| 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 |
20,675.75 |
20,662.79 |
-12.96 |
-0.1% |
20,916.27 |
| High |
20,684.73 |
20,753.78 |
69.05 |
0.3% |
20,970.04 |
| Low |
20,625.03 |
20,643.60 |
18.57 |
0.1% |
20,529.67 |
| Close |
20,659.32 |
20,728.49 |
69.17 |
0.3% |
20,596.72 |
| Range |
59.70 |
110.18 |
50.48 |
84.6% |
440.37 |
| ATR |
133.96 |
132.26 |
-1.70 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,039.16 |
20,994.01 |
20,789.09 |
|
| R3 |
20,928.98 |
20,883.83 |
20,758.79 |
|
| R2 |
20,818.80 |
20,818.80 |
20,748.69 |
|
| R1 |
20,773.65 |
20,773.65 |
20,738.59 |
20,796.23 |
| PP |
20,708.62 |
20,708.62 |
20,708.62 |
20,719.91 |
| S1 |
20,663.47 |
20,663.47 |
20,718.39 |
20,686.05 |
| S2 |
20,598.44 |
20,598.44 |
20,708.29 |
|
| S3 |
20,488.26 |
20,553.29 |
20,698.19 |
|
| S4 |
20,378.08 |
20,443.11 |
20,667.89 |
|
|
| 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 |
20,753.78 |
20,412.80 |
340.98 |
1.6% |
147.94 |
0.7% |
93% |
True |
False |
|
| 10 |
20,980.51 |
20,412.80 |
567.71 |
2.7% |
144.22 |
0.7% |
56% |
False |
False |
|
| 20 |
21,039.96 |
20,412.80 |
627.16 |
3.0% |
120.82 |
0.6% |
50% |
False |
False |
|
| 40 |
21,169.11 |
19,831.09 |
1,338.02 |
6.5% |
112.24 |
0.5% |
67% |
False |
False |
|
| 60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
112.39 |
0.5% |
70% |
False |
False |
|
| 80 |
21,169.11 |
19,184.74 |
1,984.37 |
9.6% |
112.63 |
0.5% |
78% |
False |
False |
|
| 100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
114.92 |
0.6% |
87% |
False |
False |
|
| 120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
117.40 |
0.6% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,222.05 |
|
2.618 |
21,042.23 |
|
1.618 |
20,932.05 |
|
1.000 |
20,863.96 |
|
0.618 |
20,821.87 |
|
HIGH |
20,753.78 |
|
0.618 |
20,711.69 |
|
0.500 |
20,698.69 |
|
0.382 |
20,685.69 |
|
LOW |
20,643.60 |
|
0.618 |
20,575.51 |
|
1.000 |
20,533.42 |
|
1.618 |
20,465.33 |
|
2.618 |
20,355.15 |
|
4.250 |
20,175.34 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,718.56 |
20,697.97 |
| PP |
20,708.62 |
20,667.46 |
| S1 |
20,698.69 |
20,636.94 |
|