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 |
1,593.2 |
1,600.6 |
7.4 |
0.5% |
1,526.3 |
High |
1,606.5 |
1,611.3 |
4.8 |
0.3% |
1,598.3 |
Low |
1,593.2 |
1,590.2 |
-3.0 |
-0.2% |
1,515.0 |
Close |
1,601.9 |
1,597.4 |
-4.5 |
-0.3% |
1,596.9 |
Range |
13.3 |
21.1 |
7.8 |
58.6% |
83.3 |
ATR |
30.2 |
29.5 |
-0.6 |
-2.1% |
0.0 |
Volume |
5,473 |
5,560 |
87 |
1.6% |
70,391 |
|
Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,663.0 |
1,651.3 |
1,609.0 |
|
R3 |
1,641.8 |
1,630.3 |
1,603.3 |
|
R2 |
1,620.8 |
1,620.8 |
1,601.3 |
|
R1 |
1,609.0 |
1,609.0 |
1,599.3 |
1,604.3 |
PP |
1,599.8 |
1,599.8 |
1,599.8 |
1,597.3 |
S1 |
1,588.0 |
1,588.0 |
1,595.5 |
1,583.3 |
S2 |
1,578.5 |
1,578.5 |
1,593.5 |
|
S3 |
1,557.5 |
1,566.8 |
1,591.5 |
|
S4 |
1,536.3 |
1,545.8 |
1,585.8 |
|
|
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 |
1,611.3 |
1,539.3 |
72.0 |
4.5% |
24.3 |
1.5% |
81% |
True |
False |
9,357 |
10 |
1,611.3 |
1,490.4 |
120.9 |
7.6% |
29.8 |
1.9% |
89% |
True |
False |
14,755 |
20 |
1,611.3 |
1,470.1 |
141.2 |
8.8% |
29.0 |
1.8% |
90% |
True |
False |
16,363 |
40 |
1,619.2 |
1,411.8 |
207.4 |
13.0% |
31.5 |
2.0% |
89% |
False |
False |
23,054 |
60 |
1,619.2 |
1,411.8 |
207.4 |
13.0% |
26.5 |
1.7% |
89% |
False |
False |
21,582 |
80 |
1,619.2 |
1,411.8 |
207.4 |
13.0% |
23.3 |
1.5% |
89% |
False |
False |
17,488 |
100 |
1,619.2 |
1,411.8 |
207.4 |
13.0% |
19.5 |
1.2% |
89% |
False |
False |
13,992 |
120 |
1,619.2 |
1,411.8 |
207.4 |
13.0% |
17.0 |
1.1% |
89% |
False |
False |
11,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,701.0 |
2.618 |
1,666.5 |
1.618 |
1,645.5 |
1.000 |
1,632.5 |
0.618 |
1,624.3 |
HIGH |
1,611.3 |
0.618 |
1,603.3 |
0.500 |
1,600.8 |
0.382 |
1,598.3 |
LOW |
1,590.3 |
0.618 |
1,577.3 |
1.000 |
1,569.0 |
1.618 |
1,556.0 |
2.618 |
1,535.0 |
4.250 |
1,500.5 |
|
|
Fisher Pivots for day following 13-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,600.8 |
1,595.3 |
PP |
1,599.8 |
1,592.8 |
S1 |
1,598.5 |
1,590.5 |
|