Trading Metrics calculated at close of trading on 15-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,302.0 |
3,320.0 |
18.0 |
0.5% |
3,246.0 |
High |
3,329.0 |
3,330.0 |
1.0 |
0.0% |
3,348.0 |
Low |
3,293.0 |
3,301.0 |
8.0 |
0.2% |
3,205.0 |
Close |
3,303.0 |
3,329.0 |
26.0 |
0.8% |
3,329.0 |
Range |
36.0 |
29.0 |
-7.0 |
-19.4% |
143.0 |
ATR |
52.6 |
50.9 |
-1.7 |
-3.2% |
0.0 |
Volume |
1,556,930 |
987,773 |
-569,157 |
-36.6% |
1,632,386 |
|
Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,407.0 |
3,397.0 |
3,345.0 |
|
R3 |
3,378.0 |
3,368.0 |
3,337.0 |
|
R2 |
3,349.0 |
3,349.0 |
3,334.3 |
|
R1 |
3,339.0 |
3,339.0 |
3,331.7 |
3,344.0 |
PP |
3,320.0 |
3,320.0 |
3,320.0 |
3,322.5 |
S1 |
3,310.0 |
3,310.0 |
3,326.3 |
3,315.0 |
S2 |
3,291.0 |
3,291.0 |
3,323.7 |
|
S3 |
3,262.0 |
3,281.0 |
3,321.0 |
|
S4 |
3,233.0 |
3,252.0 |
3,313.1 |
|
|
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% |
41.0 |
1.2% |
61% |
False |
False |
1,244,361 |
10 |
3,359.0 |
3,205.0 |
154.0 |
4.6% |
49.3 |
1.5% |
81% |
False |
False |
740,314 |
20 |
3,394.0 |
3,205.0 |
189.0 |
5.7% |
45.7 |
1.4% |
66% |
False |
False |
374,925 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.6% |
51.9 |
1.6% |
37% |
False |
False |
190,450 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.6% |
44.0 |
1.3% |
37% |
False |
False |
127,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,453.3 |
2.618 |
3,405.9 |
1.618 |
3,376.9 |
1.000 |
3,359.0 |
0.618 |
3,347.9 |
HIGH |
3,330.0 |
0.618 |
3,318.9 |
0.500 |
3,315.5 |
0.382 |
3,312.1 |
LOW |
3,301.0 |
0.618 |
3,283.1 |
1.000 |
3,272.0 |
1.618 |
3,254.1 |
2.618 |
3,225.1 |
4.250 |
3,177.8 |
|
|
Fisher Pivots for day following 15-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,324.5 |
3,326.3 |
PP |
3,320.0 |
3,323.7 |
S1 |
3,315.5 |
3,321.0 |
|