Trading Metrics calculated at close of trading on 12-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
24,879 |
25,335 |
456 |
1.8% |
24,483 |
High |
25,346 |
25,510 |
164 |
0.6% |
25,346 |
Low |
24,841 |
25,151 |
310 |
1.2% |
24,311 |
Close |
25,335 |
25,208 |
-127 |
-0.5% |
25,335 |
Range |
505 |
359 |
-146 |
-28.9% |
1,035 |
ATR |
501 |
491 |
-10 |
-2.0% |
0 |
Volume |
153,047 |
116,773 |
-36,274 |
-23.7% |
1,270,822 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,367 |
26,146 |
25,406 |
|
R3 |
26,008 |
25,787 |
25,307 |
|
R2 |
25,649 |
25,649 |
25,274 |
|
R1 |
25,428 |
25,428 |
25,241 |
25,359 |
PP |
25,290 |
25,290 |
25,290 |
25,255 |
S1 |
25,069 |
25,069 |
25,175 |
25,000 |
S2 |
24,931 |
24,931 |
25,142 |
|
S3 |
24,572 |
24,710 |
25,109 |
|
S4 |
24,213 |
24,351 |
25,011 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,102 |
27,754 |
25,904 |
|
R3 |
27,067 |
26,719 |
25,620 |
|
R2 |
26,032 |
26,032 |
25,525 |
|
R1 |
25,684 |
25,684 |
25,430 |
25,858 |
PP |
24,997 |
24,997 |
24,997 |
25,085 |
S1 |
24,649 |
24,649 |
25,240 |
24,823 |
S2 |
23,962 |
23,962 |
25,145 |
|
S3 |
22,927 |
23,614 |
25,051 |
|
S4 |
21,892 |
22,579 |
24,766 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,510 |
24,410 |
1,100 |
4.4% |
381 |
1.5% |
73% |
True |
False |
215,527 |
10 |
25,813 |
24,204 |
1,609 |
6.4% |
475 |
1.9% |
62% |
False |
False |
281,988 |
20 |
25,813 |
24,204 |
1,609 |
6.4% |
467 |
1.9% |
62% |
False |
False |
273,614 |
40 |
26,684 |
23,088 |
3,596 |
14.3% |
517 |
2.0% |
59% |
False |
False |
287,913 |
60 |
26,684 |
23,088 |
3,596 |
14.3% |
398 |
1.6% |
59% |
False |
False |
226,303 |
80 |
26,684 |
23,088 |
3,596 |
14.3% |
348 |
1.4% |
59% |
False |
False |
175,012 |
100 |
26,684 |
22,878 |
3,806 |
15.1% |
305 |
1.2% |
61% |
False |
False |
140,040 |
120 |
26,684 |
22,148 |
4,536 |
18.0% |
268 |
1.1% |
67% |
False |
False |
116,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,036 |
2.618 |
26,450 |
1.618 |
26,091 |
1.000 |
25,869 |
0.618 |
25,732 |
HIGH |
25,510 |
0.618 |
25,373 |
0.500 |
25,331 |
0.382 |
25,288 |
LOW |
25,151 |
0.618 |
24,929 |
1.000 |
24,792 |
1.618 |
24,570 |
2.618 |
24,211 |
4.250 |
23,625 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
25,331 |
25,174 |
PP |
25,290 |
25,141 |
S1 |
25,249 |
25,107 |
|