Trading Metrics calculated at close of trading on 13-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,350.0 |
3,345.0 |
-5.0 |
-0.1% |
3,246.0 |
High |
3,359.0 |
3,359.0 |
0.0 |
0.0% |
3,348.0 |
Low |
3,329.0 |
3,283.0 |
-46.0 |
-1.4% |
3,205.0 |
Close |
3,343.0 |
3,301.0 |
-42.0 |
-1.3% |
3,329.0 |
Range |
30.0 |
76.0 |
46.0 |
153.3% |
143.0 |
ATR |
52.1 |
53.8 |
1.7 |
3.3% |
0.0 |
Volume |
1,004,938 |
2,203,275 |
1,198,337 |
119.2% |
1,632,386 |
|
Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,542.3 |
3,497.7 |
3,342.8 |
|
R3 |
3,466.3 |
3,421.7 |
3,321.9 |
|
R2 |
3,390.3 |
3,390.3 |
3,314.9 |
|
R1 |
3,345.7 |
3,345.7 |
3,308.0 |
3,330.0 |
PP |
3,314.3 |
3,314.3 |
3,314.3 |
3,306.5 |
S1 |
3,269.7 |
3,269.7 |
3,294.0 |
3,254.0 |
S2 |
3,238.3 |
3,238.3 |
3,287.1 |
|
S3 |
3,162.3 |
3,193.7 |
3,280.1 |
|
S4 |
3,086.3 |
3,117.7 |
3,259.2 |
|
|
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 |
3.8% |
50.0 |
1.5% |
53% |
True |
False |
934,629 |
10 |
3,376.0 |
3,205.0 |
171.0 |
5.2% |
55.6 |
1.7% |
56% |
False |
False |
489,713 |
20 |
3,394.0 |
3,205.0 |
189.0 |
5.7% |
48.0 |
1.5% |
51% |
False |
False |
248,454 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.7% |
51.4 |
1.6% |
30% |
False |
False |
127,329 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.7% |
43.8 |
1.3% |
30% |
False |
False |
85,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,682.0 |
2.618 |
3,558.0 |
1.618 |
3,482.0 |
1.000 |
3,435.0 |
0.618 |
3,406.0 |
HIGH |
3,359.0 |
0.618 |
3,330.0 |
0.500 |
3,321.0 |
0.382 |
3,312.0 |
LOW |
3,283.0 |
0.618 |
3,236.0 |
1.000 |
3,207.0 |
1.618 |
3,160.0 |
2.618 |
3,084.0 |
4.250 |
2,960.0 |
|
|
Fisher Pivots for day following 13-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,321.0 |
3,321.0 |
PP |
3,314.3 |
3,314.3 |
S1 |
3,307.7 |
3,307.7 |
|