Trading Metrics calculated at close of trading on 23-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,332.0 |
1,329.0 |
-3.0 |
-0.2% |
1,312.9 |
High |
1,335.0 |
1,350.4 |
15.4 |
1.2% |
1,350.4 |
Low |
1,324.6 |
1,328.9 |
4.3 |
0.3% |
1,306.6 |
Close |
1,327.4 |
1,349.9 |
22.5 |
1.7% |
1,349.9 |
Range |
10.4 |
21.5 |
11.1 |
106.7% |
43.8 |
ATR |
15.0 |
15.6 |
0.6 |
3.8% |
0.0 |
Volume |
358,556 |
454,126 |
95,570 |
26.7% |
1,875,774 |
|
Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.6 |
1,400.2 |
1,361.7 |
|
R3 |
1,386.1 |
1,378.7 |
1,355.8 |
|
R2 |
1,364.6 |
1,364.6 |
1,353.8 |
|
R1 |
1,357.2 |
1,357.2 |
1,351.9 |
1,360.9 |
PP |
1,343.1 |
1,343.1 |
1,343.1 |
1,344.9 |
S1 |
1,335.7 |
1,335.7 |
1,347.9 |
1,339.4 |
S2 |
1,321.6 |
1,321.6 |
1,346.0 |
|
S3 |
1,300.1 |
1,314.2 |
1,344.0 |
|
S4 |
1,278.6 |
1,292.7 |
1,338.1 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.0 |
1,452.3 |
1,374.0 |
|
R3 |
1,423.2 |
1,408.5 |
1,361.9 |
|
R2 |
1,379.4 |
1,379.4 |
1,357.9 |
|
R1 |
1,364.7 |
1,364.7 |
1,353.9 |
1,372.1 |
PP |
1,335.6 |
1,335.6 |
1,335.6 |
1,339.3 |
S1 |
1,320.9 |
1,320.9 |
1,345.9 |
1,328.3 |
S2 |
1,291.8 |
1,291.8 |
1,341.9 |
|
S3 |
1,248.0 |
1,277.1 |
1,337.9 |
|
S4 |
1,204.2 |
1,233.3 |
1,325.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,350.4 |
1,306.6 |
43.8 |
3.2% |
16.6 |
1.2% |
99% |
True |
False |
375,154 |
10 |
1,350.4 |
1,306.6 |
43.8 |
3.2% |
14.2 |
1.1% |
99% |
True |
False |
322,646 |
20 |
1,350.4 |
1,303.6 |
46.8 |
3.5% |
14.4 |
1.1% |
99% |
True |
False |
308,435 |
40 |
1,364.4 |
1,303.6 |
60.8 |
4.5% |
15.4 |
1.1% |
76% |
False |
False |
306,024 |
60 |
1,370.5 |
1,290.8 |
79.7 |
5.9% |
14.7 |
1.1% |
74% |
False |
False |
219,284 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.8 |
1.0% |
84% |
False |
False |
165,450 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.3 |
1.0% |
84% |
False |
False |
132,912 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
12.8 |
0.9% |
84% |
False |
False |
111,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.8 |
2.618 |
1,406.7 |
1.618 |
1,385.2 |
1.000 |
1,371.9 |
0.618 |
1,363.7 |
HIGH |
1,350.4 |
0.618 |
1,342.2 |
0.500 |
1,339.7 |
0.382 |
1,337.1 |
LOW |
1,328.9 |
0.618 |
1,315.6 |
1.000 |
1,307.4 |
1.618 |
1,294.1 |
2.618 |
1,272.6 |
4.250 |
1,237.5 |
|
|
Fisher Pivots for day following 23-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,346.5 |
1,343.3 |
PP |
1,343.1 |
1,336.6 |
S1 |
1,339.7 |
1,330.0 |
|