Trading Metrics calculated at close of trading on 13-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,099.25 |
7,136.75 |
37.50 |
0.5% |
6,795.75 |
High |
7,158.75 |
7,188.50 |
29.75 |
0.4% |
7,103.75 |
Low |
7,084.00 |
7,025.75 |
-58.25 |
-0.8% |
6,742.50 |
Close |
7,139.50 |
7,058.25 |
-81.25 |
-1.1% |
7,098.25 |
Range |
74.75 |
162.75 |
88.00 |
117.7% |
361.25 |
ATR |
134.06 |
136.11 |
2.05 |
1.5% |
0.00 |
Volume |
185,865 |
208,524 |
22,659 |
12.2% |
1,995,616 |
|
Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,579.00 |
7,481.50 |
7,147.75 |
|
R3 |
7,416.25 |
7,318.75 |
7,103.00 |
|
R2 |
7,253.50 |
7,253.50 |
7,088.00 |
|
R1 |
7,156.00 |
7,156.00 |
7,073.25 |
7,123.50 |
PP |
7,090.75 |
7,090.75 |
7,090.75 |
7,074.50 |
S1 |
6,993.25 |
6,993.25 |
7,043.25 |
6,960.50 |
S2 |
6,928.00 |
6,928.00 |
7,028.50 |
|
S3 |
6,765.25 |
6,830.50 |
7,013.50 |
|
S4 |
6,602.50 |
6,667.75 |
6,968.75 |
|
|
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 |
7,188.50 |
6,798.25 |
390.25 |
5.5% |
116.25 |
1.6% |
67% |
True |
False |
301,382 |
10 |
7,188.50 |
6,646.00 |
542.50 |
7.7% |
131.00 |
1.9% |
76% |
True |
False |
428,180 |
20 |
7,188.50 |
6,455.00 |
733.50 |
10.4% |
133.00 |
1.9% |
82% |
True |
False |
428,627 |
40 |
7,188.50 |
6,164.00 |
1,024.50 |
14.5% |
144.75 |
2.0% |
87% |
True |
False |
465,134 |
60 |
7,188.50 |
6,164.00 |
1,024.50 |
14.5% |
116.50 |
1.7% |
87% |
True |
False |
387,097 |
80 |
7,188.50 |
6,164.00 |
1,024.50 |
14.5% |
104.75 |
1.5% |
87% |
True |
False |
306,150 |
100 |
7,188.50 |
6,024.00 |
1,164.50 |
16.5% |
95.25 |
1.4% |
89% |
True |
False |
245,066 |
120 |
7,188.50 |
5,853.25 |
1,335.25 |
18.9% |
87.00 |
1.2% |
90% |
True |
False |
204,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,880.25 |
2.618 |
7,614.50 |
1.618 |
7,451.75 |
1.000 |
7,351.25 |
0.618 |
7,289.00 |
HIGH |
7,188.50 |
0.618 |
7,126.25 |
0.500 |
7,107.00 |
0.382 |
7,088.00 |
LOW |
7,025.75 |
0.618 |
6,925.25 |
1.000 |
6,863.00 |
1.618 |
6,762.50 |
2.618 |
6,599.75 |
4.250 |
6,334.00 |
|
|
Fisher Pivots for day following 13-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,107.00 |
7,075.75 |
PP |
7,090.75 |
7,070.00 |
S1 |
7,074.50 |
7,064.00 |
|