Trading Metrics calculated at close of trading on 15-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,620 |
21,615 |
-5 |
0.0% |
21,000 |
High |
21,790 |
21,755 |
-35 |
-0.2% |
21,780 |
Low |
21,475 |
21,420 |
-55 |
-0.3% |
20,740 |
Close |
21,615 |
21,705 |
90 |
0.4% |
21,760 |
Range |
315 |
335 |
20 |
6.3% |
1,040 |
ATR |
457 |
449 |
-9 |
-1.9% |
0 |
Volume |
13,719 |
14,634 |
915 |
6.7% |
110,793 |
|
Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,632 |
22,503 |
21,889 |
|
R3 |
22,297 |
22,168 |
21,797 |
|
R2 |
21,962 |
21,962 |
21,767 |
|
R1 |
21,833 |
21,833 |
21,736 |
21,898 |
PP |
21,627 |
21,627 |
21,627 |
21,659 |
S1 |
21,498 |
21,498 |
21,674 |
21,563 |
S2 |
21,292 |
21,292 |
21,644 |
|
S3 |
20,957 |
21,163 |
21,613 |
|
S4 |
20,622 |
20,828 |
21,521 |
|
|
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 |
21,245 |
735 |
3.4% |
376 |
1.7% |
63% |
False |
False |
14,338 |
10 |
21,980 |
20,585 |
1,395 |
6.4% |
421 |
1.9% |
80% |
False |
False |
16,561 |
20 |
22,405 |
20,585 |
1,820 |
8.4% |
411 |
1.9% |
62% |
False |
False |
8,396 |
40 |
24,090 |
20,485 |
3,605 |
16.6% |
479 |
2.2% |
34% |
False |
False |
4,222 |
60 |
24,090 |
20,485 |
3,605 |
16.6% |
377 |
1.7% |
34% |
False |
False |
2,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,179 |
2.618 |
22,632 |
1.618 |
22,297 |
1.000 |
22,090 |
0.618 |
21,962 |
HIGH |
21,755 |
0.618 |
21,627 |
0.500 |
21,588 |
0.382 |
21,548 |
LOW |
21,420 |
0.618 |
21,213 |
1.000 |
21,085 |
1.618 |
20,878 |
2.618 |
20,543 |
4.250 |
19,996 |
|
|
Fisher Pivots for day following 15-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,666 |
21,703 |
PP |
21,627 |
21,702 |
S1 |
21,588 |
21,700 |
|