Trading Metrics calculated at close of trading on 27-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,347.0 |
1,353.6 |
6.6 |
0.5% |
1,312.9 |
High |
1,356.0 |
1,356.8 |
0.8 |
0.1% |
1,350.4 |
Low |
1,343.4 |
1,339.6 |
-3.8 |
-0.3% |
1,306.6 |
Close |
1,355.0 |
1,342.0 |
-13.0 |
-1.0% |
1,349.9 |
Range |
12.6 |
17.2 |
4.6 |
36.5% |
43.8 |
ATR |
15.3 |
15.5 |
0.1 |
0.9% |
0.0 |
Volume |
346,047 |
290,889 |
-55,158 |
-15.9% |
1,875,774 |
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.7 |
1,387.1 |
1,351.5 |
|
R3 |
1,380.5 |
1,369.9 |
1,346.7 |
|
R2 |
1,363.3 |
1,363.3 |
1,345.2 |
|
R1 |
1,352.7 |
1,352.7 |
1,343.6 |
1,349.4 |
PP |
1,346.1 |
1,346.1 |
1,346.1 |
1,344.5 |
S1 |
1,335.5 |
1,335.5 |
1,340.4 |
1,332.2 |
S2 |
1,328.9 |
1,328.9 |
1,338.8 |
|
S3 |
1,311.7 |
1,318.3 |
1,337.3 |
|
S4 |
1,294.5 |
1,301.1 |
1,332.5 |
|
|
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 |
1,356.8 |
1,309.5 |
47.3 |
3.5% |
17.8 |
1.3% |
69% |
True |
False |
383,980 |
10 |
1,356.8 |
1,306.6 |
50.2 |
3.7% |
14.7 |
1.1% |
71% |
True |
False |
331,278 |
20 |
1,356.8 |
1,303.6 |
53.2 |
4.0% |
14.0 |
1.0% |
72% |
True |
False |
311,184 |
40 |
1,364.4 |
1,303.6 |
60.8 |
4.5% |
15.5 |
1.2% |
63% |
False |
False |
312,547 |
60 |
1,370.5 |
1,300.9 |
69.6 |
5.2% |
15.0 |
1.1% |
59% |
False |
False |
229,709 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.9 |
1.0% |
78% |
False |
False |
173,284 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.4 |
1.0% |
78% |
False |
False |
139,254 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.0 |
1.0% |
78% |
False |
False |
116,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,429.9 |
2.618 |
1,401.8 |
1.618 |
1,384.6 |
1.000 |
1,374.0 |
0.618 |
1,367.4 |
HIGH |
1,356.8 |
0.618 |
1,350.2 |
0.500 |
1,348.2 |
0.382 |
1,346.2 |
LOW |
1,339.6 |
0.618 |
1,329.0 |
1.000 |
1,322.4 |
1.618 |
1,311.8 |
2.618 |
1,294.6 |
4.250 |
1,266.5 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,348.2 |
1,342.9 |
PP |
1,346.1 |
1,342.6 |
S1 |
1,344.1 |
1,342.3 |
|