Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,916.27 |
20,956.33 |
40.06 |
0.2% |
20,899.28 |
High |
20,955.45 |
20,970.04 |
14.59 |
0.1% |
21,000.11 |
Low |
20,885.70 |
20,653.26 |
-232.44 |
-1.1% |
20,786.31 |
Close |
20,905.86 |
20,668.01 |
-237.85 |
-1.1% |
20,914.62 |
Range |
69.75 |
316.78 |
247.03 |
354.2% |
213.80 |
ATR |
109.02 |
123.86 |
14.84 |
13.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,714.11 |
21,507.84 |
20,842.24 |
|
R3 |
21,397.33 |
21,191.06 |
20,755.12 |
|
R2 |
21,080.55 |
21,080.55 |
20,726.09 |
|
R1 |
20,874.28 |
20,874.28 |
20,697.05 |
20,819.03 |
PP |
20,763.77 |
20,763.77 |
20,763.77 |
20,736.14 |
S1 |
20,557.50 |
20,557.50 |
20,638.97 |
20,502.25 |
S2 |
20,446.99 |
20,446.99 |
20,609.93 |
|
S3 |
20,130.21 |
20,240.72 |
20,580.90 |
|
S4 |
19,813.43 |
19,923.94 |
20,493.78 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,541.75 |
21,441.98 |
21,032.21 |
|
R3 |
21,327.95 |
21,228.18 |
20,973.42 |
|
R2 |
21,114.15 |
21,114.15 |
20,953.82 |
|
R1 |
21,014.38 |
21,014.38 |
20,934.22 |
21,064.27 |
PP |
20,900.35 |
20,900.35 |
20,900.35 |
20,925.29 |
S1 |
20,800.58 |
20,800.58 |
20,895.02 |
20,850.47 |
S2 |
20,686.55 |
20,686.55 |
20,875.42 |
|
S3 |
20,472.75 |
20,586.78 |
20,855.83 |
|
S4 |
20,258.95 |
20,372.98 |
20,797.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,000.11 |
20,653.26 |
346.85 |
1.7% |
136.09 |
0.7% |
4% |
False |
True |
|
10 |
21,000.11 |
20,653.26 |
346.85 |
1.7% |
120.04 |
0.6% |
4% |
False |
True |
|
20 |
21,169.11 |
20,653.26 |
515.85 |
2.5% |
109.12 |
0.5% |
3% |
False |
True |
|
40 |
21,169.11 |
19,784.77 |
1,384.34 |
6.7% |
106.70 |
0.5% |
64% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
107.07 |
0.5% |
66% |
False |
False |
|
80 |
21,169.11 |
19,000.38 |
2,168.73 |
10.5% |
106.84 |
0.5% |
77% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
114.61 |
0.6% |
85% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
118.70 |
0.6% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,316.36 |
2.618 |
21,799.37 |
1.618 |
21,482.59 |
1.000 |
21,286.82 |
0.618 |
21,165.81 |
HIGH |
20,970.04 |
0.618 |
20,849.03 |
0.500 |
20,811.65 |
0.382 |
20,774.27 |
LOW |
20,653.26 |
0.618 |
20,457.49 |
1.000 |
20,336.48 |
1.618 |
20,140.71 |
2.618 |
19,823.93 |
4.250 |
19,306.95 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,811.65 |
20,816.89 |
PP |
20,763.77 |
20,767.26 |
S1 |
20,715.89 |
20,717.64 |
|