Trading Metrics calculated at close of trading on 19-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,327.0 |
3,333.0 |
6.0 |
0.2% |
3,350.0 |
High |
3,360.0 |
3,343.0 |
-17.0 |
-0.5% |
3,360.0 |
Low |
3,323.0 |
3,288.0 |
-35.0 |
-1.1% |
3,283.0 |
Close |
3,350.0 |
3,303.0 |
-47.0 |
-1.4% |
3,350.0 |
Range |
37.0 |
55.0 |
18.0 |
48.6% |
77.0 |
ATR |
49.9 |
50.8 |
0.9 |
1.7% |
0.0 |
Volume |
1,187,508 |
1,041,774 |
-145,734 |
-12.3% |
6,940,424 |
|
Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,476.3 |
3,444.7 |
3,333.3 |
|
R3 |
3,421.3 |
3,389.7 |
3,318.1 |
|
R2 |
3,366.3 |
3,366.3 |
3,313.1 |
|
R1 |
3,334.7 |
3,334.7 |
3,308.0 |
3,323.0 |
PP |
3,311.3 |
3,311.3 |
3,311.3 |
3,305.5 |
S1 |
3,279.7 |
3,279.7 |
3,298.0 |
3,268.0 |
S2 |
3,256.3 |
3,256.3 |
3,292.9 |
|
S3 |
3,201.3 |
3,224.7 |
3,287.9 |
|
S4 |
3,146.3 |
3,169.7 |
3,272.8 |
|
|
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% |
46.6 |
1.4% |
26% |
False |
False |
1,395,452 |
10 |
3,360.0 |
3,235.0 |
125.0 |
3.8% |
44.4 |
1.3% |
54% |
False |
False |
960,494 |
20 |
3,394.0 |
3,205.0 |
189.0 |
5.7% |
46.3 |
1.4% |
52% |
False |
False |
486,236 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.7% |
52.5 |
1.6% |
30% |
False |
False |
246,170 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.7% |
44.4 |
1.3% |
30% |
False |
False |
165,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,576.8 |
2.618 |
3,487.0 |
1.618 |
3,432.0 |
1.000 |
3,398.0 |
0.618 |
3,377.0 |
HIGH |
3,343.0 |
0.618 |
3,322.0 |
0.500 |
3,315.5 |
0.382 |
3,309.0 |
LOW |
3,288.0 |
0.618 |
3,254.0 |
1.000 |
3,233.0 |
1.618 |
3,199.0 |
2.618 |
3,144.0 |
4.250 |
3,054.3 |
|
|
Fisher Pivots for day following 19-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,315.5 |
3,324.0 |
PP |
3,311.3 |
3,317.0 |
S1 |
3,307.2 |
3,310.0 |
|