Trading Metrics calculated at close of trading on 14-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,345.0 |
3,302.0 |
-43.0 |
-1.3% |
3,246.0 |
High |
3,359.0 |
3,329.0 |
-30.0 |
-0.9% |
3,348.0 |
Low |
3,283.0 |
3,293.0 |
10.0 |
0.3% |
3,205.0 |
Close |
3,301.0 |
3,303.0 |
2.0 |
0.1% |
3,329.0 |
Range |
76.0 |
36.0 |
-40.0 |
-52.6% |
143.0 |
ATR |
53.8 |
52.6 |
-1.3 |
-2.4% |
0.0 |
Volume |
2,203,275 |
1,556,930 |
-646,345 |
-29.3% |
1,632,386 |
|
Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,416.3 |
3,395.7 |
3,322.8 |
|
R3 |
3,380.3 |
3,359.7 |
3,312.9 |
|
R2 |
3,344.3 |
3,344.3 |
3,309.6 |
|
R1 |
3,323.7 |
3,323.7 |
3,306.3 |
3,334.0 |
PP |
3,308.3 |
3,308.3 |
3,308.3 |
3,313.5 |
S1 |
3,287.7 |
3,287.7 |
3,299.7 |
3,298.0 |
S2 |
3,272.3 |
3,272.3 |
3,296.4 |
|
S3 |
3,236.3 |
3,251.7 |
3,293.1 |
|
S4 |
3,200.3 |
3,215.7 |
3,283.2 |
|
|
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 |
3,283.0 |
76.0 |
2.3% |
44.6 |
1.4% |
26% |
False |
False |
1,170,165 |
10 |
3,359.0 |
3,205.0 |
154.0 |
4.7% |
54.7 |
1.7% |
64% |
False |
False |
645,073 |
20 |
3,394.0 |
3,205.0 |
189.0 |
5.7% |
46.1 |
1.4% |
52% |
False |
False |
325,895 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.7% |
51.6 |
1.6% |
30% |
False |
False |
166,071 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.7% |
44.0 |
1.3% |
30% |
False |
False |
111,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,482.0 |
2.618 |
3,423.2 |
1.618 |
3,387.2 |
1.000 |
3,365.0 |
0.618 |
3,351.2 |
HIGH |
3,329.0 |
0.618 |
3,315.2 |
0.500 |
3,311.0 |
0.382 |
3,306.8 |
LOW |
3,293.0 |
0.618 |
3,270.8 |
1.000 |
3,257.0 |
1.618 |
3,234.8 |
2.618 |
3,198.8 |
4.250 |
3,140.0 |
|
|
Fisher Pivots for day following 14-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,311.0 |
3,321.0 |
PP |
3,308.3 |
3,315.0 |
S1 |
3,305.7 |
3,309.0 |
|