Trading Metrics calculated at close of trading on 07-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,430 |
21,495 |
65 |
0.3% |
22,075 |
High |
21,805 |
21,495 |
-310 |
-1.4% |
22,510 |
Low |
21,390 |
21,190 |
-200 |
-0.9% |
20,690 |
Close |
21,635 |
21,450 |
-185 |
-0.9% |
21,125 |
Range |
415 |
305 |
-110 |
-26.5% |
1,820 |
ATR |
519 |
514 |
-5 |
-1.0% |
0 |
Volume |
33,468 |
38,365 |
4,897 |
14.6% |
114,242 |
|
Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,293 |
22,177 |
21,618 |
|
R3 |
21,988 |
21,872 |
21,534 |
|
R2 |
21,683 |
21,683 |
21,506 |
|
R1 |
21,567 |
21,567 |
21,478 |
21,473 |
PP |
21,378 |
21,378 |
21,378 |
21,331 |
S1 |
21,262 |
21,262 |
21,422 |
21,168 |
S2 |
21,073 |
21,073 |
21,394 |
|
S3 |
20,768 |
20,957 |
21,366 |
|
S4 |
20,463 |
20,652 |
21,282 |
|
|
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 |
21,970 |
20,690 |
1,280 |
6.0% |
571 |
2.7% |
59% |
False |
False |
35,530 |
10 |
22,510 |
20,690 |
1,820 |
8.5% |
476 |
2.2% |
42% |
False |
False |
25,745 |
20 |
22,510 |
20,565 |
1,945 |
9.1% |
545 |
2.5% |
46% |
False |
False |
27,421 |
40 |
24,200 |
20,565 |
3,635 |
16.9% |
491 |
2.3% |
24% |
False |
False |
25,177 |
60 |
24,200 |
20,565 |
3,635 |
16.9% |
412 |
1.9% |
24% |
False |
False |
19,800 |
80 |
24,200 |
20,565 |
3,635 |
16.9% |
412 |
1.9% |
24% |
False |
False |
15,896 |
100 |
24,200 |
20,565 |
3,635 |
16.9% |
377 |
1.8% |
24% |
False |
False |
12,722 |
120 |
24,200 |
19,710 |
4,490 |
20.9% |
333 |
1.5% |
39% |
False |
False |
10,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,791 |
2.618 |
22,294 |
1.618 |
21,989 |
1.000 |
21,800 |
0.618 |
21,684 |
HIGH |
21,495 |
0.618 |
21,379 |
0.500 |
21,343 |
0.382 |
21,307 |
LOW |
21,190 |
0.618 |
21,002 |
1.000 |
20,885 |
1.618 |
20,697 |
2.618 |
20,392 |
4.250 |
19,894 |
|
|
Fisher Pivots for day following 07-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,414 |
21,408 |
PP |
21,378 |
21,367 |
S1 |
21,343 |
21,325 |
|