Trading Metrics calculated at close of trading on 09-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,355 |
21,525 |
170 |
0.8% |
21,000 |
High |
21,545 |
21,780 |
235 |
1.1% |
21,780 |
Low |
21,180 |
21,245 |
65 |
0.3% |
20,740 |
Close |
21,535 |
21,760 |
225 |
1.0% |
21,760 |
Range |
365 |
535 |
170 |
46.6% |
1,040 |
ATR |
484 |
487 |
4 |
0.8% |
0 |
Volume |
15,082 |
17,496 |
2,414 |
16.0% |
110,793 |
|
Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,200 |
23,015 |
22,054 |
|
R3 |
22,665 |
22,480 |
21,907 |
|
R2 |
22,130 |
22,130 |
21,858 |
|
R1 |
21,945 |
21,945 |
21,809 |
22,038 |
PP |
21,595 |
21,595 |
21,595 |
21,641 |
S1 |
21,410 |
21,410 |
21,711 |
21,503 |
S2 |
21,060 |
21,060 |
21,662 |
|
S3 |
20,525 |
20,875 |
21,613 |
|
S4 |
19,990 |
20,340 |
21,466 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,547 |
24,193 |
22,332 |
|
R3 |
23,507 |
23,153 |
22,046 |
|
R2 |
22,467 |
22,467 |
21,951 |
|
R1 |
22,113 |
22,113 |
21,855 |
22,290 |
PP |
21,427 |
21,427 |
21,427 |
21,515 |
S1 |
21,073 |
21,073 |
21,665 |
21,250 |
S2 |
20,387 |
20,387 |
21,569 |
|
S3 |
19,347 |
20,033 |
21,474 |
|
S4 |
18,307 |
18,993 |
21,188 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,780 |
20,740 |
1,040 |
4.8% |
457 |
2.1% |
98% |
True |
False |
22,158 |
10 |
22,405 |
20,585 |
1,820 |
8.4% |
497 |
2.3% |
65% |
False |
False |
11,352 |
20 |
22,405 |
20,485 |
1,920 |
8.8% |
482 |
2.2% |
66% |
False |
False |
5,705 |
40 |
24,090 |
20,485 |
3,605 |
16.6% |
470 |
2.2% |
35% |
False |
False |
2,867 |
60 |
24,090 |
20,485 |
3,605 |
16.6% |
362 |
1.7% |
35% |
False |
False |
1,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,054 |
2.618 |
23,181 |
1.618 |
22,646 |
1.000 |
22,315 |
0.618 |
22,111 |
HIGH |
21,780 |
0.618 |
21,576 |
0.500 |
21,513 |
0.382 |
21,449 |
LOW |
21,245 |
0.618 |
20,914 |
1.000 |
20,710 |
1.618 |
20,379 |
2.618 |
19,844 |
4.250 |
18,971 |
|
|
Fisher Pivots for day following 09-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,678 |
21,650 |
PP |
21,595 |
21,540 |
S1 |
21,513 |
21,430 |
|