Trading Metrics calculated at close of trading on 29-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,542.14 |
20,675.75 |
133.61 |
0.7% |
20,916.27 |
High |
20,735.61 |
20,684.73 |
-50.88 |
-0.2% |
20,970.04 |
Low |
20,520.10 |
20,625.03 |
104.93 |
0.5% |
20,529.67 |
Close |
20,701.50 |
20,659.32 |
-42.18 |
-0.2% |
20,596.72 |
Range |
215.51 |
59.70 |
-155.81 |
-72.3% |
440.37 |
ATR |
138.38 |
133.96 |
-4.42 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,835.46 |
20,807.09 |
20,692.16 |
|
R3 |
20,775.76 |
20,747.39 |
20,675.74 |
|
R2 |
20,716.06 |
20,716.06 |
20,670.27 |
|
R1 |
20,687.69 |
20,687.69 |
20,664.79 |
20,672.03 |
PP |
20,656.36 |
20,656.36 |
20,656.36 |
20,648.53 |
S1 |
20,627.99 |
20,627.99 |
20,653.85 |
20,612.33 |
S2 |
20,596.66 |
20,596.66 |
20,648.38 |
|
S3 |
20,536.96 |
20,568.29 |
20,642.90 |
|
S4 |
20,477.26 |
20,508.59 |
20,626.49 |
|
|
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% |
153.76 |
0.7% |
71% |
False |
False |
|
10 |
21,000.11 |
20,412.80 |
587.31 |
2.8% |
143.86 |
0.7% |
42% |
False |
False |
|
20 |
21,129.20 |
20,412.80 |
716.40 |
3.5% |
121.94 |
0.6% |
34% |
False |
False |
|
40 |
21,169.11 |
19,831.09 |
1,338.02 |
6.5% |
112.53 |
0.5% |
62% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
113.26 |
0.5% |
66% |
False |
False |
|
80 |
21,169.11 |
19,141.18 |
2,027.93 |
9.8% |
111.94 |
0.5% |
75% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
114.85 |
0.6% |
84% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
117.53 |
0.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,938.46 |
2.618 |
20,841.02 |
1.618 |
20,781.32 |
1.000 |
20,744.43 |
0.618 |
20,721.62 |
HIGH |
20,684.73 |
0.618 |
20,661.92 |
0.500 |
20,654.88 |
0.382 |
20,647.84 |
LOW |
20,625.03 |
0.618 |
20,588.14 |
1.000 |
20,565.33 |
1.618 |
20,528.44 |
2.618 |
20,468.74 |
4.250 |
20,371.31 |
|
|
Fisher Pivots for day following 29-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,657.84 |
20,630.95 |
PP |
20,656.36 |
20,602.58 |
S1 |
20,654.88 |
20,574.21 |
|