Trading Metrics calculated at close of trading on 13-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,800 |
21,625 |
-175 |
-0.8% |
21,000 |
High |
21,865 |
21,980 |
115 |
0.5% |
21,780 |
Low |
21,565 |
21,585 |
20 |
0.1% |
20,740 |
Close |
21,625 |
21,650 |
25 |
0.1% |
21,760 |
Range |
300 |
395 |
95 |
31.7% |
1,040 |
ATR |
474 |
468 |
-6 |
-1.2% |
0 |
Volume |
10,264 |
15,579 |
5,315 |
51.8% |
110,793 |
|
Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,923 |
22,682 |
21,867 |
|
R3 |
22,528 |
22,287 |
21,759 |
|
R2 |
22,133 |
22,133 |
21,723 |
|
R1 |
21,892 |
21,892 |
21,686 |
22,013 |
PP |
21,738 |
21,738 |
21,738 |
21,799 |
S1 |
21,497 |
21,497 |
21,614 |
21,618 |
S2 |
21,343 |
21,343 |
21,578 |
|
S3 |
20,948 |
21,102 |
21,542 |
|
S4 |
20,553 |
20,707 |
21,433 |
|
|
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 |
21,980 |
21,080 |
900 |
4.2% |
388 |
1.8% |
63% |
True |
False |
18,536 |
10 |
22,265 |
20,585 |
1,680 |
7.8% |
497 |
2.3% |
63% |
False |
False |
13,908 |
20 |
22,405 |
20,585 |
1,820 |
8.4% |
446 |
2.1% |
59% |
False |
False |
6,984 |
40 |
24,090 |
20,485 |
3,605 |
16.7% |
478 |
2.2% |
32% |
False |
False |
3,513 |
60 |
24,090 |
20,485 |
3,605 |
16.7% |
372 |
1.7% |
32% |
False |
False |
2,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,659 |
2.618 |
23,014 |
1.618 |
22,619 |
1.000 |
22,375 |
0.618 |
22,224 |
HIGH |
21,980 |
0.618 |
21,829 |
0.500 |
21,783 |
0.382 |
21,736 |
LOW |
21,585 |
0.618 |
21,341 |
1.000 |
21,190 |
1.618 |
20,946 |
2.618 |
20,551 |
4.250 |
19,906 |
|
|
Fisher Pivots for day following 13-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,783 |
21,638 |
PP |
21,738 |
21,625 |
S1 |
21,694 |
21,613 |
|