Trading Metrics calculated at close of trading on 19-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,316.8 |
1,312.9 |
-3.9 |
-0.3% |
1,324.1 |
High |
1,321.8 |
1,319.6 |
-2.2 |
-0.2% |
1,330.5 |
Low |
1,309.5 |
1,307.4 |
-2.1 |
-0.2% |
1,309.5 |
Close |
1,312.3 |
1,317.8 |
5.5 |
0.4% |
1,312.3 |
Range |
12.3 |
12.2 |
-0.1 |
-0.8% |
21.0 |
ATR |
14.5 |
14.3 |
-0.2 |
-1.1% |
0.0 |
Volume |
289,601 |
300,474 |
10,873 |
3.8% |
1,350,690 |
|
Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.5 |
1,346.9 |
1,324.5 |
|
R3 |
1,339.3 |
1,334.7 |
1,321.2 |
|
R2 |
1,327.1 |
1,327.1 |
1,320.0 |
|
R1 |
1,322.5 |
1,322.5 |
1,318.9 |
1,324.8 |
PP |
1,314.9 |
1,314.9 |
1,314.9 |
1,316.1 |
S1 |
1,310.3 |
1,310.3 |
1,316.7 |
1,312.6 |
S2 |
1,302.7 |
1,302.7 |
1,315.6 |
|
S3 |
1,290.5 |
1,298.1 |
1,314.4 |
|
S4 |
1,278.3 |
1,285.9 |
1,311.1 |
|
|
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 |
1,307.4 |
23.1 |
1.8% |
12.3 |
0.9% |
45% |
False |
True |
286,161 |
10 |
1,342.0 |
1,307.4 |
34.6 |
2.6% |
13.2 |
1.0% |
30% |
False |
True |
284,030 |
20 |
1,354.0 |
1,303.6 |
50.4 |
3.8% |
13.7 |
1.0% |
28% |
False |
False |
279,858 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.3 |
1.2% |
21% |
False |
False |
278,557 |
60 |
1,370.5 |
1,269.4 |
101.1 |
7.7% |
14.1 |
1.1% |
48% |
False |
False |
193,331 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.4 |
1.0% |
59% |
False |
False |
145,945 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.0 |
1.0% |
59% |
False |
False |
117,223 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
12.7 |
1.0% |
59% |
False |
False |
97,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.5 |
2.618 |
1,351.5 |
1.618 |
1,339.3 |
1.000 |
1,331.8 |
0.618 |
1,327.1 |
HIGH |
1,319.6 |
0.618 |
1,314.9 |
0.500 |
1,313.5 |
0.382 |
1,312.1 |
LOW |
1,307.4 |
0.618 |
1,299.9 |
1.000 |
1,295.2 |
1.618 |
1,287.7 |
2.618 |
1,275.5 |
4.250 |
1,255.6 |
|
|
Fisher Pivots for day following 19-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,316.4 |
1,317.8 |
PP |
1,314.9 |
1,317.8 |
S1 |
1,313.5 |
1,317.8 |
|