Trading Metrics calculated at close of trading on 12-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,329.0 |
3,350.0 |
21.0 |
0.6% |
3,246.0 |
High |
3,348.0 |
3,359.0 |
11.0 |
0.3% |
3,348.0 |
Low |
3,314.0 |
3,329.0 |
15.0 |
0.5% |
3,205.0 |
Close |
3,329.0 |
3,343.0 |
14.0 |
0.4% |
3,329.0 |
Range |
34.0 |
30.0 |
-4.0 |
-11.8% |
143.0 |
ATR |
53.8 |
52.1 |
-1.7 |
-3.2% |
0.0 |
Volume |
468,891 |
1,004,938 |
536,047 |
114.3% |
1,632,386 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,433.7 |
3,418.3 |
3,359.5 |
|
R3 |
3,403.7 |
3,388.3 |
3,351.3 |
|
R2 |
3,373.7 |
3,373.7 |
3,348.5 |
|
R1 |
3,358.3 |
3,358.3 |
3,345.8 |
3,351.0 |
PP |
3,343.7 |
3,343.7 |
3,343.7 |
3,340.0 |
S1 |
3,328.3 |
3,328.3 |
3,340.3 |
3,321.0 |
S2 |
3,313.7 |
3,313.7 |
3,337.5 |
|
S3 |
3,283.7 |
3,298.3 |
3,334.8 |
|
S4 |
3,253.7 |
3,268.3 |
3,326.5 |
|
|
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 |
3,359.0 |
3,235.0 |
124.0 |
3.7% |
42.2 |
1.3% |
87% |
True |
False |
525,537 |
10 |
3,389.0 |
3,205.0 |
184.0 |
5.5% |
51.5 |
1.5% |
75% |
False |
False |
271,458 |
20 |
3,394.0 |
3,205.0 |
189.0 |
5.7% |
45.7 |
1.4% |
73% |
False |
False |
138,887 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.6% |
50.6 |
1.5% |
40% |
False |
False |
72,252 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.6% |
43.1 |
1.3% |
40% |
False |
False |
48,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,486.5 |
2.618 |
3,437.5 |
1.618 |
3,407.5 |
1.000 |
3,389.0 |
0.618 |
3,377.5 |
HIGH |
3,359.0 |
0.618 |
3,347.5 |
0.500 |
3,344.0 |
0.382 |
3,340.5 |
LOW |
3,329.0 |
0.618 |
3,310.5 |
1.000 |
3,299.0 |
1.618 |
3,280.5 |
2.618 |
3,250.5 |
4.250 |
3,201.5 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,344.0 |
3,336.2 |
PP |
3,343.7 |
3,329.3 |
S1 |
3,343.3 |
3,322.5 |
|