Trading Metrics calculated at close of trading on 20-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,965.37 |
20,916.27 |
-49.10 |
-0.2% |
20,899.28 |
High |
20,980.51 |
20,955.45 |
-25.06 |
-0.1% |
21,000.11 |
Low |
20,911.07 |
20,885.70 |
-25.37 |
-0.1% |
20,786.31 |
Close |
20,914.62 |
20,905.86 |
-8.76 |
0.0% |
20,914.62 |
Range |
69.44 |
69.75 |
0.31 |
0.4% |
213.80 |
ATR |
112.04 |
109.02 |
-3.02 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,124.92 |
21,085.14 |
20,944.22 |
|
R3 |
21,055.17 |
21,015.39 |
20,925.04 |
|
R2 |
20,985.42 |
20,985.42 |
20,918.65 |
|
R1 |
20,945.64 |
20,945.64 |
20,912.25 |
20,930.66 |
PP |
20,915.67 |
20,915.67 |
20,915.67 |
20,908.18 |
S1 |
20,875.89 |
20,875.89 |
20,899.47 |
20,860.91 |
S2 |
20,845.92 |
20,845.92 |
20,893.07 |
|
S3 |
20,776.17 |
20,806.14 |
20,886.68 |
|
S4 |
20,706.42 |
20,736.39 |
20,867.50 |
|
|
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 |
21,000.11 |
20,786.31 |
213.80 |
1.0% |
90.27 |
0.4% |
56% |
False |
False |
|
10 |
21,000.11 |
20,777.16 |
222.95 |
1.1% |
95.29 |
0.5% |
58% |
False |
False |
|
20 |
21,169.11 |
20,663.37 |
505.74 |
2.4% |
97.99 |
0.5% |
48% |
False |
False |
|
40 |
21,169.11 |
19,732.36 |
1,436.75 |
6.9% |
101.32 |
0.5% |
82% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
102.53 |
0.5% |
82% |
False |
False |
|
80 |
21,169.11 |
18,962.82 |
2,206.29 |
10.6% |
103.89 |
0.5% |
88% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
112.34 |
0.5% |
92% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
117.61 |
0.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,251.89 |
2.618 |
21,138.06 |
1.618 |
21,068.31 |
1.000 |
21,025.20 |
0.618 |
20,998.56 |
HIGH |
20,955.45 |
0.618 |
20,928.81 |
0.500 |
20,920.58 |
0.382 |
20,912.34 |
LOW |
20,885.70 |
0.618 |
20,842.59 |
1.000 |
20,815.95 |
1.618 |
20,772.84 |
2.618 |
20,703.09 |
4.250 |
20,589.26 |
|
|
Fisher Pivots for day following 20-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,920.58 |
20,942.91 |
PP |
20,915.67 |
20,930.56 |
S1 |
20,910.77 |
20,918.21 |
|