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 |
1,572.0 |
1,574.6 |
2.6 |
0.2% |
1,526.3 |
High |
1,582.8 |
1,598.3 |
15.5 |
1.0% |
1,598.3 |
Low |
1,563.0 |
1,569.9 |
6.9 |
0.4% |
1,515.0 |
Close |
1,573.7 |
1,596.9 |
23.2 |
1.5% |
1,596.9 |
Range |
19.8 |
28.4 |
8.6 |
43.4% |
83.3 |
ATR |
31.7 |
31.5 |
-0.2 |
-0.7% |
0.0 |
Volume |
12,152 |
7,529 |
-4,623 |
-38.0% |
70,391 |
|
Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,673.5 |
1,663.8 |
1,612.5 |
|
R3 |
1,645.3 |
1,635.3 |
1,604.8 |
|
R2 |
1,616.8 |
1,616.8 |
1,602.0 |
|
R1 |
1,606.8 |
1,606.8 |
1,599.5 |
1,611.8 |
PP |
1,588.3 |
1,588.3 |
1,588.3 |
1,590.8 |
S1 |
1,578.5 |
1,578.5 |
1,594.3 |
1,583.5 |
S2 |
1,560.0 |
1,560.0 |
1,591.8 |
|
S3 |
1,531.5 |
1,550.0 |
1,589.0 |
|
S4 |
1,503.3 |
1,521.8 |
1,581.3 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.0 |
1,791.8 |
1,642.8 |
|
R3 |
1,736.8 |
1,708.5 |
1,619.8 |
|
R2 |
1,653.3 |
1,653.3 |
1,612.3 |
|
R1 |
1,625.3 |
1,625.3 |
1,604.5 |
1,639.3 |
PP |
1,570.0 |
1,570.0 |
1,570.0 |
1,577.0 |
S1 |
1,541.8 |
1,541.8 |
1,589.3 |
1,556.0 |
S2 |
1,486.8 |
1,486.8 |
1,581.8 |
|
S3 |
1,403.5 |
1,458.5 |
1,574.0 |
|
S4 |
1,320.3 |
1,375.3 |
1,551.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,598.3 |
1,515.0 |
83.3 |
5.2% |
30.0 |
1.9% |
98% |
True |
False |
14,078 |
10 |
1,598.3 |
1,490.4 |
107.9 |
6.8% |
31.5 |
2.0% |
99% |
True |
False |
15,877 |
20 |
1,598.3 |
1,434.0 |
164.3 |
10.3% |
31.8 |
2.0% |
99% |
True |
False |
20,321 |
40 |
1,619.2 |
1,411.8 |
207.4 |
13.0% |
31.8 |
2.0% |
89% |
False |
False |
23,938 |
60 |
1,619.2 |
1,411.8 |
207.4 |
13.0% |
26.5 |
1.7% |
89% |
False |
False |
22,433 |
80 |
1,619.2 |
1,411.8 |
207.4 |
13.0% |
23.0 |
1.4% |
89% |
False |
False |
17,351 |
100 |
1,619.2 |
1,411.8 |
207.4 |
13.0% |
19.3 |
1.2% |
89% |
False |
False |
13,882 |
120 |
1,619.2 |
1,411.8 |
207.4 |
13.0% |
16.8 |
1.0% |
89% |
False |
False |
11,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.0 |
2.618 |
1,672.8 |
1.618 |
1,644.3 |
1.000 |
1,626.8 |
0.618 |
1,615.8 |
HIGH |
1,598.3 |
0.618 |
1,587.5 |
0.500 |
1,584.0 |
0.382 |
1,580.8 |
LOW |
1,570.0 |
0.618 |
1,552.3 |
1.000 |
1,541.5 |
1.618 |
1,524.0 |
2.618 |
1,495.5 |
4.250 |
1,449.3 |
|
|
Fisher Pivots for day following 09-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,592.8 |
1,587.5 |
PP |
1,588.3 |
1,578.3 |
S1 |
1,584.0 |
1,568.8 |
|