Trading Metrics calculated at close of trading on 21-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,316.5 |
1,310.6 |
-5.9 |
-0.4% |
1,324.1 |
High |
1,318.1 |
1,336.9 |
18.8 |
1.4% |
1,330.5 |
Low |
1,306.6 |
1,309.5 |
2.9 |
0.2% |
1,309.5 |
Close |
1,311.9 |
1,321.5 |
9.6 |
0.7% |
1,312.3 |
Range |
11.5 |
27.4 |
15.9 |
138.3% |
21.0 |
ATR |
14.1 |
15.1 |
0.9 |
6.7% |
0.0 |
Volume |
292,332 |
470,286 |
177,954 |
60.9% |
1,350,690 |
|
Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,404.8 |
1,390.6 |
1,336.6 |
|
R3 |
1,377.4 |
1,363.2 |
1,329.0 |
|
R2 |
1,350.0 |
1,350.0 |
1,326.5 |
|
R1 |
1,335.8 |
1,335.8 |
1,324.0 |
1,342.9 |
PP |
1,322.6 |
1,322.6 |
1,322.6 |
1,326.2 |
S1 |
1,308.4 |
1,308.4 |
1,319.0 |
1,315.5 |
S2 |
1,295.2 |
1,295.2 |
1,316.5 |
|
S3 |
1,267.8 |
1,281.0 |
1,314.0 |
|
S4 |
1,240.4 |
1,253.6 |
1,306.4 |
|
|
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 |
1,336.9 |
1,306.6 |
30.3 |
2.3% |
15.3 |
1.2% |
49% |
True |
False |
322,116 |
10 |
1,336.9 |
1,306.6 |
30.3 |
2.3% |
13.3 |
1.0% |
49% |
True |
False |
301,192 |
20 |
1,342.9 |
1,303.6 |
39.3 |
3.0% |
13.7 |
1.0% |
46% |
False |
False |
286,506 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.8 |
1.2% |
27% |
False |
False |
293,255 |
60 |
1,370.5 |
1,273.4 |
97.1 |
7.3% |
14.6 |
1.1% |
50% |
False |
False |
205,890 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.6 |
1.0% |
62% |
False |
False |
155,372 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.2 |
1.0% |
62% |
False |
False |
124,813 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
12.7 |
1.0% |
62% |
False |
False |
104,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,453.4 |
2.618 |
1,408.6 |
1.618 |
1,381.2 |
1.000 |
1,364.3 |
0.618 |
1,353.8 |
HIGH |
1,336.9 |
0.618 |
1,326.4 |
0.500 |
1,323.2 |
0.382 |
1,320.0 |
LOW |
1,309.5 |
0.618 |
1,292.6 |
1.000 |
1,282.1 |
1.618 |
1,265.2 |
2.618 |
1,237.8 |
4.250 |
1,193.1 |
|
|
Fisher Pivots for day following 21-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,323.2 |
1,321.8 |
PP |
1,322.6 |
1,321.7 |
S1 |
1,322.1 |
1,321.6 |
|