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 |
1,322.7 |
1,324.1 |
1.4 |
0.1% |
1,324.9 |
High |
1,325.9 |
1,325.0 |
-0.9 |
-0.1% |
1,342.0 |
Low |
1,313.2 |
1,315.3 |
2.1 |
0.2% |
1,313.2 |
Close |
1,324.0 |
1,320.8 |
-3.2 |
-0.2% |
1,324.0 |
Range |
12.7 |
9.7 |
-3.0 |
-23.6% |
28.8 |
ATR |
15.7 |
15.3 |
-0.4 |
-2.7% |
0.0 |
Volume |
345,316 |
220,355 |
-124,961 |
-36.2% |
1,410,356 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.5 |
1,344.8 |
1,326.1 |
|
R3 |
1,339.8 |
1,335.1 |
1,323.5 |
|
R2 |
1,330.1 |
1,330.1 |
1,322.6 |
|
R1 |
1,325.4 |
1,325.4 |
1,321.7 |
1,322.9 |
PP |
1,320.4 |
1,320.4 |
1,320.4 |
1,319.1 |
S1 |
1,315.7 |
1,315.7 |
1,319.9 |
1,313.2 |
S2 |
1,310.7 |
1,310.7 |
1,319.0 |
|
S3 |
1,301.0 |
1,306.0 |
1,318.1 |
|
S4 |
1,291.3 |
1,296.3 |
1,315.5 |
|
|
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% |
14.1 |
1.1% |
26% |
False |
False |
281,899 |
10 |
1,342.0 |
1,303.6 |
38.4 |
2.9% |
14.1 |
1.1% |
45% |
False |
False |
291,535 |
20 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
15.0 |
1.1% |
28% |
False |
False |
275,670 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.5 |
1.2% |
26% |
False |
False |
247,605 |
60 |
1,370.5 |
1,246.7 |
123.8 |
9.4% |
13.9 |
1.1% |
60% |
False |
False |
169,836 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.5 |
1.0% |
61% |
False |
False |
128,211 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.0 |
1.0% |
61% |
False |
False |
103,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.2 |
2.618 |
1,350.4 |
1.618 |
1,340.7 |
1.000 |
1,334.7 |
0.618 |
1,331.0 |
HIGH |
1,325.0 |
0.618 |
1,321.3 |
0.500 |
1,320.2 |
0.382 |
1,319.0 |
LOW |
1,315.3 |
0.618 |
1,309.3 |
1.000 |
1,305.6 |
1.618 |
1,299.6 |
2.618 |
1,289.9 |
4.250 |
1,274.1 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,320.6 |
1,321.5 |
PP |
1,320.4 |
1,321.3 |
S1 |
1,320.2 |
1,321.0 |
|