Trading Metrics calculated at close of trading on 21-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,170 |
21,355 |
185 |
0.9% |
21,800 |
High |
21,365 |
21,415 |
50 |
0.2% |
21,980 |
Low |
21,085 |
21,175 |
90 |
0.4% |
21,385 |
Close |
21,345 |
21,180 |
-165 |
-0.8% |
21,470 |
Range |
280 |
240 |
-40 |
-14.3% |
595 |
ATR |
439 |
424 |
-14 |
-3.2% |
0 |
Volume |
9,945 |
7,117 |
-2,828 |
-28.4% |
65,807 |
|
Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,977 |
21,818 |
21,312 |
|
R3 |
21,737 |
21,578 |
21,246 |
|
R2 |
21,497 |
21,497 |
21,224 |
|
R1 |
21,338 |
21,338 |
21,202 |
21,298 |
PP |
21,257 |
21,257 |
21,257 |
21,236 |
S1 |
21,098 |
21,098 |
21,158 |
21,058 |
S2 |
21,017 |
21,017 |
21,136 |
|
S3 |
20,777 |
20,858 |
21,114 |
|
S4 |
20,537 |
20,618 |
21,048 |
|
|
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 |
21,755 |
20,955 |
800 |
3.8% |
355 |
1.7% |
28% |
False |
False |
12,035 |
10 |
21,980 |
20,955 |
1,025 |
4.8% |
369 |
1.7% |
22% |
False |
False |
13,231 |
20 |
22,405 |
20,585 |
1,820 |
8.6% |
416 |
2.0% |
33% |
False |
False |
10,667 |
40 |
23,965 |
20,485 |
3,480 |
16.4% |
489 |
2.3% |
20% |
False |
False |
5,359 |
60 |
24,090 |
20,485 |
3,605 |
17.0% |
398 |
1.9% |
19% |
False |
False |
3,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,435 |
2.618 |
22,043 |
1.618 |
21,803 |
1.000 |
21,655 |
0.618 |
21,563 |
HIGH |
21,415 |
0.618 |
21,323 |
0.500 |
21,295 |
0.382 |
21,267 |
LOW |
21,175 |
0.618 |
21,027 |
1.000 |
20,935 |
1.618 |
20,787 |
2.618 |
20,547 |
4.250 |
20,155 |
|
|
Fisher Pivots for day following 21-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,295 |
21,243 |
PP |
21,257 |
21,222 |
S1 |
21,218 |
21,201 |
|