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 |
1,326.2 |
1,322.7 |
-3.5 |
-0.3% |
1,324.9 |
High |
1,329.8 |
1,325.9 |
-3.9 |
-0.3% |
1,342.0 |
Low |
1,319.6 |
1,313.2 |
-6.4 |
-0.5% |
1,313.2 |
Close |
1,321.7 |
1,324.0 |
2.3 |
0.2% |
1,324.0 |
Range |
10.2 |
12.7 |
2.5 |
24.5% |
28.8 |
ATR |
15.9 |
15.7 |
-0.2 |
-1.5% |
0.0 |
Volume |
252,829 |
345,316 |
92,487 |
36.6% |
1,410,356 |
|
Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.1 |
1,354.3 |
1,331.0 |
|
R3 |
1,346.4 |
1,341.6 |
1,327.5 |
|
R2 |
1,333.7 |
1,333.7 |
1,326.3 |
|
R1 |
1,328.9 |
1,328.9 |
1,325.2 |
1,331.3 |
PP |
1,321.0 |
1,321.0 |
1,321.0 |
1,322.3 |
S1 |
1,316.2 |
1,316.2 |
1,322.8 |
1,318.6 |
S2 |
1,308.3 |
1,308.3 |
1,321.7 |
|
S3 |
1,295.6 |
1,303.5 |
1,320.5 |
|
S4 |
1,282.9 |
1,290.8 |
1,317.0 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.8 |
1,397.2 |
1,339.8 |
|
R3 |
1,384.0 |
1,368.4 |
1,331.9 |
|
R2 |
1,355.2 |
1,355.2 |
1,329.3 |
|
R1 |
1,339.6 |
1,339.6 |
1,326.6 |
1,333.0 |
PP |
1,326.4 |
1,326.4 |
1,326.4 |
1,323.1 |
S1 |
1,310.8 |
1,310.8 |
1,321.4 |
1,304.2 |
S2 |
1,297.6 |
1,297.6 |
1,318.7 |
|
S3 |
1,268.8 |
1,282.0 |
1,316.1 |
|
S4 |
1,240.0 |
1,253.2 |
1,308.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,342.0 |
1,313.2 |
28.8 |
2.2% |
14.3 |
1.1% |
38% |
False |
True |
282,071 |
10 |
1,342.9 |
1,303.6 |
39.3 |
3.0% |
14.7 |
1.1% |
52% |
False |
False |
294,224 |
20 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
15.2 |
1.1% |
34% |
False |
False |
280,535 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.5 |
1.2% |
30% |
False |
False |
242,586 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.9 |
1.1% |
64% |
False |
False |
166,242 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.5 |
1.0% |
64% |
False |
False |
125,481 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.0 |
1.0% |
64% |
False |
False |
100,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.9 |
2.618 |
1,359.1 |
1.618 |
1,346.4 |
1.000 |
1,338.6 |
0.618 |
1,333.7 |
HIGH |
1,325.9 |
0.618 |
1,321.0 |
0.500 |
1,319.6 |
0.382 |
1,318.1 |
LOW |
1,313.2 |
0.618 |
1,305.4 |
1.000 |
1,300.5 |
1.618 |
1,292.7 |
2.618 |
1,280.0 |
4.250 |
1,259.2 |
|
|
Fisher Pivots for day following 09-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,322.5 |
1,327.6 |
PP |
1,321.0 |
1,326.4 |
S1 |
1,319.6 |
1,325.2 |
|