| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
18,995 |
18,995 |
0 |
0.0% |
19,400 |
| High |
19,060 |
19,230 |
170 |
0.9% |
19,460 |
| Low |
18,875 |
18,960 |
85 |
0.5% |
18,835 |
| Close |
18,970 |
19,155 |
185 |
1.0% |
19,155 |
| Range |
185 |
270 |
85 |
45.9% |
625 |
| ATR |
226 |
229 |
3 |
1.4% |
0 |
| Volume |
13,408 |
15,075 |
1,667 |
12.4% |
66,546 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,925 |
19,810 |
19,304 |
|
| R3 |
19,655 |
19,540 |
19,229 |
|
| R2 |
19,385 |
19,385 |
19,205 |
|
| R1 |
19,270 |
19,270 |
19,180 |
19,328 |
| PP |
19,115 |
19,115 |
19,115 |
19,144 |
| S1 |
19,000 |
19,000 |
19,130 |
19,058 |
| S2 |
18,845 |
18,845 |
19,106 |
|
| S3 |
18,575 |
18,730 |
19,081 |
|
| S4 |
18,305 |
18,460 |
19,007 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,025 |
20,715 |
19,499 |
|
| R3 |
20,400 |
20,090 |
19,327 |
|
| R2 |
19,775 |
19,775 |
19,270 |
|
| R1 |
19,465 |
19,465 |
19,212 |
19,308 |
| PP |
19,150 |
19,150 |
19,150 |
19,071 |
| S1 |
18,840 |
18,840 |
19,098 |
18,683 |
| S2 |
18,525 |
18,525 |
19,041 |
|
| S3 |
17,900 |
18,215 |
18,983 |
|
| S4 |
17,275 |
17,590 |
18,811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,460 |
18,835 |
625 |
3.3% |
259 |
1.4% |
51% |
False |
False |
13,309 |
| 10 |
19,665 |
18,835 |
830 |
4.3% |
217 |
1.1% |
39% |
False |
False |
10,858 |
| 20 |
19,665 |
18,835 |
830 |
4.3% |
220 |
1.1% |
39% |
False |
False |
9,144 |
| 40 |
19,665 |
18,780 |
885 |
4.6% |
229 |
1.2% |
42% |
False |
False |
4,595 |
| 60 |
19,665 |
18,645 |
1,020 |
5.3% |
224 |
1.2% |
50% |
False |
False |
3,066 |
| 80 |
19,665 |
18,320 |
1,345 |
7.0% |
180 |
0.9% |
62% |
False |
False |
2,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,378 |
|
2.618 |
19,937 |
|
1.618 |
19,667 |
|
1.000 |
19,500 |
|
0.618 |
19,397 |
|
HIGH |
19,230 |
|
0.618 |
19,127 |
|
0.500 |
19,095 |
|
0.382 |
19,063 |
|
LOW |
18,960 |
|
0.618 |
18,793 |
|
1.000 |
18,690 |
|
1.618 |
18,523 |
|
2.618 |
18,253 |
|
4.250 |
17,813 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,135 |
19,114 |
| PP |
19,115 |
19,073 |
| S1 |
19,095 |
19,033 |
|