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 |
20,640.42 |
20,645.07 |
4.65 |
0.0% |
20,899.28 |
High |
20,686.21 |
20,757.89 |
71.68 |
0.3% |
21,000.11 |
Low |
20,578.95 |
20,618.62 |
39.67 |
0.2% |
20,786.31 |
Close |
20,661.30 |
20,656.58 |
-4.72 |
0.0% |
20,914.62 |
Range |
107.26 |
139.27 |
32.01 |
29.8% |
213.80 |
ATR |
122.67 |
123.86 |
1.19 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,095.51 |
21,015.31 |
20,733.18 |
|
R3 |
20,956.24 |
20,876.04 |
20,694.88 |
|
R2 |
20,816.97 |
20,816.97 |
20,682.11 |
|
R1 |
20,736.77 |
20,736.77 |
20,669.35 |
20,776.87 |
PP |
20,677.70 |
20,677.70 |
20,677.70 |
20,697.75 |
S1 |
20,597.50 |
20,597.50 |
20,643.81 |
20,637.60 |
S2 |
20,538.43 |
20,538.43 |
20,631.05 |
|
S3 |
20,399.16 |
20,458.23 |
20,618.28 |
|
S4 |
20,259.89 |
20,318.96 |
20,579.98 |
|
|
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 |
20,980.51 |
20,578.95 |
401.56 |
1.9% |
140.50 |
0.7% |
19% |
False |
False |
|
10 |
21,000.11 |
20,578.95 |
421.16 |
2.0% |
120.77 |
0.6% |
18% |
False |
False |
|
20 |
21,169.11 |
20,578.95 |
590.16 |
2.9% |
112.27 |
0.5% |
13% |
False |
False |
|
40 |
21,169.11 |
19,784.77 |
1,384.34 |
6.7% |
106.61 |
0.5% |
63% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
109.73 |
0.5% |
66% |
False |
False |
|
80 |
21,169.11 |
19,062.22 |
2,106.89 |
10.2% |
108.15 |
0.5% |
76% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
114.29 |
0.6% |
84% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
117.04 |
0.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,349.79 |
2.618 |
21,122.50 |
1.618 |
20,983.23 |
1.000 |
20,897.16 |
0.618 |
20,843.96 |
HIGH |
20,757.89 |
0.618 |
20,704.69 |
0.500 |
20,688.26 |
0.382 |
20,671.82 |
LOW |
20,618.62 |
0.618 |
20,532.55 |
1.000 |
20,479.35 |
1.618 |
20,393.28 |
2.618 |
20,254.01 |
4.250 |
20,026.72 |
|
|
Fisher Pivots for day following 23-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,688.26 |
20,774.50 |
PP |
20,677.70 |
20,735.19 |
S1 |
20,667.14 |
20,695.89 |
|