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 |
1,324.7 |
1,316.8 |
-7.9 |
-0.6% |
1,324.1 |
High |
1,328.1 |
1,321.8 |
-6.3 |
-0.5% |
1,330.5 |
Low |
1,314.9 |
1,309.5 |
-5.4 |
-0.4% |
1,309.5 |
Close |
1,317.8 |
1,312.3 |
-5.5 |
-0.4% |
1,312.3 |
Range |
13.2 |
12.3 |
-0.9 |
-6.8% |
21.0 |
ATR |
14.7 |
14.5 |
-0.2 |
-1.2% |
0.0 |
Volume |
257,888 |
289,601 |
31,713 |
12.3% |
1,350,690 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.4 |
1,344.2 |
1,319.1 |
|
R3 |
1,339.1 |
1,331.9 |
1,315.7 |
|
R2 |
1,326.8 |
1,326.8 |
1,314.6 |
|
R1 |
1,319.6 |
1,319.6 |
1,313.4 |
1,317.1 |
PP |
1,314.5 |
1,314.5 |
1,314.5 |
1,313.3 |
S1 |
1,307.3 |
1,307.3 |
1,311.2 |
1,304.8 |
S2 |
1,302.2 |
1,302.2 |
1,310.0 |
|
S3 |
1,289.9 |
1,295.0 |
1,308.9 |
|
S4 |
1,277.6 |
1,282.7 |
1,305.5 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.4 |
1,367.4 |
1,323.9 |
|
R3 |
1,359.4 |
1,346.4 |
1,318.1 |
|
R2 |
1,338.4 |
1,338.4 |
1,316.2 |
|
R1 |
1,325.4 |
1,325.4 |
1,314.2 |
1,321.4 |
PP |
1,317.4 |
1,317.4 |
1,317.4 |
1,315.5 |
S1 |
1,304.4 |
1,304.4 |
1,310.4 |
1,300.4 |
S2 |
1,296.4 |
1,296.4 |
1,308.5 |
|
S3 |
1,275.4 |
1,283.4 |
1,306.5 |
|
S4 |
1,254.4 |
1,262.4 |
1,300.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,330.5 |
1,309.5 |
21.0 |
1.6% |
11.8 |
0.9% |
13% |
False |
True |
270,138 |
10 |
1,342.0 |
1,309.5 |
32.5 |
2.5% |
13.1 |
1.0% |
9% |
False |
True |
276,104 |
20 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
13.9 |
1.1% |
14% |
False |
False |
276,379 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.3 |
1.2% |
13% |
False |
False |
271,936 |
60 |
1,370.5 |
1,266.9 |
103.6 |
7.9% |
14.0 |
1.1% |
44% |
False |
False |
188,381 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.5 |
1.0% |
54% |
False |
False |
142,215 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
12.9 |
1.0% |
54% |
False |
False |
114,250 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
12.7 |
1.0% |
54% |
False |
False |
95,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.1 |
2.618 |
1,354.0 |
1.618 |
1,341.7 |
1.000 |
1,334.1 |
0.618 |
1,329.4 |
HIGH |
1,321.8 |
0.618 |
1,317.1 |
0.500 |
1,315.7 |
0.382 |
1,314.2 |
LOW |
1,309.5 |
0.618 |
1,301.9 |
1.000 |
1,297.2 |
1.618 |
1,289.6 |
2.618 |
1,277.3 |
4.250 |
1,257.2 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,315.7 |
1,320.0 |
PP |
1,314.5 |
1,317.4 |
S1 |
1,313.4 |
1,314.9 |
|