Trading Metrics calculated at close of trading on 28-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,488.35 |
20,542.14 |
53.79 |
0.3% |
20,916.27 |
High |
20,578.46 |
20,735.61 |
157.15 |
0.8% |
20,970.04 |
Low |
20,412.80 |
20,520.10 |
107.30 |
0.5% |
20,529.67 |
Close |
20,550.98 |
20,701.50 |
150.52 |
0.7% |
20,596.72 |
Range |
165.66 |
215.51 |
49.85 |
30.1% |
440.37 |
ATR |
132.45 |
138.38 |
5.93 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,298.93 |
21,215.73 |
20,820.03 |
|
R3 |
21,083.42 |
21,000.22 |
20,760.77 |
|
R2 |
20,867.91 |
20,867.91 |
20,741.01 |
|
R1 |
20,784.71 |
20,784.71 |
20,721.26 |
20,826.31 |
PP |
20,652.40 |
20,652.40 |
20,652.40 |
20,673.21 |
S1 |
20,569.20 |
20,569.20 |
20,681.74 |
20,610.80 |
S2 |
20,436.89 |
20,436.89 |
20,661.99 |
|
S3 |
20,221.38 |
20,353.69 |
20,642.23 |
|
S4 |
20,005.87 |
20,138.18 |
20,582.97 |
|
|
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 |
20,757.89 |
20,412.80 |
345.09 |
1.7% |
163.27 |
0.8% |
84% |
False |
False |
|
10 |
21,000.11 |
20,412.80 |
587.31 |
2.8% |
149.68 |
0.7% |
49% |
False |
False |
|
20 |
21,169.11 |
20,412.80 |
756.31 |
3.7% |
129.54 |
0.6% |
38% |
False |
False |
|
40 |
21,169.11 |
19,784.77 |
1,384.34 |
6.7% |
114.37 |
0.6% |
66% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
114.50 |
0.6% |
69% |
False |
False |
|
80 |
21,169.11 |
19,138.79 |
2,030.32 |
9.8% |
112.14 |
0.5% |
77% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
115.38 |
0.6% |
86% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
117.95 |
0.6% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,651.53 |
2.618 |
21,299.82 |
1.618 |
21,084.31 |
1.000 |
20,951.12 |
0.618 |
20,868.80 |
HIGH |
20,735.61 |
0.618 |
20,653.29 |
0.500 |
20,627.86 |
0.382 |
20,602.42 |
LOW |
20,520.10 |
0.618 |
20,386.91 |
1.000 |
20,304.59 |
1.618 |
20,171.40 |
2.618 |
19,955.89 |
4.250 |
19,604.18 |
|
|
Fisher Pivots for day following 28-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,676.95 |
20,659.07 |
PP |
20,652.40 |
20,616.64 |
S1 |
20,627.86 |
20,574.21 |
|