Trading Metrics calculated at close of trading on 16-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,036.75 |
7,050.50 |
13.75 |
0.2% |
7,099.25 |
High |
7,076.75 |
7,059.25 |
-17.50 |
-0.2% |
7,188.50 |
Low |
7,003.25 |
7,031.00 |
27.75 |
0.4% |
7,003.25 |
Close |
7,046.50 |
7,052.61 |
6.11 |
0.1% |
7,052.61 |
Range |
73.50 |
28.25 |
-45.25 |
-61.6% |
185.25 |
ATR |
128.30 |
121.15 |
-7.15 |
-5.6% |
0.00 |
Volume |
56,177 |
3,381 |
-52,796 |
-94.0% |
571,274 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,132.25 |
7,120.75 |
7,068.25 |
|
R3 |
7,104.00 |
7,092.50 |
7,060.50 |
|
R2 |
7,075.75 |
7,075.75 |
7,057.75 |
|
R1 |
7,064.25 |
7,064.25 |
7,055.25 |
7,070.00 |
PP |
7,047.50 |
7,047.50 |
7,047.50 |
7,050.50 |
S1 |
7,036.00 |
7,036.00 |
7,050.00 |
7,041.75 |
S2 |
7,019.25 |
7,019.25 |
7,047.50 |
|
S3 |
6,991.00 |
7,007.75 |
7,044.75 |
|
S4 |
6,962.75 |
6,979.50 |
7,037.00 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,637.25 |
7,530.25 |
7,154.50 |
|
R3 |
7,452.00 |
7,345.00 |
7,103.50 |
|
R2 |
7,266.75 |
7,266.75 |
7,086.50 |
|
R1 |
7,159.75 |
7,159.75 |
7,069.50 |
7,120.50 |
PP |
7,081.50 |
7,081.50 |
7,081.50 |
7,062.00 |
S1 |
6,974.50 |
6,974.50 |
7,035.75 |
6,935.25 |
S2 |
6,896.25 |
6,896.25 |
7,018.75 |
|
S3 |
6,711.00 |
6,789.25 |
7,001.75 |
|
S4 |
6,525.75 |
6,604.00 |
6,950.75 |
|
|
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 |
7,003.25 |
185.25 |
2.6% |
85.00 |
1.2% |
27% |
False |
False |
114,254 |
10 |
7,188.50 |
6,742.50 |
446.00 |
6.3% |
99.75 |
1.4% |
70% |
False |
False |
256,689 |
20 |
7,188.50 |
6,646.00 |
542.50 |
7.7% |
117.50 |
1.7% |
75% |
False |
False |
371,319 |
40 |
7,188.50 |
6,164.00 |
1,024.50 |
14.5% |
143.25 |
2.0% |
87% |
False |
False |
439,845 |
60 |
7,188.50 |
6,164.00 |
1,024.50 |
14.5% |
116.50 |
1.7% |
87% |
False |
False |
376,679 |
80 |
7,188.50 |
6,164.00 |
1,024.50 |
14.5% |
104.50 |
1.5% |
87% |
False |
False |
308,329 |
100 |
7,188.50 |
6,024.00 |
1,164.50 |
16.5% |
96.00 |
1.4% |
88% |
False |
False |
246,826 |
120 |
7,188.50 |
5,853.25 |
1,335.25 |
18.9% |
87.25 |
1.2% |
90% |
False |
False |
205,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,179.25 |
2.618 |
7,133.25 |
1.618 |
7,105.00 |
1.000 |
7,087.50 |
0.618 |
7,076.75 |
HIGH |
7,059.25 |
0.618 |
7,048.50 |
0.500 |
7,045.00 |
0.382 |
7,041.75 |
LOW |
7,031.00 |
0.618 |
7,013.50 |
1.000 |
7,002.75 |
1.618 |
6,985.25 |
2.618 |
6,957.00 |
4.250 |
6,911.00 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,050.00 |
7,052.00 |
PP |
7,047.50 |
7,051.25 |
S1 |
7,045.00 |
7,050.50 |
|