Trading Metrics calculated at close of trading on 23-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,298.0 |
3,210.0 |
-88.0 |
-2.7% |
3,333.0 |
High |
3,307.0 |
3,236.0 |
-71.0 |
-2.1% |
3,343.0 |
Low |
3,226.0 |
3,173.0 |
-53.0 |
-1.6% |
3,173.0 |
Close |
3,253.0 |
3,214.0 |
-39.0 |
-1.2% |
3,214.0 |
Range |
81.0 |
63.0 |
-18.0 |
-22.2% |
170.0 |
ATR |
51.8 |
53.8 |
2.0 |
3.9% |
0.0 |
Volume |
1,599,520 |
1,737,145 |
137,625 |
8.6% |
6,196,491 |
|
Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,396.7 |
3,368.3 |
3,248.7 |
|
R3 |
3,333.7 |
3,305.3 |
3,231.3 |
|
R2 |
3,270.7 |
3,270.7 |
3,225.6 |
|
R1 |
3,242.3 |
3,242.3 |
3,219.8 |
3,256.5 |
PP |
3,207.7 |
3,207.7 |
3,207.7 |
3,214.8 |
S1 |
3,179.3 |
3,179.3 |
3,208.2 |
3,193.5 |
S2 |
3,144.7 |
3,144.7 |
3,202.5 |
|
S3 |
3,081.7 |
3,116.3 |
3,196.7 |
|
S4 |
3,018.7 |
3,053.3 |
3,179.4 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,753.3 |
3,653.7 |
3,307.5 |
|
R3 |
3,583.3 |
3,483.7 |
3,260.8 |
|
R2 |
3,413.3 |
3,413.3 |
3,245.2 |
|
R1 |
3,313.7 |
3,313.7 |
3,229.6 |
3,278.5 |
PP |
3,243.3 |
3,243.3 |
3,243.3 |
3,225.8 |
S1 |
3,143.7 |
3,143.7 |
3,198.4 |
3,108.5 |
S2 |
3,073.3 |
3,073.3 |
3,182.8 |
|
S3 |
2,903.3 |
2,973.7 |
3,167.3 |
|
S4 |
2,733.3 |
2,803.7 |
3,120.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,343.0 |
3,173.0 |
170.0 |
5.3% |
55.8 |
1.7% |
24% |
False |
True |
1,239,298 |
10 |
3,360.0 |
3,173.0 |
187.0 |
5.8% |
48.7 |
1.5% |
22% |
False |
True |
1,313,691 |
20 |
3,394.0 |
3,173.0 |
221.0 |
6.9% |
50.0 |
1.6% |
19% |
False |
True |
742,355 |
40 |
3,561.0 |
3,173.0 |
388.0 |
12.1% |
54.6 |
1.7% |
11% |
False |
True |
374,126 |
60 |
3,595.0 |
3,173.0 |
422.0 |
13.1% |
46.5 |
1.4% |
10% |
False |
True |
250,830 |
80 |
3,595.0 |
3,173.0 |
422.0 |
13.1% |
41.6 |
1.3% |
10% |
False |
True |
188,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,503.8 |
2.618 |
3,400.9 |
1.618 |
3,337.9 |
1.000 |
3,299.0 |
0.618 |
3,274.9 |
HIGH |
3,236.0 |
0.618 |
3,211.9 |
0.500 |
3,204.5 |
0.382 |
3,197.1 |
LOW |
3,173.0 |
0.618 |
3,134.1 |
1.000 |
3,110.0 |
1.618 |
3,071.1 |
2.618 |
3,008.1 |
4.250 |
2,905.3 |
|
|
Fisher Pivots for day following 23-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,210.8 |
3,254.0 |
PP |
3,207.7 |
3,240.7 |
S1 |
3,204.5 |
3,227.3 |
|