Trading Metrics calculated at close of trading on 16-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,320.0 |
3,327.0 |
7.0 |
0.2% |
3,350.0 |
High |
3,330.0 |
3,360.0 |
30.0 |
0.9% |
3,360.0 |
Low |
3,301.0 |
3,323.0 |
22.0 |
0.7% |
3,283.0 |
Close |
3,329.0 |
3,350.0 |
21.0 |
0.6% |
3,350.0 |
Range |
29.0 |
37.0 |
8.0 |
27.6% |
77.0 |
ATR |
50.9 |
49.9 |
-1.0 |
-1.9% |
0.0 |
Volume |
987,773 |
1,187,508 |
199,735 |
20.2% |
6,940,424 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,455.3 |
3,439.7 |
3,370.4 |
|
R3 |
3,418.3 |
3,402.7 |
3,360.2 |
|
R2 |
3,381.3 |
3,381.3 |
3,356.8 |
|
R1 |
3,365.7 |
3,365.7 |
3,353.4 |
3,373.5 |
PP |
3,344.3 |
3,344.3 |
3,344.3 |
3,348.3 |
S1 |
3,328.7 |
3,328.7 |
3,346.6 |
3,336.5 |
S2 |
3,307.3 |
3,307.3 |
3,343.2 |
|
S3 |
3,270.3 |
3,291.7 |
3,339.8 |
|
S4 |
3,233.3 |
3,254.7 |
3,329.7 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,562.0 |
3,533.0 |
3,392.4 |
|
R3 |
3,485.0 |
3,456.0 |
3,371.2 |
|
R2 |
3,408.0 |
3,408.0 |
3,364.1 |
|
R1 |
3,379.0 |
3,379.0 |
3,357.1 |
3,388.5 |
PP |
3,331.0 |
3,331.0 |
3,331.0 |
3,335.8 |
S1 |
3,302.0 |
3,302.0 |
3,342.9 |
3,311.5 |
S2 |
3,254.0 |
3,254.0 |
3,335.9 |
|
S3 |
3,177.0 |
3,225.0 |
3,328.8 |
|
S4 |
3,100.0 |
3,148.0 |
3,307.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,360.0 |
3,283.0 |
77.0 |
2.3% |
41.6 |
1.2% |
87% |
True |
False |
1,388,084 |
10 |
3,360.0 |
3,205.0 |
155.0 |
4.6% |
46.9 |
1.4% |
94% |
True |
False |
857,281 |
20 |
3,394.0 |
3,205.0 |
189.0 |
5.6% |
45.4 |
1.4% |
77% |
False |
False |
434,158 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.5% |
51.9 |
1.5% |
42% |
False |
False |
220,134 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.5% |
44.1 |
1.3% |
42% |
False |
False |
147,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,517.3 |
2.618 |
3,456.9 |
1.618 |
3,419.9 |
1.000 |
3,397.0 |
0.618 |
3,382.9 |
HIGH |
3,360.0 |
0.618 |
3,345.9 |
0.500 |
3,341.5 |
0.382 |
3,337.1 |
LOW |
3,323.0 |
0.618 |
3,300.1 |
1.000 |
3,286.0 |
1.618 |
3,263.1 |
2.618 |
3,226.1 |
4.250 |
3,165.8 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,347.2 |
3,342.2 |
PP |
3,344.3 |
3,334.3 |
S1 |
3,341.5 |
3,326.5 |
|