| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
20,674.45 |
20,488.35 |
-186.10 |
-0.9% |
20,916.27 |
| High |
20,718.33 |
20,578.46 |
-139.87 |
-0.7% |
20,970.04 |
| Low |
20,529.67 |
20,412.80 |
-116.87 |
-0.6% |
20,529.67 |
| Close |
20,596.72 |
20,550.98 |
-45.74 |
-0.2% |
20,596.72 |
| Range |
188.66 |
165.66 |
-23.00 |
-12.2% |
440.37 |
| ATR |
128.49 |
132.45 |
3.96 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,011.06 |
20,946.68 |
20,642.09 |
|
| R3 |
20,845.40 |
20,781.02 |
20,596.54 |
|
| R2 |
20,679.74 |
20,679.74 |
20,581.35 |
|
| R1 |
20,615.36 |
20,615.36 |
20,566.17 |
20,647.55 |
| PP |
20,514.08 |
20,514.08 |
20,514.08 |
20,530.18 |
| S1 |
20,449.70 |
20,449.70 |
20,535.79 |
20,481.89 |
| S2 |
20,348.42 |
20,348.42 |
20,520.61 |
|
| S3 |
20,182.76 |
20,284.04 |
20,505.42 |
|
| S4 |
20,017.10 |
20,118.38 |
20,459.87 |
|
|
| 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 |
20,970.04 |
20,412.80 |
557.24 |
2.7% |
183.53 |
0.9% |
25% |
False |
True |
|
| 10 |
21,000.11 |
20,412.80 |
587.31 |
2.9% |
136.90 |
0.7% |
24% |
False |
True |
|
| 20 |
21,169.11 |
20,412.80 |
756.31 |
3.7% |
121.77 |
0.6% |
18% |
False |
True |
|
| 40 |
21,169.11 |
19,784.77 |
1,384.34 |
6.7% |
112.94 |
0.5% |
55% |
False |
False |
|
| 60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.3% |
112.40 |
0.5% |
59% |
False |
False |
|
| 80 |
21,169.11 |
19,123.38 |
2,045.73 |
10.0% |
110.72 |
0.5% |
70% |
False |
False |
|
| 100 |
21,169.11 |
17,883.56 |
3,285.55 |
16.0% |
115.58 |
0.6% |
81% |
False |
False |
|
| 120 |
21,169.11 |
17,883.56 |
3,285.55 |
16.0% |
117.80 |
0.6% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,282.52 |
|
2.618 |
21,012.16 |
|
1.618 |
20,846.50 |
|
1.000 |
20,744.12 |
|
0.618 |
20,680.84 |
|
HIGH |
20,578.46 |
|
0.618 |
20,515.18 |
|
0.500 |
20,495.63 |
|
0.382 |
20,476.08 |
|
LOW |
20,412.80 |
|
0.618 |
20,310.42 |
|
1.000 |
20,247.14 |
|
1.618 |
20,144.76 |
|
2.618 |
19,979.10 |
|
4.250 |
19,708.75 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,532.53 |
20,585.35 |
| PP |
20,514.08 |
20,573.89 |
| S1 |
20,495.63 |
20,562.44 |
|