Trading Metrics calculated at close of trading on 16-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,615 |
21,700 |
85 |
0.4% |
21,800 |
High |
21,755 |
21,730 |
-25 |
-0.1% |
21,980 |
Low |
21,420 |
21,385 |
-35 |
-0.2% |
21,385 |
Close |
21,705 |
21,470 |
-235 |
-1.1% |
21,470 |
Range |
335 |
345 |
10 |
3.0% |
595 |
ATR |
449 |
441 |
-7 |
-1.7% |
0 |
Volume |
14,634 |
11,611 |
-3,023 |
-20.7% |
65,807 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,563 |
22,362 |
21,660 |
|
R3 |
22,218 |
22,017 |
21,565 |
|
R2 |
21,873 |
21,873 |
21,533 |
|
R1 |
21,672 |
21,672 |
21,502 |
21,600 |
PP |
21,528 |
21,528 |
21,528 |
21,493 |
S1 |
21,327 |
21,327 |
21,439 |
21,255 |
S2 |
21,183 |
21,183 |
21,407 |
|
S3 |
20,838 |
20,982 |
21,375 |
|
S4 |
20,493 |
20,637 |
21,280 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,397 |
23,028 |
21,797 |
|
R3 |
22,802 |
22,433 |
21,634 |
|
R2 |
22,207 |
22,207 |
21,579 |
|
R1 |
21,838 |
21,838 |
21,525 |
21,725 |
PP |
21,612 |
21,612 |
21,612 |
21,555 |
S1 |
21,243 |
21,243 |
21,416 |
21,130 |
S2 |
21,017 |
21,017 |
21,361 |
|
S3 |
20,422 |
20,648 |
21,307 |
|
S4 |
19,827 |
20,053 |
21,143 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,980 |
21,385 |
595 |
2.8% |
338 |
1.6% |
14% |
False |
True |
13,161 |
10 |
21,980 |
20,740 |
1,240 |
5.8% |
398 |
1.9% |
59% |
False |
False |
17,660 |
20 |
22,405 |
20,585 |
1,820 |
8.5% |
414 |
1.9% |
49% |
False |
False |
8,974 |
40 |
24,090 |
20,485 |
3,605 |
16.8% |
477 |
2.2% |
27% |
False |
False |
4,512 |
60 |
24,090 |
20,485 |
3,605 |
16.8% |
383 |
1.8% |
27% |
False |
False |
3,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,196 |
2.618 |
22,633 |
1.618 |
22,288 |
1.000 |
22,075 |
0.618 |
21,943 |
HIGH |
21,730 |
0.618 |
21,598 |
0.500 |
21,558 |
0.382 |
21,517 |
LOW |
21,385 |
0.618 |
21,172 |
1.000 |
21,040 |
1.618 |
20,827 |
2.618 |
20,482 |
4.250 |
19,919 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,558 |
21,588 |
PP |
21,528 |
21,548 |
S1 |
21,499 |
21,509 |
|