Trading Metrics calculated at close of trading on 12-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,525 |
21,800 |
275 |
1.3% |
21,000 |
High |
21,780 |
21,865 |
85 |
0.4% |
21,780 |
Low |
21,245 |
21,565 |
320 |
1.5% |
20,740 |
Close |
21,760 |
21,625 |
-135 |
-0.6% |
21,760 |
Range |
535 |
300 |
-235 |
-43.9% |
1,040 |
ATR |
487 |
474 |
-13 |
-2.7% |
0 |
Volume |
17,496 |
10,264 |
-7,232 |
-41.3% |
110,793 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,585 |
22,405 |
21,790 |
|
R3 |
22,285 |
22,105 |
21,708 |
|
R2 |
21,985 |
21,985 |
21,680 |
|
R1 |
21,805 |
21,805 |
21,653 |
21,745 |
PP |
21,685 |
21,685 |
21,685 |
21,655 |
S1 |
21,505 |
21,505 |
21,598 |
21,445 |
S2 |
21,385 |
21,385 |
21,570 |
|
S3 |
21,085 |
21,205 |
21,543 |
|
S4 |
20,785 |
20,905 |
21,460 |
|
|
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 |
21,865 |
21,080 |
785 |
3.6% |
392 |
1.8% |
69% |
True |
False |
19,884 |
10 |
22,405 |
20,585 |
1,820 |
8.4% |
491 |
2.3% |
57% |
False |
False |
12,362 |
20 |
22,405 |
20,585 |
1,820 |
8.4% |
447 |
2.1% |
57% |
False |
False |
6,206 |
40 |
24,090 |
20,485 |
3,605 |
16.7% |
474 |
2.2% |
32% |
False |
False |
3,124 |
60 |
24,090 |
20,485 |
3,605 |
16.7% |
366 |
1.7% |
32% |
False |
False |
2,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,140 |
2.618 |
22,651 |
1.618 |
22,351 |
1.000 |
22,165 |
0.618 |
22,051 |
HIGH |
21,865 |
0.618 |
21,751 |
0.500 |
21,715 |
0.382 |
21,680 |
LOW |
21,565 |
0.618 |
21,380 |
1.000 |
21,265 |
1.618 |
21,080 |
2.618 |
20,780 |
4.250 |
20,290 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,715 |
21,591 |
PP |
21,685 |
21,557 |
S1 |
21,655 |
21,523 |
|