Trading Metrics calculated at close of trading on 20-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,312.9 |
1,316.5 |
3.6 |
0.3% |
1,324.1 |
High |
1,319.6 |
1,318.1 |
-1.5 |
-0.1% |
1,330.5 |
Low |
1,307.4 |
1,306.6 |
-0.8 |
-0.1% |
1,309.5 |
Close |
1,317.8 |
1,311.9 |
-5.9 |
-0.4% |
1,312.3 |
Range |
12.2 |
11.5 |
-0.7 |
-5.7% |
21.0 |
ATR |
14.3 |
14.1 |
-0.2 |
-1.4% |
0.0 |
Volume |
300,474 |
292,332 |
-8,142 |
-2.7% |
1,350,690 |
|
Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.7 |
1,340.8 |
1,318.2 |
|
R3 |
1,335.2 |
1,329.3 |
1,315.1 |
|
R2 |
1,323.7 |
1,323.7 |
1,314.0 |
|
R1 |
1,317.8 |
1,317.8 |
1,313.0 |
1,315.0 |
PP |
1,312.2 |
1,312.2 |
1,312.2 |
1,310.8 |
S1 |
1,306.3 |
1,306.3 |
1,310.8 |
1,303.5 |
S2 |
1,300.7 |
1,300.7 |
1,309.8 |
|
S3 |
1,289.2 |
1,294.8 |
1,308.7 |
|
S4 |
1,277.7 |
1,283.3 |
1,305.6 |
|
|
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 |
1,306.6 |
23.9 |
1.8% |
11.6 |
0.9% |
22% |
False |
True |
278,575 |
10 |
1,342.0 |
1,306.6 |
35.4 |
2.7% |
12.5 |
0.9% |
15% |
False |
True |
284,671 |
20 |
1,342.9 |
1,303.6 |
39.3 |
3.0% |
13.1 |
1.0% |
21% |
False |
False |
275,772 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.4 |
1.2% |
12% |
False |
False |
283,258 |
60 |
1,370.5 |
1,271.5 |
99.0 |
7.5% |
14.2 |
1.1% |
41% |
False |
False |
198,155 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.5 |
1.0% |
54% |
False |
False |
149,566 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.0 |
1.0% |
54% |
False |
False |
120,124 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
12.6 |
1.0% |
54% |
False |
False |
100,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.0 |
2.618 |
1,348.2 |
1.618 |
1,336.7 |
1.000 |
1,329.6 |
0.618 |
1,325.2 |
HIGH |
1,318.1 |
0.618 |
1,313.7 |
0.500 |
1,312.4 |
0.382 |
1,311.0 |
LOW |
1,306.6 |
0.618 |
1,299.5 |
1.000 |
1,295.1 |
1.618 |
1,288.0 |
2.618 |
1,276.5 |
4.250 |
1,257.7 |
|
|
Fisher Pivots for day following 20-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,312.4 |
1,314.2 |
PP |
1,312.2 |
1,313.4 |
S1 |
1,312.1 |
1,312.7 |
|