| 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 |
19,070 |
19,255 |
185 |
1.0% |
19,400 |
| High |
19,280 |
19,315 |
35 |
0.2% |
19,460 |
| Low |
19,005 |
19,165 |
160 |
0.8% |
18,835 |
| Close |
19,255 |
19,220 |
-35 |
-0.2% |
19,155 |
| Range |
275 |
150 |
-125 |
-45.5% |
625 |
| ATR |
241 |
234 |
-6 |
-2.7% |
0 |
| Volume |
13,286 |
10,500 |
-2,786 |
-21.0% |
66,546 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,683 |
19,602 |
19,303 |
|
| R3 |
19,533 |
19,452 |
19,261 |
|
| R2 |
19,383 |
19,383 |
19,248 |
|
| R1 |
19,302 |
19,302 |
19,234 |
19,268 |
| PP |
19,233 |
19,233 |
19,233 |
19,216 |
| S1 |
19,152 |
19,152 |
19,206 |
19,118 |
| S2 |
19,083 |
19,083 |
19,193 |
|
| S3 |
18,933 |
19,002 |
19,179 |
|
| S4 |
18,783 |
18,852 |
19,138 |
|
|
| 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 |
19,315 |
18,800 |
515 |
2.7% |
245 |
1.3% |
82% |
True |
False |
13,123 |
| 10 |
19,595 |
18,800 |
795 |
4.1% |
243 |
1.3% |
53% |
False |
False |
12,591 |
| 20 |
19,665 |
18,800 |
865 |
4.5% |
214 |
1.1% |
49% |
False |
False |
10,884 |
| 40 |
19,665 |
18,780 |
885 |
4.6% |
230 |
1.2% |
50% |
False |
False |
5,523 |
| 60 |
19,665 |
18,645 |
1,020 |
5.3% |
232 |
1.2% |
56% |
False |
False |
3,684 |
| 80 |
19,665 |
18,330 |
1,335 |
6.9% |
190 |
1.0% |
67% |
False |
False |
2,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,953 |
|
2.618 |
19,708 |
|
1.618 |
19,558 |
|
1.000 |
19,465 |
|
0.618 |
19,408 |
|
HIGH |
19,315 |
|
0.618 |
19,258 |
|
0.500 |
19,240 |
|
0.382 |
19,222 |
|
LOW |
19,165 |
|
0.618 |
19,072 |
|
1.000 |
19,015 |
|
1.618 |
18,922 |
|
2.618 |
18,772 |
|
4.250 |
18,528 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,240 |
19,166 |
| PP |
19,233 |
19,112 |
| S1 |
19,227 |
19,058 |
|