Trading Metrics calculated at close of trading on 20-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,333.0 |
3,320.0 |
-13.0 |
-0.4% |
3,350.0 |
High |
3,343.0 |
3,332.0 |
-11.0 |
-0.3% |
3,360.0 |
Low |
3,288.0 |
3,294.0 |
6.0 |
0.2% |
3,283.0 |
Close |
3,303.0 |
3,326.0 |
23.0 |
0.7% |
3,350.0 |
Range |
55.0 |
38.0 |
-17.0 |
-30.9% |
77.0 |
ATR |
50.8 |
49.8 |
-0.9 |
-1.8% |
0.0 |
Volume |
1,041,774 |
852,863 |
-188,911 |
-18.1% |
6,940,424 |
|
Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,431.3 |
3,416.7 |
3,346.9 |
|
R3 |
3,393.3 |
3,378.7 |
3,336.5 |
|
R2 |
3,355.3 |
3,355.3 |
3,333.0 |
|
R1 |
3,340.7 |
3,340.7 |
3,329.5 |
3,348.0 |
PP |
3,317.3 |
3,317.3 |
3,317.3 |
3,321.0 |
S1 |
3,302.7 |
3,302.7 |
3,322.5 |
3,310.0 |
S2 |
3,279.3 |
3,279.3 |
3,319.0 |
|
S3 |
3,241.3 |
3,264.7 |
3,315.6 |
|
S4 |
3,203.3 |
3,226.7 |
3,305.1 |
|
|
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 |
3,288.0 |
72.0 |
2.2% |
39.0 |
1.2% |
53% |
False |
False |
1,125,369 |
10 |
3,360.0 |
3,235.0 |
125.0 |
3.8% |
44.5 |
1.3% |
73% |
False |
False |
1,029,999 |
20 |
3,394.0 |
3,205.0 |
189.0 |
5.7% |
46.5 |
1.4% |
64% |
False |
False |
527,992 |
40 |
3,580.0 |
3,175.0 |
405.0 |
12.2% |
52.8 |
1.6% |
37% |
False |
False |
267,477 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.6% |
44.4 |
1.3% |
36% |
False |
False |
179,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,493.5 |
2.618 |
3,431.5 |
1.618 |
3,393.5 |
1.000 |
3,370.0 |
0.618 |
3,355.5 |
HIGH |
3,332.0 |
0.618 |
3,317.5 |
0.500 |
3,313.0 |
0.382 |
3,308.5 |
LOW |
3,294.0 |
0.618 |
3,270.5 |
1.000 |
3,256.0 |
1.618 |
3,232.5 |
2.618 |
3,194.5 |
4.250 |
3,132.5 |
|
|
Fisher Pivots for day following 20-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,321.7 |
3,325.3 |
PP |
3,317.3 |
3,324.7 |
S1 |
3,313.0 |
3,324.0 |
|