Trading Metrics calculated at close of trading on 20-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,475 |
21,170 |
-305 |
-1.4% |
21,800 |
High |
21,530 |
21,365 |
-165 |
-0.8% |
21,980 |
Low |
20,955 |
21,085 |
130 |
0.6% |
21,385 |
Close |
21,175 |
21,345 |
170 |
0.8% |
21,470 |
Range |
575 |
280 |
-295 |
-51.3% |
595 |
ATR |
451 |
439 |
-12 |
-2.7% |
0 |
Volume |
16,871 |
9,945 |
-6,926 |
-41.1% |
65,807 |
|
Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,105 |
22,005 |
21,499 |
|
R3 |
21,825 |
21,725 |
21,422 |
|
R2 |
21,545 |
21,545 |
21,396 |
|
R1 |
21,445 |
21,445 |
21,371 |
21,495 |
PP |
21,265 |
21,265 |
21,265 |
21,290 |
S1 |
21,165 |
21,165 |
21,319 |
21,215 |
S2 |
20,985 |
20,985 |
21,294 |
|
S3 |
20,705 |
20,885 |
21,268 |
|
S4 |
20,425 |
20,605 |
21,191 |
|
|
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 |
21,790 |
20,955 |
835 |
3.9% |
370 |
1.7% |
47% |
False |
False |
13,356 |
10 |
21,980 |
20,955 |
1,025 |
4.8% |
379 |
1.8% |
38% |
False |
False |
15,946 |
20 |
22,405 |
20,585 |
1,820 |
8.5% |
422 |
2.0% |
42% |
False |
False |
10,313 |
40 |
24,090 |
20,485 |
3,605 |
16.9% |
489 |
2.3% |
24% |
False |
False |
5,182 |
60 |
24,090 |
20,485 |
3,605 |
16.9% |
396 |
1.9% |
24% |
False |
False |
3,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,555 |
2.618 |
22,098 |
1.618 |
21,818 |
1.000 |
21,645 |
0.618 |
21,538 |
HIGH |
21,365 |
0.618 |
21,258 |
0.500 |
21,225 |
0.382 |
21,192 |
LOW |
21,085 |
0.618 |
20,912 |
1.000 |
20,805 |
1.618 |
20,632 |
2.618 |
20,352 |
4.250 |
19,895 |
|
|
Fisher Pivots for day following 20-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,305 |
21,344 |
PP |
21,265 |
21,343 |
S1 |
21,225 |
21,343 |
|