Trading Metrics calculated at close of trading on 15-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,039.50 |
7,036.75 |
-2.75 |
0.0% |
6,795.75 |
High |
7,098.00 |
7,076.75 |
-21.25 |
-0.3% |
7,103.75 |
Low |
7,012.25 |
7,003.25 |
-9.00 |
-0.1% |
6,742.50 |
Close |
7,033.50 |
7,046.50 |
13.00 |
0.2% |
7,098.25 |
Range |
85.75 |
73.50 |
-12.25 |
-14.3% |
361.25 |
ATR |
132.51 |
128.30 |
-4.22 |
-3.2% |
0.00 |
Volume |
117,327 |
56,177 |
-61,150 |
-52.1% |
1,995,616 |
|
Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,262.75 |
7,228.00 |
7,087.00 |
|
R3 |
7,189.25 |
7,154.50 |
7,066.75 |
|
R2 |
7,115.75 |
7,115.75 |
7,060.00 |
|
R1 |
7,081.00 |
7,081.00 |
7,053.25 |
7,098.50 |
PP |
7,042.25 |
7,042.25 |
7,042.25 |
7,050.75 |
S1 |
7,007.50 |
7,007.50 |
7,039.75 |
7,025.00 |
S2 |
6,968.75 |
6,968.75 |
7,033.00 |
|
S3 |
6,895.25 |
6,934.00 |
7,026.25 |
|
S4 |
6,821.75 |
6,860.50 |
7,006.00 |
|
|
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 |
6,963.00 |
225.50 |
3.2% |
107.50 |
1.5% |
37% |
False |
False |
158,713 |
10 |
7,188.50 |
6,646.00 |
542.50 |
7.7% |
114.75 |
1.6% |
74% |
False |
False |
319,974 |
20 |
7,188.50 |
6,646.00 |
542.50 |
7.7% |
124.00 |
1.8% |
74% |
False |
False |
394,071 |
40 |
7,188.50 |
6,164.00 |
1,024.50 |
14.5% |
143.50 |
2.0% |
86% |
False |
False |
447,623 |
60 |
7,188.50 |
6,164.00 |
1,024.50 |
14.5% |
116.75 |
1.7% |
86% |
False |
False |
380,295 |
80 |
7,188.50 |
6,164.00 |
1,024.50 |
14.5% |
104.75 |
1.5% |
86% |
False |
False |
308,294 |
100 |
7,188.50 |
6,024.00 |
1,164.50 |
16.5% |
96.00 |
1.4% |
88% |
False |
False |
246,794 |
120 |
7,188.50 |
5,853.25 |
1,335.25 |
18.9% |
87.25 |
1.2% |
89% |
False |
False |
205,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,389.00 |
2.618 |
7,269.25 |
1.618 |
7,195.75 |
1.000 |
7,150.25 |
0.618 |
7,122.25 |
HIGH |
7,076.75 |
0.618 |
7,048.75 |
0.500 |
7,040.00 |
0.382 |
7,031.25 |
LOW |
7,003.25 |
0.618 |
6,957.75 |
1.000 |
6,929.75 |
1.618 |
6,884.25 |
2.618 |
6,810.75 |
4.250 |
6,691.00 |
|
|
Fisher Pivots for day following 15-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,044.25 |
7,096.00 |
PP |
7,042.25 |
7,079.50 |
S1 |
7,040.00 |
7,063.00 |
|