Trading Metrics calculated at close of trading on 09-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,297.0 |
3,329.0 |
32.0 |
1.0% |
3,246.0 |
High |
3,333.0 |
3,348.0 |
15.0 |
0.5% |
3,348.0 |
Low |
3,286.0 |
3,314.0 |
28.0 |
0.9% |
3,205.0 |
Close |
3,329.0 |
3,329.0 |
0.0 |
0.0% |
3,329.0 |
Range |
47.0 |
34.0 |
-13.0 |
-27.7% |
143.0 |
ATR |
55.4 |
53.8 |
-1.5 |
-2.8% |
0.0 |
Volume |
616,794 |
468,891 |
-147,903 |
-24.0% |
1,632,386 |
|
Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,432.3 |
3,414.7 |
3,347.7 |
|
R3 |
3,398.3 |
3,380.7 |
3,338.4 |
|
R2 |
3,364.3 |
3,364.3 |
3,335.2 |
|
R1 |
3,346.7 |
3,346.7 |
3,332.1 |
3,346.0 |
PP |
3,330.3 |
3,330.3 |
3,330.3 |
3,330.0 |
S1 |
3,312.7 |
3,312.7 |
3,325.9 |
3,312.0 |
S2 |
3,296.3 |
3,296.3 |
3,322.8 |
|
S3 |
3,262.3 |
3,278.7 |
3,319.7 |
|
S4 |
3,228.3 |
3,244.7 |
3,310.3 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,723.0 |
3,669.0 |
3,407.7 |
|
R3 |
3,580.0 |
3,526.0 |
3,368.3 |
|
R2 |
3,437.0 |
3,437.0 |
3,355.2 |
|
R1 |
3,383.0 |
3,383.0 |
3,342.1 |
3,410.0 |
PP |
3,294.0 |
3,294.0 |
3,294.0 |
3,307.5 |
S1 |
3,240.0 |
3,240.0 |
3,315.9 |
3,267.0 |
S2 |
3,151.0 |
3,151.0 |
3,302.8 |
|
S3 |
3,008.0 |
3,097.0 |
3,289.7 |
|
S4 |
2,865.0 |
2,954.0 |
3,250.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,348.0 |
3,205.0 |
143.0 |
4.3% |
52.2 |
1.6% |
87% |
True |
False |
326,477 |
10 |
3,394.0 |
3,205.0 |
189.0 |
5.7% |
51.3 |
1.5% |
66% |
False |
False |
171,018 |
20 |
3,394.0 |
3,205.0 |
189.0 |
5.7% |
46.1 |
1.4% |
66% |
False |
False |
89,055 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.6% |
50.2 |
1.5% |
37% |
False |
False |
47,171 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.6% |
43.0 |
1.3% |
37% |
False |
False |
32,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,492.5 |
2.618 |
3,437.0 |
1.618 |
3,403.0 |
1.000 |
3,382.0 |
0.618 |
3,369.0 |
HIGH |
3,348.0 |
0.618 |
3,335.0 |
0.500 |
3,331.0 |
0.382 |
3,327.0 |
LOW |
3,314.0 |
0.618 |
3,293.0 |
1.000 |
3,280.0 |
1.618 |
3,259.0 |
2.618 |
3,225.0 |
4.250 |
3,169.5 |
|
|
Fisher Pivots for day following 09-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,331.0 |
3,316.5 |
PP |
3,330.3 |
3,304.0 |
S1 |
3,329.7 |
3,291.5 |
|