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 |
20,645.07 |
20,674.45 |
29.38 |
0.1% |
20,916.27 |
High |
20,757.89 |
20,718.33 |
-39.56 |
-0.2% |
20,970.04 |
Low |
20,618.62 |
20,529.67 |
-88.95 |
-0.4% |
20,529.67 |
Close |
20,656.58 |
20,596.72 |
-59.86 |
-0.3% |
20,596.72 |
Range |
139.27 |
188.66 |
49.39 |
35.5% |
440.37 |
ATR |
123.86 |
128.49 |
4.63 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,180.89 |
21,077.46 |
20,700.48 |
|
R3 |
20,992.23 |
20,888.80 |
20,648.60 |
|
R2 |
20,803.57 |
20,803.57 |
20,631.31 |
|
R1 |
20,700.14 |
20,700.14 |
20,614.01 |
20,657.53 |
PP |
20,614.91 |
20,614.91 |
20,614.91 |
20,593.60 |
S1 |
20,511.48 |
20,511.48 |
20,579.43 |
20,468.87 |
S2 |
20,426.25 |
20,426.25 |
20,562.13 |
|
S3 |
20,237.59 |
20,322.82 |
20,544.84 |
|
S4 |
20,048.93 |
20,134.16 |
20,492.96 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,019.92 |
21,748.69 |
20,838.92 |
|
R3 |
21,579.55 |
21,308.32 |
20,717.82 |
|
R2 |
21,139.18 |
21,139.18 |
20,677.45 |
|
R1 |
20,867.95 |
20,867.95 |
20,637.09 |
20,783.38 |
PP |
20,698.81 |
20,698.81 |
20,698.81 |
20,656.53 |
S1 |
20,427.58 |
20,427.58 |
20,556.35 |
20,343.01 |
S2 |
20,258.44 |
20,258.44 |
20,515.99 |
|
S3 |
19,818.07 |
19,987.21 |
20,475.62 |
|
S4 |
19,377.70 |
19,546.84 |
20,354.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,970.04 |
20,529.67 |
440.37 |
2.1% |
164.34 |
0.8% |
15% |
False |
True |
|
10 |
21,000.11 |
20,529.67 |
470.44 |
2.3% |
128.37 |
0.6% |
14% |
False |
True |
|
20 |
21,169.11 |
20,529.67 |
639.44 |
3.1% |
117.31 |
0.6% |
10% |
False |
True |
|
40 |
21,169.11 |
19,784.77 |
1,384.34 |
6.7% |
109.88 |
0.5% |
59% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
112.20 |
0.5% |
62% |
False |
False |
|
80 |
21,169.11 |
19,062.22 |
2,106.89 |
10.2% |
109.67 |
0.5% |
73% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
16.0% |
114.56 |
0.6% |
83% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
16.0% |
117.05 |
0.6% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,520.14 |
2.618 |
21,212.24 |
1.618 |
21,023.58 |
1.000 |
20,906.99 |
0.618 |
20,834.92 |
HIGH |
20,718.33 |
0.618 |
20,646.26 |
0.500 |
20,624.00 |
0.382 |
20,601.74 |
LOW |
20,529.67 |
0.618 |
20,413.08 |
1.000 |
20,341.01 |
1.618 |
20,224.42 |
2.618 |
20,035.76 |
4.250 |
19,727.87 |
|
|
Fisher Pivots for day following 24-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,624.00 |
20,643.78 |
PP |
20,614.91 |
20,628.09 |
S1 |
20,605.81 |
20,612.41 |
|