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 |
1,359.3 |
1,351.1 |
-8.2 |
-0.6% |
1,319.5 |
High |
1,362.6 |
1,352.2 |
-10.4 |
-0.8% |
1,356.3 |
Low |
1,345.4 |
1,327.7 |
-17.7 |
-1.3% |
1,312.4 |
Close |
1,347.9 |
1,330.0 |
-17.9 |
-1.3% |
1,355.7 |
Range |
17.2 |
24.5 |
7.3 |
42.4% |
43.9 |
ATR |
15.2 |
15.9 |
0.7 |
4.3% |
0.0 |
Volume |
296,478 |
386,854 |
90,376 |
30.5% |
371,143 |
|
Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.1 |
1,394.6 |
1,343.5 |
|
R3 |
1,385.6 |
1,370.1 |
1,336.7 |
|
R2 |
1,361.1 |
1,361.1 |
1,334.5 |
|
R1 |
1,345.6 |
1,345.6 |
1,332.2 |
1,341.1 |
PP |
1,336.6 |
1,336.6 |
1,336.6 |
1,334.4 |
S1 |
1,321.1 |
1,321.1 |
1,327.8 |
1,316.6 |
S2 |
1,312.1 |
1,312.1 |
1,325.5 |
|
S3 |
1,287.6 |
1,296.6 |
1,323.3 |
|
S4 |
1,263.1 |
1,272.1 |
1,316.5 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,473.2 |
1,458.3 |
1,379.8 |
|
R3 |
1,429.3 |
1,414.4 |
1,367.8 |
|
R2 |
1,385.4 |
1,385.4 |
1,363.7 |
|
R1 |
1,370.5 |
1,370.5 |
1,359.7 |
1,378.0 |
PP |
1,341.5 |
1,341.5 |
1,341.5 |
1,345.2 |
S1 |
1,326.6 |
1,326.6 |
1,351.7 |
1,334.1 |
S2 |
1,297.6 |
1,297.6 |
1,347.7 |
|
S3 |
1,253.7 |
1,282.7 |
1,343.6 |
|
S4 |
1,209.8 |
1,238.8 |
1,331.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,362.6 |
1,327.7 |
34.9 |
2.6% |
17.3 |
1.3% |
7% |
False |
True |
214,800 |
10 |
1,362.6 |
1,312.4 |
50.2 |
3.8% |
16.2 |
1.2% |
35% |
False |
False |
128,836 |
20 |
1,362.6 |
1,309.3 |
53.3 |
4.0% |
14.7 |
1.1% |
39% |
False |
False |
78,138 |
40 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
15.4 |
1.2% |
34% |
False |
False |
43,900 |
60 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
14.7 |
1.1% |
31% |
False |
False |
31,679 |
80 |
1,375.5 |
1,247.2 |
128.3 |
9.6% |
13.6 |
1.0% |
65% |
False |
False |
24,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,456.3 |
2.618 |
1,416.3 |
1.618 |
1,391.8 |
1.000 |
1,376.7 |
0.618 |
1,367.3 |
HIGH |
1,352.2 |
0.618 |
1,342.8 |
0.500 |
1,340.0 |
0.382 |
1,337.1 |
LOW |
1,327.7 |
0.618 |
1,312.6 |
1.000 |
1,303.2 |
1.618 |
1,288.1 |
2.618 |
1,263.6 |
4.250 |
1,223.6 |
|
|
Fisher Pivots for day following 28-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,340.0 |
1,345.2 |
PP |
1,336.6 |
1,340.1 |
S1 |
1,333.3 |
1,335.1 |
|