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 |
1,580.0 |
1,581.3 |
1.3 |
0.1% |
1,593.2 |
High |
1,589.7 |
1,583.9 |
-5.8 |
-0.4% |
1,611.3 |
Low |
1,572.4 |
1,576.7 |
4.3 |
0.3% |
1,572.4 |
Close |
1,579.1 |
1,576.8 |
-2.3 |
-0.1% |
1,576.8 |
Range |
17.3 |
7.2 |
-10.1 |
-58.4% |
38.9 |
ATR |
28.2 |
26.7 |
-1.5 |
-5.3% |
0.0 |
Volume |
2,576 |
72 |
-2,504 |
-97.2% |
18,112 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.8 |
1,596.0 |
1,580.8 |
|
R3 |
1,593.5 |
1,588.8 |
1,578.8 |
|
R2 |
1,586.3 |
1,586.3 |
1,578.3 |
|
R1 |
1,581.5 |
1,581.5 |
1,577.5 |
1,580.3 |
PP |
1,579.3 |
1,579.3 |
1,579.3 |
1,578.5 |
S1 |
1,574.5 |
1,574.5 |
1,576.3 |
1,573.3 |
S2 |
1,572.0 |
1,572.0 |
1,575.5 |
|
S3 |
1,564.8 |
1,567.3 |
1,574.8 |
|
S4 |
1,557.5 |
1,560.0 |
1,572.8 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.5 |
1,679.0 |
1,598.3 |
|
R3 |
1,664.8 |
1,640.3 |
1,587.5 |
|
R2 |
1,625.8 |
1,625.8 |
1,584.0 |
|
R1 |
1,601.3 |
1,601.3 |
1,580.5 |
1,594.0 |
PP |
1,586.8 |
1,586.8 |
1,586.8 |
1,583.3 |
S1 |
1,562.5 |
1,562.5 |
1,573.3 |
1,555.3 |
S2 |
1,548.0 |
1,548.0 |
1,569.8 |
|
S3 |
1,509.0 |
1,523.5 |
1,566.0 |
|
S4 |
1,470.3 |
1,484.5 |
1,555.5 |
|
|
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 |
1,572.4 |
38.9 |
2.5% |
16.3 |
1.0% |
11% |
False |
False |
3,622 |
10 |
1,611.3 |
1,515.0 |
96.3 |
6.1% |
23.0 |
1.5% |
64% |
False |
False |
8,850 |
20 |
1,611.3 |
1,490.4 |
120.9 |
7.7% |
26.3 |
1.7% |
71% |
False |
False |
13,148 |
40 |
1,619.2 |
1,411.8 |
207.4 |
13.2% |
30.8 |
2.0% |
80% |
False |
False |
21,513 |
60 |
1,619.2 |
1,411.8 |
207.4 |
13.2% |
26.0 |
1.6% |
80% |
False |
False |
20,144 |
80 |
1,619.2 |
1,411.8 |
207.4 |
13.2% |
23.8 |
1.5% |
80% |
False |
False |
17,575 |
100 |
1,619.2 |
1,411.8 |
207.4 |
13.2% |
20.0 |
1.3% |
80% |
False |
False |
14,063 |
120 |
1,619.2 |
1,411.8 |
207.4 |
13.2% |
17.3 |
1.1% |
80% |
False |
False |
11,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,614.5 |
2.618 |
1,602.8 |
1.618 |
1,595.5 |
1.000 |
1,591.0 |
0.618 |
1,588.3 |
HIGH |
1,584.0 |
0.618 |
1,581.3 |
0.500 |
1,580.3 |
0.382 |
1,579.5 |
LOW |
1,576.8 |
0.618 |
1,572.3 |
1.000 |
1,569.5 |
1.618 |
1,565.0 |
2.618 |
1,557.8 |
4.250 |
1,546.0 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,580.3 |
1,588.8 |
PP |
1,579.3 |
1,584.8 |
S1 |
1,578.0 |
1,580.8 |
|