Trading Metrics calculated at close of trading on 09-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,922.75 |
6,972.00 |
49.25 |
0.7% |
6,795.75 |
High |
6,977.25 |
7,103.75 |
126.50 |
1.8% |
7,103.75 |
Low |
6,913.50 |
6,963.00 |
49.50 |
0.7% |
6,742.50 |
Close |
6,974.25 |
7,098.25 |
124.00 |
1.8% |
7,098.25 |
Range |
63.75 |
140.75 |
77.00 |
120.8% |
361.25 |
ATR |
138.46 |
138.62 |
0.16 |
0.1% |
0.00 |
Volume |
388,688 |
225,672 |
-163,016 |
-41.9% |
1,995,616 |
|
Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,477.25 |
7,428.50 |
7,175.75 |
|
R3 |
7,336.50 |
7,287.75 |
7,137.00 |
|
R2 |
7,195.75 |
7,195.75 |
7,124.00 |
|
R1 |
7,147.00 |
7,147.00 |
7,111.25 |
7,171.50 |
PP |
7,055.00 |
7,055.00 |
7,055.00 |
7,067.25 |
S1 |
7,006.25 |
7,006.25 |
7,085.25 |
7,030.50 |
S2 |
6,914.25 |
6,914.25 |
7,072.50 |
|
S3 |
6,773.50 |
6,865.50 |
7,059.50 |
|
S4 |
6,632.75 |
6,724.75 |
7,020.75 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,065.25 |
7,943.00 |
7,297.00 |
|
R3 |
7,704.00 |
7,581.75 |
7,197.50 |
|
R2 |
7,342.75 |
7,342.75 |
7,164.50 |
|
R1 |
7,220.50 |
7,220.50 |
7,131.25 |
7,281.50 |
PP |
6,981.50 |
6,981.50 |
6,981.50 |
7,012.00 |
S1 |
6,859.25 |
6,859.25 |
7,065.25 |
6,920.50 |
S2 |
6,620.25 |
6,620.25 |
7,032.00 |
|
S3 |
6,259.00 |
6,498.00 |
6,999.00 |
|
S4 |
5,897.75 |
6,136.75 |
6,899.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,103.75 |
6,742.50 |
361.25 |
5.1% |
114.50 |
1.6% |
98% |
True |
False |
399,123 |
10 |
7,103.75 |
6,646.00 |
457.75 |
6.4% |
129.50 |
1.8% |
99% |
True |
False |
468,363 |
20 |
7,103.75 |
6,164.00 |
939.75 |
13.2% |
143.25 |
2.0% |
99% |
True |
False |
468,586 |
40 |
7,103.75 |
6,164.00 |
939.75 |
13.2% |
142.25 |
2.0% |
99% |
True |
False |
468,217 |
60 |
7,103.75 |
6,164.00 |
939.75 |
13.2% |
114.00 |
1.6% |
99% |
True |
False |
390,870 |
80 |
7,103.75 |
6,164.00 |
939.75 |
13.2% |
103.00 |
1.5% |
99% |
True |
False |
301,239 |
100 |
7,103.75 |
6,024.00 |
1,079.75 |
15.2% |
93.50 |
1.3% |
99% |
True |
False |
241,125 |
120 |
7,103.75 |
5,853.25 |
1,250.50 |
17.6% |
85.75 |
1.2% |
100% |
True |
False |
201,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,702.00 |
2.618 |
7,472.25 |
1.618 |
7,331.50 |
1.000 |
7,244.50 |
0.618 |
7,190.75 |
HIGH |
7,103.75 |
0.618 |
7,050.00 |
0.500 |
7,033.50 |
0.382 |
7,016.75 |
LOW |
6,963.00 |
0.618 |
6,876.00 |
1.000 |
6,822.25 |
1.618 |
6,735.25 |
2.618 |
6,594.50 |
4.250 |
6,364.75 |
|
|
Fisher Pivots for day following 09-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,076.50 |
7,049.25 |
PP |
7,055.00 |
7,000.00 |
S1 |
7,033.50 |
6,951.00 |
|