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 |
1,351.1 |
1,329.3 |
-21.8 |
-1.6% |
1,319.5 |
High |
1,352.2 |
1,332.6 |
-19.6 |
-1.4% |
1,356.3 |
Low |
1,327.7 |
1,325.4 |
-2.3 |
-0.2% |
1,312.4 |
Close |
1,330.0 |
1,327.3 |
-2.7 |
-0.2% |
1,355.7 |
Range |
24.5 |
7.2 |
-17.3 |
-70.6% |
43.9 |
ATR |
15.9 |
15.3 |
-0.6 |
-3.9% |
0.0 |
Volume |
386,854 |
251,250 |
-135,604 |
-35.1% |
371,143 |
|
Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.0 |
1,345.9 |
1,331.3 |
|
R3 |
1,342.8 |
1,338.7 |
1,329.3 |
|
R2 |
1,335.6 |
1,335.6 |
1,328.6 |
|
R1 |
1,331.5 |
1,331.5 |
1,328.0 |
1,330.0 |
PP |
1,328.4 |
1,328.4 |
1,328.4 |
1,327.7 |
S1 |
1,324.3 |
1,324.3 |
1,326.6 |
1,322.8 |
S2 |
1,321.2 |
1,321.2 |
1,326.0 |
|
S3 |
1,314.0 |
1,317.1 |
1,325.3 |
|
S4 |
1,306.8 |
1,309.9 |
1,323.3 |
|
|
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 |
1,325.4 |
37.2 |
2.8% |
16.6 |
1.3% |
5% |
False |
True |
250,918 |
10 |
1,362.6 |
1,312.4 |
50.2 |
3.8% |
15.6 |
1.2% |
30% |
False |
False |
152,552 |
20 |
1,362.6 |
1,312.4 |
50.2 |
3.8% |
14.1 |
1.1% |
30% |
False |
False |
89,312 |
40 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
15.2 |
1.1% |
30% |
False |
False |
50,033 |
60 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
14.6 |
1.1% |
27% |
False |
False |
35,826 |
80 |
1,375.5 |
1,247.2 |
128.3 |
9.7% |
13.4 |
1.0% |
62% |
False |
False |
27,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.2 |
2.618 |
1,351.4 |
1.618 |
1,344.2 |
1.000 |
1,339.8 |
0.618 |
1,337.0 |
HIGH |
1,332.6 |
0.618 |
1,329.8 |
0.500 |
1,329.0 |
0.382 |
1,328.2 |
LOW |
1,325.4 |
0.618 |
1,321.0 |
1.000 |
1,318.2 |
1.618 |
1,313.8 |
2.618 |
1,306.6 |
4.250 |
1,294.8 |
|
|
Fisher Pivots for day following 29-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,329.0 |
1,344.0 |
PP |
1,328.4 |
1,338.4 |
S1 |
1,327.9 |
1,332.9 |
|