Trading Metrics calculated at close of trading on 22-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,317.0 |
1,338.0 |
21.0 |
1.6% |
1,329.8 |
High |
1,342.6 |
1,340.8 |
-1.8 |
-0.1% |
1,336.4 |
Low |
1,315.4 |
1,330.3 |
14.9 |
1.1% |
1,315.3 |
Close |
1,327.3 |
1,333.2 |
5.9 |
0.4% |
1,318.0 |
Range |
27.2 |
10.5 |
-16.7 |
-61.4% |
21.1 |
ATR |
14.8 |
14.7 |
-0.1 |
-0.6% |
0.0 |
Volume |
66,739 |
70,659 |
3,920 |
5.9% |
141,306 |
|
Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.3 |
1,360.2 |
1,339.0 |
|
R3 |
1,355.8 |
1,349.7 |
1,336.1 |
|
R2 |
1,345.3 |
1,345.3 |
1,335.1 |
|
R1 |
1,339.2 |
1,339.2 |
1,334.2 |
1,337.0 |
PP |
1,334.8 |
1,334.8 |
1,334.8 |
1,333.7 |
S1 |
1,328.7 |
1,328.7 |
1,332.2 |
1,326.5 |
S2 |
1,324.3 |
1,324.3 |
1,331.3 |
|
S3 |
1,313.8 |
1,318.2 |
1,330.3 |
|
S4 |
1,303.3 |
1,307.7 |
1,327.4 |
|
|
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 |
1,342.6 |
1,312.4 |
30.2 |
2.3% |
14.6 |
1.1% |
69% |
False |
False |
54,187 |
10 |
1,342.6 |
1,312.4 |
30.2 |
2.3% |
13.1 |
1.0% |
69% |
False |
False |
42,915 |
20 |
1,348.1 |
1,309.3 |
38.8 |
2.9% |
13.4 |
1.0% |
62% |
False |
False |
31,047 |
40 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
15.0 |
1.1% |
36% |
False |
False |
19,707 |
60 |
1,375.5 |
1,288.0 |
87.5 |
6.6% |
14.1 |
1.1% |
52% |
False |
False |
15,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.4 |
2.618 |
1,368.3 |
1.618 |
1,357.8 |
1.000 |
1,351.3 |
0.618 |
1,347.3 |
HIGH |
1,340.8 |
0.618 |
1,336.8 |
0.500 |
1,335.6 |
0.382 |
1,334.3 |
LOW |
1,330.3 |
0.618 |
1,323.8 |
1.000 |
1,319.8 |
1.618 |
1,313.3 |
2.618 |
1,302.8 |
4.250 |
1,285.7 |
|
|
Fisher Pivots for day following 22-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,335.6 |
1,331.3 |
PP |
1,334.8 |
1,329.4 |
S1 |
1,334.0 |
1,327.5 |
|