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 |
1,600.6 |
1,594.2 |
-6.4 |
-0.4% |
1,526.3 |
High |
1,611.3 |
1,604.9 |
-6.4 |
-0.4% |
1,598.3 |
Low |
1,590.2 |
1,582.8 |
-7.4 |
-0.5% |
1,515.0 |
Close |
1,597.4 |
1,585.0 |
-12.4 |
-0.8% |
1,596.9 |
Range |
21.1 |
22.1 |
1.0 |
4.7% |
83.3 |
ATR |
29.5 |
29.0 |
-0.5 |
-1.8% |
0.0 |
Volume |
5,560 |
4,431 |
-1,129 |
-20.3% |
70,391 |
|
Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,657.3 |
1,643.3 |
1,597.3 |
|
R3 |
1,635.0 |
1,621.0 |
1,591.0 |
|
R2 |
1,613.0 |
1,613.0 |
1,589.0 |
|
R1 |
1,599.0 |
1,599.0 |
1,587.0 |
1,595.0 |
PP |
1,591.0 |
1,591.0 |
1,591.0 |
1,589.0 |
S1 |
1,577.0 |
1,577.0 |
1,583.0 |
1,572.8 |
S2 |
1,568.8 |
1,568.8 |
1,581.0 |
|
S3 |
1,546.8 |
1,554.8 |
1,579.0 |
|
S4 |
1,524.5 |
1,532.8 |
1,572.8 |
|
|
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 |
1,563.0 |
48.3 |
3.0% |
21.0 |
1.3% |
46% |
False |
False |
7,029 |
10 |
1,611.3 |
1,490.4 |
120.9 |
7.6% |
28.3 |
1.8% |
78% |
False |
False |
13,368 |
20 |
1,611.3 |
1,470.1 |
141.2 |
8.9% |
29.0 |
1.8% |
81% |
False |
False |
15,748 |
40 |
1,619.2 |
1,411.8 |
207.4 |
13.1% |
31.0 |
2.0% |
84% |
False |
False |
22,411 |
60 |
1,619.2 |
1,411.8 |
207.4 |
13.1% |
26.5 |
1.7% |
84% |
False |
False |
21,036 |
80 |
1,619.2 |
1,411.8 |
207.4 |
13.1% |
23.5 |
1.5% |
84% |
False |
False |
17,544 |
100 |
1,619.2 |
1,411.8 |
207.4 |
13.1% |
19.8 |
1.2% |
84% |
False |
False |
14,036 |
120 |
1,619.2 |
1,411.8 |
207.4 |
13.1% |
17.3 |
1.1% |
84% |
False |
False |
11,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,698.8 |
2.618 |
1,662.8 |
1.618 |
1,640.8 |
1.000 |
1,627.0 |
0.618 |
1,618.5 |
HIGH |
1,605.0 |
0.618 |
1,596.5 |
0.500 |
1,593.8 |
0.382 |
1,591.3 |
LOW |
1,582.8 |
0.618 |
1,569.3 |
1.000 |
1,560.8 |
1.618 |
1,547.0 |
2.618 |
1,525.0 |
4.250 |
1,489.0 |
|
|
Fisher Pivots for day following 14-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,593.8 |
1,597.0 |
PP |
1,591.0 |
1,593.0 |
S1 |
1,588.0 |
1,589.0 |
|