830,300 |
|
Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
239.78 |
239.28 |
236.98 |
|
R3 |
238.53 |
238.03 |
236.63 |
|
R2 |
237.28 |
237.28 |
236.52 |
|
R1 |
236.78 |
236.78 |
236.40 |
237.03 |
PP |
236.03 |
236.03 |
236.03 |
236.15 |
S1 |
235.53 |
235.53 |
236.18 |
235.78 |
S2 |
234.78 |
234.78 |
236.06 |
|
S3 |
233.53 |
234.28 |
235.95 |
|
S4 |
232.28 |
233.03 |
235.60 |
|
|
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 |
236.52 |
231.61 |
4.91 |
2.1% |
1.88 |
0.8% |
95% |
True |
False |
82,426,240 |
10 |
237.97 |
231.61 |
6.36 |
2.7% |
1.87 |
0.8% |
74% |
False |
False |
88,345,880 |
20 |
239.44 |
231.61 |
7.83 |
3.3% |
1.54 |
0.7% |
60% |
False |
False |
81,416,780 |
40 |
240.32 |
226.82 |
13.50 |
5.7% |
1.38 |
0.6% |
70% |
False |
False |
78,343,943 |
60 |
240.32 |
224.96 |
15.36 |
6.5% |
1.35 |
0.6% |
74% |
False |
False |
76,731,945 |
80 |
240.32 |
220.42 |
19.90 |
8.4% |
1.37 |
0.6% |
80% |
False |
False |
79,541,395 |
100 |
240.32 |
208.38 |
31.94 |
13.5% |
1.40 |
0.6% |
87% |
False |
False |
82,759,636 |
120 |
240.32 |
208.38 |
31.94 |
13.5% |
1.44 |
0.6% |
87% |
False |
False |
83,145,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
241.83 |
2.618 |
239.79 |
1.618 |
238.54 |
1.000 |
237.77 |
0.618 |
237.29 |
HIGH |
236.52 |
0.618 |
236.04 |
0.500 |
235.90 |
0.382 |
235.75 |
LOW |
235.27 |
0.618 |
234.50 |
1.000 |
234.02 |
1.618 |
233.25 |
2.618 |
232.00 |
4.250 |
229.96 |
|
|
Fisher Pivots for day following 30-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
236.16 |
235.80 |
PP |
236.03 |
235.32 |
S1 |
235.90 |
234.83 |
|