Trading Metrics calculated at close of trading on 20-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,319.5 |
1,322.4 |
2.9 |
0.2% |
1,329.8 |
High |
1,325.2 |
1,323.7 |
-1.5 |
-0.1% |
1,336.4 |
Low |
1,313.1 |
1,312.4 |
-0.7 |
-0.1% |
1,315.3 |
Close |
1,323.4 |
1,317.6 |
-5.8 |
-0.4% |
1,318.0 |
Range |
12.1 |
11.3 |
-0.8 |
-6.6% |
21.1 |
ATR |
14.0 |
13.8 |
-0.2 |
-1.4% |
0.0 |
Volume |
49,986 |
56,559 |
6,573 |
13.1% |
141,306 |
|
Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.8 |
1,346.0 |
1,323.8 |
|
R3 |
1,340.5 |
1,334.7 |
1,320.7 |
|
R2 |
1,329.2 |
1,329.2 |
1,319.7 |
|
R1 |
1,323.4 |
1,323.4 |
1,318.6 |
1,320.7 |
PP |
1,317.9 |
1,317.9 |
1,317.9 |
1,316.5 |
S1 |
1,312.1 |
1,312.1 |
1,316.6 |
1,309.4 |
S2 |
1,306.6 |
1,306.6 |
1,315.5 |
|
S3 |
1,295.3 |
1,300.8 |
1,314.5 |
|
S4 |
1,284.0 |
1,289.5 |
1,311.4 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.5 |
1,373.4 |
1,329.6 |
|
R3 |
1,365.4 |
1,352.3 |
1,323.8 |
|
R2 |
1,344.3 |
1,344.3 |
1,321.9 |
|
R1 |
1,331.2 |
1,331.2 |
1,319.9 |
1,327.2 |
PP |
1,323.2 |
1,323.2 |
1,323.2 |
1,321.3 |
S1 |
1,310.1 |
1,310.1 |
1,316.1 |
1,306.1 |
S2 |
1,302.1 |
1,302.1 |
1,314.1 |
|
S3 |
1,281.0 |
1,289.0 |
1,312.2 |
|
S4 |
1,259.9 |
1,267.9 |
1,306.4 |
|
|
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 |
1,312.4 |
24.0 |
1.8% |
11.5 |
0.9% |
22% |
False |
True |
35,260 |
10 |
1,347.5 |
1,312.4 |
35.1 |
2.7% |
12.2 |
0.9% |
15% |
False |
True |
35,435 |
20 |
1,348.1 |
1,309.3 |
38.8 |
2.9% |
12.7 |
1.0% |
21% |
False |
False |
24,849 |
40 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
14.9 |
1.1% |
13% |
False |
False |
16,808 |
60 |
1,375.5 |
1,276.2 |
99.3 |
7.5% |
13.7 |
1.0% |
42% |
False |
False |
12,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.7 |
2.618 |
1,353.3 |
1.618 |
1,342.0 |
1.000 |
1,335.0 |
0.618 |
1,330.7 |
HIGH |
1,323.7 |
0.618 |
1,319.4 |
0.500 |
1,318.1 |
0.382 |
1,316.7 |
LOW |
1,312.4 |
0.618 |
1,305.4 |
1.000 |
1,301.1 |
1.618 |
1,294.1 |
2.618 |
1,282.8 |
4.250 |
1,264.4 |
|
|
Fisher Pivots for day following 20-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,318.1 |
1,319.9 |
PP |
1,317.9 |
1,319.1 |
S1 |
1,317.8 |
1,318.4 |
|