Trading Metrics calculated at close of trading on 26-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,210.0 |
3,201.0 |
-9.0 |
-0.3% |
3,333.0 |
High |
3,236.0 |
3,232.0 |
-4.0 |
-0.1% |
3,343.0 |
Low |
3,173.0 |
3,172.0 |
-1.0 |
0.0% |
3,173.0 |
Close |
3,214.0 |
3,184.0 |
-30.0 |
-0.9% |
3,214.0 |
Range |
63.0 |
60.0 |
-3.0 |
-4.8% |
170.0 |
ATR |
53.8 |
54.3 |
0.4 |
0.8% |
0.0 |
Volume |
1,737,145 |
1,200,386 |
-536,759 |
-30.9% |
6,196,491 |
|
Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,376.0 |
3,340.0 |
3,217.0 |
|
R3 |
3,316.0 |
3,280.0 |
3,200.5 |
|
R2 |
3,256.0 |
3,256.0 |
3,195.0 |
|
R1 |
3,220.0 |
3,220.0 |
3,189.5 |
3,208.0 |
PP |
3,196.0 |
3,196.0 |
3,196.0 |
3,190.0 |
S1 |
3,160.0 |
3,160.0 |
3,178.5 |
3,148.0 |
S2 |
3,136.0 |
3,136.0 |
3,173.0 |
|
S3 |
3,076.0 |
3,100.0 |
3,167.5 |
|
S4 |
3,016.0 |
3,040.0 |
3,151.0 |
|
|
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 |
3,335.0 |
3,172.0 |
163.0 |
5.1% |
56.8 |
1.8% |
7% |
False |
True |
1,271,020 |
10 |
3,360.0 |
3,172.0 |
188.0 |
5.9% |
51.7 |
1.6% |
6% |
False |
True |
1,333,236 |
20 |
3,389.0 |
3,172.0 |
217.0 |
6.8% |
51.6 |
1.6% |
6% |
False |
True |
802,347 |
40 |
3,548.0 |
3,172.0 |
376.0 |
11.8% |
55.6 |
1.7% |
3% |
False |
True |
404,124 |
60 |
3,595.0 |
3,172.0 |
423.0 |
13.3% |
46.9 |
1.5% |
3% |
False |
True |
270,835 |
80 |
3,595.0 |
3,172.0 |
423.0 |
13.3% |
41.9 |
1.3% |
3% |
False |
True |
203,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,487.0 |
2.618 |
3,389.1 |
1.618 |
3,329.1 |
1.000 |
3,292.0 |
0.618 |
3,269.1 |
HIGH |
3,232.0 |
0.618 |
3,209.1 |
0.500 |
3,202.0 |
0.382 |
3,194.9 |
LOW |
3,172.0 |
0.618 |
3,134.9 |
1.000 |
3,112.0 |
1.618 |
3,074.9 |
2.618 |
3,014.9 |
4.250 |
2,917.0 |
|
|
Fisher Pivots for day following 26-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,202.0 |
3,239.5 |
PP |
3,196.0 |
3,221.0 |
S1 |
3,190.0 |
3,202.5 |
|