Trading Metrics calculated at close of trading on 14-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,329.3 |
1,332.4 |
3.1 |
0.2% |
1,330.6 |
High |
1,334.6 |
1,336.4 |
1.8 |
0.1% |
1,347.5 |
Low |
1,320.0 |
1,327.6 |
7.6 |
0.6% |
1,319.1 |
Close |
1,333.0 |
1,331.4 |
-1.6 |
-0.1% |
1,329.9 |
Range |
14.6 |
8.8 |
-5.8 |
-39.7% |
28.4 |
ATR |
14.8 |
14.4 |
-0.4 |
-2.9% |
0.0 |
Volume |
40,232 |
28,680 |
-11,552 |
-28.7% |
136,152 |
|
Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.2 |
1,353.6 |
1,336.2 |
|
R3 |
1,349.4 |
1,344.8 |
1,333.8 |
|
R2 |
1,340.6 |
1,340.6 |
1,333.0 |
|
R1 |
1,336.0 |
1,336.0 |
1,332.2 |
1,333.9 |
PP |
1,331.8 |
1,331.8 |
1,331.8 |
1,330.8 |
S1 |
1,327.2 |
1,327.2 |
1,330.6 |
1,325.1 |
S2 |
1,323.0 |
1,323.0 |
1,329.8 |
|
S3 |
1,314.2 |
1,318.4 |
1,329.0 |
|
S4 |
1,305.4 |
1,309.6 |
1,326.6 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.4 |
1,402.0 |
1,345.5 |
|
R3 |
1,389.0 |
1,373.6 |
1,337.7 |
|
R2 |
1,360.6 |
1,360.6 |
1,335.1 |
|
R1 |
1,345.2 |
1,345.2 |
1,332.5 |
1,338.7 |
PP |
1,332.2 |
1,332.2 |
1,332.2 |
1,328.9 |
S1 |
1,316.8 |
1,316.8 |
1,327.3 |
1,310.3 |
S2 |
1,303.8 |
1,303.8 |
1,324.7 |
|
S3 |
1,275.4 |
1,288.4 |
1,322.1 |
|
S4 |
1,247.0 |
1,260.0 |
1,314.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,336.4 |
1,319.1 |
17.3 |
1.3% |
11.0 |
0.8% |
71% |
True |
False |
35,140 |
10 |
1,347.5 |
1,309.3 |
38.2 |
2.9% |
13.2 |
1.0% |
58% |
False |
False |
27,439 |
20 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
14.6 |
1.1% |
37% |
False |
False |
20,428 |
40 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
14.8 |
1.1% |
33% |
False |
False |
13,645 |
60 |
1,375.5 |
1,264.4 |
111.1 |
8.3% |
13.4 |
1.0% |
60% |
False |
False |
10,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.8 |
2.618 |
1,359.4 |
1.618 |
1,350.6 |
1.000 |
1,345.2 |
0.618 |
1,341.8 |
HIGH |
1,336.4 |
0.618 |
1,333.0 |
0.500 |
1,332.0 |
0.382 |
1,331.0 |
LOW |
1,327.6 |
0.618 |
1,322.2 |
1.000 |
1,318.8 |
1.618 |
1,313.4 |
2.618 |
1,304.6 |
4.250 |
1,290.2 |
|
|
Fisher Pivots for day following 14-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,332.0 |
1,330.3 |
PP |
1,331.8 |
1,329.3 |
S1 |
1,331.6 |
1,328.2 |
|