Trading Metrics calculated at close of trading on 06-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,115 |
21,430 |
315 |
1.5% |
22,075 |
High |
21,465 |
21,805 |
340 |
1.6% |
22,510 |
Low |
20,845 |
21,390 |
545 |
2.6% |
20,690 |
Close |
21,415 |
21,635 |
220 |
1.0% |
21,125 |
Range |
620 |
415 |
-205 |
-33.1% |
1,820 |
ATR |
527 |
519 |
-8 |
-1.5% |
0 |
Volume |
39,359 |
33,468 |
-5,891 |
-15.0% |
114,242 |
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,855 |
22,660 |
21,863 |
|
R3 |
22,440 |
22,245 |
21,749 |
|
R2 |
22,025 |
22,025 |
21,711 |
|
R1 |
21,830 |
21,830 |
21,673 |
21,928 |
PP |
21,610 |
21,610 |
21,610 |
21,659 |
S1 |
21,415 |
21,415 |
21,597 |
21,513 |
S2 |
21,195 |
21,195 |
21,559 |
|
S3 |
20,780 |
21,000 |
21,521 |
|
S4 |
20,365 |
20,585 |
21,407 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,902 |
25,833 |
22,126 |
|
R3 |
25,082 |
24,013 |
21,626 |
|
R2 |
23,262 |
23,262 |
21,459 |
|
R1 |
22,193 |
22,193 |
21,292 |
21,818 |
PP |
21,442 |
21,442 |
21,442 |
21,254 |
S1 |
20,373 |
20,373 |
20,958 |
19,998 |
S2 |
19,622 |
19,622 |
20,791 |
|
S3 |
17,802 |
18,553 |
20,625 |
|
S4 |
15,982 |
16,733 |
20,124 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,380 |
20,690 |
1,690 |
7.8% |
610 |
2.8% |
56% |
False |
False |
31,445 |
10 |
22,510 |
20,690 |
1,820 |
8.4% |
484 |
2.2% |
52% |
False |
False |
23,847 |
20 |
22,510 |
20,565 |
1,945 |
9.0% |
592 |
2.7% |
55% |
False |
False |
29,783 |
40 |
24,200 |
20,565 |
3,635 |
16.8% |
488 |
2.3% |
29% |
False |
False |
24,601 |
60 |
24,200 |
20,565 |
3,635 |
16.8% |
414 |
1.9% |
29% |
False |
False |
19,433 |
80 |
24,200 |
20,565 |
3,635 |
16.8% |
411 |
1.9% |
29% |
False |
False |
15,418 |
100 |
24,200 |
20,565 |
3,635 |
16.8% |
376 |
1.7% |
29% |
False |
False |
12,338 |
120 |
24,200 |
19,710 |
4,490 |
20.8% |
331 |
1.5% |
43% |
False |
False |
10,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,569 |
2.618 |
22,892 |
1.618 |
22,477 |
1.000 |
22,220 |
0.618 |
22,062 |
HIGH |
21,805 |
0.618 |
21,647 |
0.500 |
21,598 |
0.382 |
21,549 |
LOW |
21,390 |
0.618 |
21,134 |
1.000 |
20,975 |
1.618 |
20,719 |
2.618 |
20,304 |
4.250 |
19,626 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,623 |
21,506 |
PP |
21,610 |
21,377 |
S1 |
21,598 |
21,248 |
|