Trading Metrics calculated at close of trading on 14-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,625 |
21,620 |
-5 |
0.0% |
21,000 |
High |
21,980 |
21,790 |
-190 |
-0.9% |
21,780 |
Low |
21,585 |
21,475 |
-110 |
-0.5% |
20,740 |
Close |
21,650 |
21,615 |
-35 |
-0.2% |
21,760 |
Range |
395 |
315 |
-80 |
-20.3% |
1,040 |
ATR |
468 |
457 |
-11 |
-2.3% |
0 |
Volume |
15,579 |
13,719 |
-1,860 |
-11.9% |
110,793 |
|
Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,572 |
22,408 |
21,788 |
|
R3 |
22,257 |
22,093 |
21,702 |
|
R2 |
21,942 |
21,942 |
21,673 |
|
R1 |
21,778 |
21,778 |
21,644 |
21,703 |
PP |
21,627 |
21,627 |
21,627 |
21,589 |
S1 |
21,463 |
21,463 |
21,586 |
21,388 |
S2 |
21,312 |
21,312 |
21,557 |
|
S3 |
20,997 |
21,148 |
21,529 |
|
S4 |
20,682 |
20,833 |
21,442 |
|
|
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 |
21,180 |
800 |
3.7% |
382 |
1.8% |
54% |
False |
False |
14,428 |
10 |
21,980 |
20,585 |
1,395 |
6.5% |
479 |
2.2% |
74% |
False |
False |
15,247 |
20 |
22,405 |
20,585 |
1,820 |
8.4% |
423 |
2.0% |
57% |
False |
False |
7,667 |
40 |
24,090 |
20,485 |
3,605 |
16.7% |
481 |
2.2% |
31% |
False |
False |
3,856 |
60 |
24,090 |
20,485 |
3,605 |
16.7% |
375 |
1.7% |
31% |
False |
False |
2,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,129 |
2.618 |
22,615 |
1.618 |
22,300 |
1.000 |
22,105 |
0.618 |
21,985 |
HIGH |
21,790 |
0.618 |
21,670 |
0.500 |
21,633 |
0.382 |
21,595 |
LOW |
21,475 |
0.618 |
21,280 |
1.000 |
21,160 |
1.618 |
20,965 |
2.618 |
20,650 |
4.250 |
20,136 |
|
|
Fisher Pivots for day following 14-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,633 |
21,728 |
PP |
21,627 |
21,690 |
S1 |
21,621 |
21,653 |
|