Trading Metrics calculated at close of trading on 28-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,237.0 |
3,193.0 |
-44.0 |
-1.4% |
3,333.0 |
High |
3,249.0 |
3,262.0 |
13.0 |
0.4% |
3,343.0 |
Low |
3,180.0 |
3,179.0 |
-1.0 |
0.0% |
3,173.0 |
Close |
3,229.0 |
3,235.0 |
6.0 |
0.2% |
3,214.0 |
Range |
69.0 |
83.0 |
14.0 |
20.3% |
170.0 |
ATR |
55.3 |
57.3 |
2.0 |
3.6% |
0.0 |
Volume |
1,148,112 |
1,559,233 |
411,121 |
35.8% |
6,196,491 |
|
Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,474.3 |
3,437.7 |
3,280.7 |
|
R3 |
3,391.3 |
3,354.7 |
3,257.8 |
|
R2 |
3,308.3 |
3,308.3 |
3,250.2 |
|
R1 |
3,271.7 |
3,271.7 |
3,242.6 |
3,290.0 |
PP |
3,225.3 |
3,225.3 |
3,225.3 |
3,234.5 |
S1 |
3,188.7 |
3,188.7 |
3,227.4 |
3,207.0 |
S2 |
3,142.3 |
3,142.3 |
3,219.8 |
|
S3 |
3,059.3 |
3,105.7 |
3,212.2 |
|
S4 |
2,976.3 |
3,022.7 |
3,189.4 |
|
|
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 |
3,307.0 |
3,172.0 |
135.0 |
4.2% |
71.2 |
2.2% |
47% |
False |
False |
1,448,879 |
10 |
3,360.0 |
3,172.0 |
188.0 |
5.8% |
55.7 |
1.7% |
34% |
False |
False |
1,227,950 |
20 |
3,360.0 |
3,172.0 |
188.0 |
5.8% |
55.2 |
1.7% |
34% |
False |
False |
936,511 |
40 |
3,548.0 |
3,172.0 |
376.0 |
11.6% |
58.2 |
1.8% |
17% |
False |
False |
471,632 |
60 |
3,595.0 |
3,172.0 |
423.0 |
13.1% |
48.2 |
1.5% |
15% |
False |
False |
315,829 |
80 |
3,595.0 |
3,172.0 |
423.0 |
13.1% |
42.9 |
1.3% |
15% |
False |
False |
237,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,614.8 |
2.618 |
3,479.3 |
1.618 |
3,396.3 |
1.000 |
3,345.0 |
0.618 |
3,313.3 |
HIGH |
3,262.0 |
0.618 |
3,230.3 |
0.500 |
3,220.5 |
0.382 |
3,210.7 |
LOW |
3,179.0 |
0.618 |
3,127.7 |
1.000 |
3,096.0 |
1.618 |
3,044.7 |
2.618 |
2,961.7 |
4.250 |
2,826.3 |
|
|
Fisher Pivots for day following 28-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,230.2 |
3,229.0 |
PP |
3,225.3 |
3,223.0 |
S1 |
3,220.5 |
3,217.0 |
|