Trading Metrics calculated at close of trading on 22-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,329.0 |
3,298.0 |
-31.0 |
-0.9% |
3,350.0 |
High |
3,335.0 |
3,307.0 |
-28.0 |
-0.8% |
3,360.0 |
Low |
3,293.0 |
3,226.0 |
-67.0 |
-2.0% |
3,283.0 |
Close |
3,311.0 |
3,253.0 |
-58.0 |
-1.8% |
3,350.0 |
Range |
42.0 |
81.0 |
39.0 |
92.9% |
77.0 |
ATR |
49.3 |
51.8 |
2.6 |
5.2% |
0.0 |
Volume |
965,189 |
1,599,520 |
634,331 |
65.7% |
6,940,424 |
|
Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,505.0 |
3,460.0 |
3,297.6 |
|
R3 |
3,424.0 |
3,379.0 |
3,275.3 |
|
R2 |
3,343.0 |
3,343.0 |
3,267.9 |
|
R1 |
3,298.0 |
3,298.0 |
3,260.4 |
3,280.0 |
PP |
3,262.0 |
3,262.0 |
3,262.0 |
3,253.0 |
S1 |
3,217.0 |
3,217.0 |
3,245.6 |
3,199.0 |
S2 |
3,181.0 |
3,181.0 |
3,238.2 |
|
S3 |
3,100.0 |
3,136.0 |
3,230.7 |
|
S4 |
3,019.0 |
3,055.0 |
3,208.5 |
|
|
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 |
3,226.0 |
134.0 |
4.1% |
50.6 |
1.6% |
20% |
False |
True |
1,129,370 |
10 |
3,360.0 |
3,226.0 |
134.0 |
4.1% |
45.8 |
1.4% |
20% |
False |
True |
1,186,866 |
20 |
3,394.0 |
3,205.0 |
189.0 |
5.8% |
48.6 |
1.5% |
25% |
False |
False |
655,802 |
40 |
3,569.0 |
3,175.0 |
394.0 |
12.1% |
53.8 |
1.7% |
20% |
False |
False |
330,705 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.9% |
45.9 |
1.4% |
19% |
False |
False |
221,887 |
80 |
3,595.0 |
3,175.0 |
420.0 |
12.9% |
40.9 |
1.3% |
19% |
False |
False |
166,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,651.3 |
2.618 |
3,519.1 |
1.618 |
3,438.1 |
1.000 |
3,388.0 |
0.618 |
3,357.1 |
HIGH |
3,307.0 |
0.618 |
3,276.1 |
0.500 |
3,266.5 |
0.382 |
3,256.9 |
LOW |
3,226.0 |
0.618 |
3,175.9 |
1.000 |
3,145.0 |
1.618 |
3,094.9 |
2.618 |
3,013.9 |
4.250 |
2,881.8 |
|
|
Fisher Pivots for day following 22-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,266.5 |
3,280.5 |
PP |
3,262.0 |
3,271.3 |
S1 |
3,257.5 |
3,262.2 |
|