Trading Metrics calculated at close of trading on 21-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,320.0 |
3,329.0 |
9.0 |
0.3% |
3,350.0 |
High |
3,332.0 |
3,335.0 |
3.0 |
0.1% |
3,360.0 |
Low |
3,294.0 |
3,293.0 |
-1.0 |
0.0% |
3,283.0 |
Close |
3,326.0 |
3,311.0 |
-15.0 |
-0.5% |
3,350.0 |
Range |
38.0 |
42.0 |
4.0 |
10.5% |
77.0 |
ATR |
49.8 |
49.3 |
-0.6 |
-1.1% |
0.0 |
Volume |
852,863 |
965,189 |
112,326 |
13.2% |
6,940,424 |
|
Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,439.0 |
3,417.0 |
3,334.1 |
|
R3 |
3,397.0 |
3,375.0 |
3,322.6 |
|
R2 |
3,355.0 |
3,355.0 |
3,318.7 |
|
R1 |
3,333.0 |
3,333.0 |
3,314.9 |
3,323.0 |
PP |
3,313.0 |
3,313.0 |
3,313.0 |
3,308.0 |
S1 |
3,291.0 |
3,291.0 |
3,307.2 |
3,281.0 |
S2 |
3,271.0 |
3,271.0 |
3,303.3 |
|
S3 |
3,229.0 |
3,249.0 |
3,299.5 |
|
S4 |
3,187.0 |
3,207.0 |
3,287.9 |
|
|
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% |
40.2 |
1.2% |
32% |
False |
False |
1,007,021 |
10 |
3,360.0 |
3,283.0 |
77.0 |
2.3% |
42.4 |
1.3% |
36% |
False |
False |
1,088,593 |
20 |
3,394.0 |
3,205.0 |
189.0 |
5.7% |
46.8 |
1.4% |
56% |
False |
False |
576,191 |
40 |
3,569.0 |
3,175.0 |
394.0 |
11.9% |
52.9 |
1.6% |
35% |
False |
False |
290,797 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.7% |
44.9 |
1.4% |
32% |
False |
False |
195,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,513.5 |
2.618 |
3,445.0 |
1.618 |
3,403.0 |
1.000 |
3,377.0 |
0.618 |
3,361.0 |
HIGH |
3,335.0 |
0.618 |
3,319.0 |
0.500 |
3,314.0 |
0.382 |
3,309.0 |
LOW |
3,293.0 |
0.618 |
3,267.0 |
1.000 |
3,251.0 |
1.618 |
3,225.0 |
2.618 |
3,183.0 |
4.250 |
3,114.5 |
|
|
Fisher Pivots for day following 21-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,314.0 |
3,315.5 |
PP |
3,313.0 |
3,314.0 |
S1 |
3,312.0 |
3,312.5 |
|