Trading Metrics calculated at close of trading on 22-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,310.6 |
1,332.0 |
21.4 |
1.6% |
1,324.1 |
High |
1,336.9 |
1,335.0 |
-1.9 |
-0.1% |
1,330.5 |
Low |
1,309.5 |
1,324.6 |
15.1 |
1.2% |
1,309.5 |
Close |
1,321.5 |
1,327.4 |
5.9 |
0.4% |
1,312.3 |
Range |
27.4 |
10.4 |
-17.0 |
-62.0% |
21.0 |
ATR |
15.1 |
15.0 |
-0.1 |
-0.8% |
0.0 |
Volume |
470,286 |
358,556 |
-111,730 |
-23.8% |
1,350,690 |
|
Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.2 |
1,354.2 |
1,333.1 |
|
R3 |
1,349.8 |
1,343.8 |
1,330.3 |
|
R2 |
1,339.4 |
1,339.4 |
1,329.3 |
|
R1 |
1,333.4 |
1,333.4 |
1,328.4 |
1,331.2 |
PP |
1,329.0 |
1,329.0 |
1,329.0 |
1,327.9 |
S1 |
1,323.0 |
1,323.0 |
1,326.4 |
1,320.8 |
S2 |
1,318.6 |
1,318.6 |
1,325.5 |
|
S3 |
1,308.2 |
1,312.6 |
1,324.5 |
|
S4 |
1,297.8 |
1,302.2 |
1,321.7 |
|
|
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% |
14.8 |
1.1% |
69% |
False |
False |
342,249 |
10 |
1,336.9 |
1,306.6 |
30.3 |
2.3% |
13.3 |
1.0% |
69% |
False |
False |
311,765 |
20 |
1,342.9 |
1,303.6 |
39.3 |
3.0% |
13.7 |
1.0% |
61% |
False |
False |
294,121 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.5 |
1.2% |
36% |
False |
False |
298,235 |
60 |
1,370.5 |
1,282.5 |
88.0 |
6.6% |
14.6 |
1.1% |
51% |
False |
False |
211,747 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.7 |
1.0% |
66% |
False |
False |
159,808 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.1 |
1.0% |
66% |
False |
False |
128,382 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.7 |
1.0% |
66% |
False |
False |
107,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.2 |
2.618 |
1,362.2 |
1.618 |
1,351.8 |
1.000 |
1,345.4 |
0.618 |
1,341.4 |
HIGH |
1,335.0 |
0.618 |
1,331.0 |
0.500 |
1,329.8 |
0.382 |
1,328.6 |
LOW |
1,324.6 |
0.618 |
1,318.2 |
1.000 |
1,314.2 |
1.618 |
1,307.8 |
2.618 |
1,297.4 |
4.250 |
1,280.4 |
|
|
Fisher Pivots for day following 22-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,329.8 |
1,325.5 |
PP |
1,329.0 |
1,323.6 |
S1 |
1,328.2 |
1,321.8 |
|