Trading Metrics calculated at close of trading on 29-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,193.0 |
3,243.0 |
50.0 |
1.6% |
3,333.0 |
High |
3,262.0 |
3,295.0 |
33.0 |
1.0% |
3,343.0 |
Low |
3,179.0 |
3,241.0 |
62.0 |
2.0% |
3,173.0 |
Close |
3,235.0 |
3,281.0 |
46.0 |
1.4% |
3,214.0 |
Range |
83.0 |
54.0 |
-29.0 |
-34.9% |
170.0 |
ATR |
57.3 |
57.5 |
0.2 |
0.3% |
0.0 |
Volume |
1,559,233 |
1,198,726 |
-360,507 |
-23.1% |
6,196,491 |
|
Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,434.3 |
3,411.7 |
3,310.7 |
|
R3 |
3,380.3 |
3,357.7 |
3,295.9 |
|
R2 |
3,326.3 |
3,326.3 |
3,290.9 |
|
R1 |
3,303.7 |
3,303.7 |
3,286.0 |
3,315.0 |
PP |
3,272.3 |
3,272.3 |
3,272.3 |
3,278.0 |
S1 |
3,249.7 |
3,249.7 |
3,276.1 |
3,261.0 |
S2 |
3,218.3 |
3,218.3 |
3,271.1 |
|
S3 |
3,164.3 |
3,195.7 |
3,266.2 |
|
S4 |
3,110.3 |
3,141.7 |
3,251.3 |
|
|
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 |
3,295.0 |
3,172.0 |
123.0 |
3.7% |
65.8 |
2.0% |
89% |
True |
False |
1,368,720 |
10 |
3,360.0 |
3,172.0 |
188.0 |
5.7% |
58.2 |
1.8% |
58% |
False |
False |
1,249,045 |
20 |
3,360.0 |
3,172.0 |
188.0 |
5.7% |
53.8 |
1.6% |
58% |
False |
False |
994,680 |
40 |
3,491.0 |
3,172.0 |
319.0 |
9.7% |
57.8 |
1.8% |
34% |
False |
False |
500,841 |
60 |
3,595.0 |
3,172.0 |
423.0 |
12.9% |
48.1 |
1.5% |
26% |
False |
False |
335,777 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.9% |
43.2 |
1.3% |
26% |
False |
False |
252,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,524.5 |
2.618 |
3,436.4 |
1.618 |
3,382.4 |
1.000 |
3,349.0 |
0.618 |
3,328.4 |
HIGH |
3,295.0 |
0.618 |
3,274.4 |
0.500 |
3,268.0 |
0.382 |
3,261.6 |
LOW |
3,241.0 |
0.618 |
3,207.6 |
1.000 |
3,187.0 |
1.618 |
3,153.6 |
2.618 |
3,099.6 |
4.250 |
3,011.5 |
|
|
Fisher Pivots for day following 29-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,276.7 |
3,266.3 |
PP |
3,272.3 |
3,251.7 |
S1 |
3,268.0 |
3,237.0 |
|