Trading Metrics calculated at close of trading on 14-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,136.75 |
7,039.50 |
-97.25 |
-1.4% |
6,795.75 |
High |
7,188.50 |
7,098.00 |
-90.50 |
-1.3% |
7,103.75 |
Low |
7,025.75 |
7,012.25 |
-13.50 |
-0.2% |
6,742.50 |
Close |
7,058.25 |
7,033.50 |
-24.75 |
-0.4% |
7,098.25 |
Range |
162.75 |
85.75 |
-77.00 |
-47.3% |
361.25 |
ATR |
136.11 |
132.51 |
-3.60 |
-2.6% |
0.00 |
Volume |
208,524 |
117,327 |
-91,197 |
-43.7% |
1,995,616 |
|
Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,305.25 |
7,255.00 |
7,080.75 |
|
R3 |
7,219.50 |
7,169.25 |
7,057.00 |
|
R2 |
7,133.75 |
7,133.75 |
7,049.25 |
|
R1 |
7,083.50 |
7,083.50 |
7,041.25 |
7,065.75 |
PP |
7,048.00 |
7,048.00 |
7,048.00 |
7,039.00 |
S1 |
6,997.75 |
6,997.75 |
7,025.75 |
6,980.00 |
S2 |
6,962.25 |
6,962.25 |
7,017.75 |
|
S3 |
6,876.50 |
6,912.00 |
7,010.00 |
|
S4 |
6,790.75 |
6,826.25 |
6,986.25 |
|
|
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 |
6,913.50 |
275.00 |
3.9% |
105.50 |
1.5% |
44% |
False |
False |
225,215 |
10 |
7,188.50 |
6,646.00 |
542.50 |
7.7% |
128.25 |
1.8% |
71% |
False |
False |
393,730 |
20 |
7,188.50 |
6,455.00 |
733.50 |
10.4% |
132.25 |
1.9% |
79% |
False |
False |
415,377 |
40 |
7,188.50 |
6,164.00 |
1,024.50 |
14.6% |
144.00 |
2.0% |
85% |
False |
False |
455,160 |
60 |
7,188.50 |
6,164.00 |
1,024.50 |
14.6% |
117.25 |
1.7% |
85% |
False |
False |
384,174 |
80 |
7,188.50 |
6,164.00 |
1,024.50 |
14.6% |
105.00 |
1.5% |
85% |
False |
False |
307,604 |
100 |
7,188.50 |
6,024.00 |
1,164.50 |
16.6% |
96.00 |
1.4% |
87% |
False |
False |
246,236 |
120 |
7,188.50 |
5,853.25 |
1,335.25 |
19.0% |
87.25 |
1.2% |
88% |
False |
False |
205,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,462.50 |
2.618 |
7,322.50 |
1.618 |
7,236.75 |
1.000 |
7,183.75 |
0.618 |
7,151.00 |
HIGH |
7,098.00 |
0.618 |
7,065.25 |
0.500 |
7,055.00 |
0.382 |
7,045.00 |
LOW |
7,012.25 |
0.618 |
6,959.25 |
1.000 |
6,926.50 |
1.618 |
6,873.50 |
2.618 |
6,787.75 |
4.250 |
6,647.75 |
|
|
Fisher Pivots for day following 14-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,055.00 |
7,100.50 |
PP |
7,048.00 |
7,078.00 |
S1 |
7,040.75 |
7,055.75 |
|