Trading Metrics calculated at close of trading on 13-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,324.1 |
1,323.3 |
-0.8 |
-0.1% |
1,324.9 |
High |
1,325.0 |
1,328.8 |
3.8 |
0.3% |
1,342.0 |
Low |
1,315.3 |
1,313.8 |
-1.5 |
-0.1% |
1,313.2 |
Close |
1,320.8 |
1,327.1 |
6.3 |
0.5% |
1,324.0 |
Range |
9.7 |
15.0 |
5.3 |
54.6% |
28.8 |
ATR |
15.3 |
15.3 |
0.0 |
-0.1% |
0.0 |
Volume |
220,355 |
330,263 |
109,908 |
49.9% |
1,410,356 |
|
Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.2 |
1,362.7 |
1,335.4 |
|
R3 |
1,353.2 |
1,347.7 |
1,331.2 |
|
R2 |
1,338.2 |
1,338.2 |
1,329.9 |
|
R1 |
1,332.7 |
1,332.7 |
1,328.5 |
1,335.5 |
PP |
1,323.2 |
1,323.2 |
1,323.2 |
1,324.6 |
S1 |
1,317.7 |
1,317.7 |
1,325.7 |
1,320.5 |
S2 |
1,308.2 |
1,308.2 |
1,324.4 |
|
S3 |
1,293.2 |
1,302.7 |
1,323.0 |
|
S4 |
1,278.2 |
1,287.7 |
1,318.9 |
|
|
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% |
13.3 |
1.0% |
48% |
False |
False |
290,768 |
10 |
1,342.0 |
1,303.6 |
38.4 |
2.9% |
13.2 |
1.0% |
61% |
False |
False |
291,090 |
20 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
15.1 |
1.1% |
39% |
False |
False |
281,779 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.4 |
1.2% |
35% |
False |
False |
254,961 |
60 |
1,370.5 |
1,257.4 |
113.1 |
8.5% |
13.9 |
1.0% |
62% |
False |
False |
175,260 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.5 |
1.0% |
66% |
False |
False |
132,312 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.0 |
1.0% |
66% |
False |
False |
106,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.6 |
2.618 |
1,368.1 |
1.618 |
1,353.1 |
1.000 |
1,343.8 |
0.618 |
1,338.1 |
HIGH |
1,328.8 |
0.618 |
1,323.1 |
0.500 |
1,321.3 |
0.382 |
1,319.5 |
LOW |
1,313.8 |
0.618 |
1,304.5 |
1.000 |
1,298.8 |
1.618 |
1,289.5 |
2.618 |
1,274.5 |
4.250 |
1,250.1 |
|
|
Fisher Pivots for day following 13-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,325.2 |
1,325.1 |
PP |
1,323.2 |
1,323.0 |
S1 |
1,321.3 |
1,321.0 |
|