Trading Metrics calculated at close of trading on 31-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,662.79 |
20,700.34 |
37.55 |
0.2% |
20,488.35 |
High |
20,753.78 |
20,722.59 |
-31.19 |
-0.2% |
20,753.78 |
Low |
20,643.60 |
20,660.68 |
17.08 |
0.1% |
20,412.80 |
Close |
20,728.49 |
20,663.22 |
-65.27 |
-0.3% |
20,663.22 |
Range |
110.18 |
61.91 |
-48.27 |
-43.8% |
340.98 |
ATR |
132.26 |
127.66 |
-4.60 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,867.89 |
20,827.47 |
20,697.27 |
|
R3 |
20,805.98 |
20,765.56 |
20,680.25 |
|
R2 |
20,744.07 |
20,744.07 |
20,674.57 |
|
R1 |
20,703.65 |
20,703.65 |
20,668.90 |
20,692.91 |
PP |
20,682.16 |
20,682.16 |
20,682.16 |
20,676.79 |
S1 |
20,641.74 |
20,641.74 |
20,657.54 |
20,631.00 |
S2 |
20,620.25 |
20,620.25 |
20,651.87 |
|
S3 |
20,558.34 |
20,579.83 |
20,646.19 |
|
S4 |
20,496.43 |
20,517.92 |
20,629.17 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,632.87 |
21,489.03 |
20,850.76 |
|
R3 |
21,291.89 |
21,148.05 |
20,756.99 |
|
R2 |
20,950.91 |
20,950.91 |
20,725.73 |
|
R1 |
20,807.07 |
20,807.07 |
20,694.48 |
20,878.99 |
PP |
20,609.93 |
20,609.93 |
20,609.93 |
20,645.90 |
S1 |
20,466.09 |
20,466.09 |
20,631.96 |
20,538.01 |
S2 |
20,268.95 |
20,268.95 |
20,600.71 |
|
S3 |
19,927.97 |
20,125.11 |
20,569.45 |
|
S4 |
19,586.99 |
19,784.13 |
20,475.68 |
|
|
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 |
1.7% |
122.59 |
0.6% |
73% |
False |
False |
|
10 |
20,970.04 |
20,412.80 |
557.24 |
2.7% |
143.47 |
0.7% |
45% |
False |
False |
|
20 |
21,000.11 |
20,412.80 |
587.31 |
2.8% |
119.61 |
0.6% |
43% |
False |
False |
|
40 |
21,169.11 |
19,964.21 |
1,204.90 |
5.8% |
111.49 |
0.5% |
58% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
112.13 |
0.5% |
66% |
False |
False |
|
80 |
21,169.11 |
19,184.74 |
1,984.37 |
9.6% |
112.30 |
0.5% |
75% |
False |
False |
|
100 |
21,169.11 |
17,994.64 |
3,174.47 |
15.4% |
114.51 |
0.6% |
84% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
116.50 |
0.6% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,985.71 |
2.618 |
20,884.67 |
1.618 |
20,822.76 |
1.000 |
20,784.50 |
0.618 |
20,760.85 |
HIGH |
20,722.59 |
0.618 |
20,698.94 |
0.500 |
20,691.64 |
0.382 |
20,684.33 |
LOW |
20,660.68 |
0.618 |
20,622.42 |
1.000 |
20,598.77 |
1.618 |
20,560.51 |
2.618 |
20,498.60 |
4.250 |
20,397.56 |
|
|
Fisher Pivots for day following 31-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,691.64 |
20,689.41 |
PP |
20,682.16 |
20,680.68 |
S1 |
20,672.69 |
20,671.95 |
|