Trading Metrics calculated at close of trading on 28-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,353.6 |
1,345.0 |
-8.6 |
-0.6% |
1,312.9 |
High |
1,356.8 |
1,346.4 |
-10.4 |
-0.8% |
1,350.4 |
Low |
1,339.6 |
1,322.3 |
-17.3 |
-1.3% |
1,306.6 |
Close |
1,342.0 |
1,324.2 |
-17.8 |
-1.3% |
1,349.9 |
Range |
17.2 |
24.1 |
6.9 |
40.1% |
43.8 |
ATR |
15.5 |
16.1 |
0.6 |
4.0% |
0.0 |
Volume |
290,889 |
59,284 |
-231,605 |
-79.6% |
1,875,774 |
|
Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.3 |
1,387.8 |
1,337.5 |
|
R3 |
1,379.2 |
1,363.7 |
1,330.8 |
|
R2 |
1,355.1 |
1,355.1 |
1,328.6 |
|
R1 |
1,339.6 |
1,339.6 |
1,326.4 |
1,335.3 |
PP |
1,331.0 |
1,331.0 |
1,331.0 |
1,328.8 |
S1 |
1,315.5 |
1,315.5 |
1,322.0 |
1,311.2 |
S2 |
1,306.9 |
1,306.9 |
1,319.8 |
|
S3 |
1,282.8 |
1,291.4 |
1,317.6 |
|
S4 |
1,258.7 |
1,267.3 |
1,310.9 |
|
|
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 |
1,322.3 |
34.5 |
2.6% |
17.2 |
1.3% |
6% |
False |
True |
301,780 |
10 |
1,356.8 |
1,306.6 |
50.2 |
3.8% |
16.2 |
1.2% |
35% |
False |
False |
311,948 |
20 |
1,356.8 |
1,303.6 |
53.2 |
4.0% |
14.8 |
1.1% |
39% |
False |
False |
300,958 |
40 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
15.7 |
1.2% |
34% |
False |
False |
303,716 |
60 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.2 |
1.1% |
31% |
False |
False |
230,461 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
14.0 |
1.1% |
64% |
False |
False |
173,964 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.5 |
1.0% |
64% |
False |
False |
139,832 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.1 |
1.0% |
64% |
False |
False |
116,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.8 |
2.618 |
1,409.5 |
1.618 |
1,385.4 |
1.000 |
1,370.5 |
0.618 |
1,361.3 |
HIGH |
1,346.4 |
0.618 |
1,337.2 |
0.500 |
1,334.4 |
0.382 |
1,331.5 |
LOW |
1,322.3 |
0.618 |
1,307.4 |
1.000 |
1,298.2 |
1.618 |
1,283.3 |
2.618 |
1,259.2 |
4.250 |
1,219.9 |
|
|
Fisher Pivots for day following 28-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,334.4 |
1,339.6 |
PP |
1,331.0 |
1,334.4 |
S1 |
1,327.6 |
1,329.3 |
|