Trading Metrics calculated at close of trading on 22-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,355 |
21,205 |
-150 |
-0.7% |
21,800 |
High |
21,415 |
21,445 |
30 |
0.1% |
21,980 |
Low |
21,175 |
20,760 |
-415 |
-2.0% |
21,385 |
Close |
21,180 |
20,900 |
-280 |
-1.3% |
21,470 |
Range |
240 |
685 |
445 |
185.4% |
595 |
ATR |
424 |
443 |
19 |
4.4% |
0 |
Volume |
7,117 |
21,851 |
14,734 |
207.0% |
65,807 |
|
Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,090 |
22,680 |
21,277 |
|
R3 |
22,405 |
21,995 |
21,089 |
|
R2 |
21,720 |
21,720 |
21,026 |
|
R1 |
21,310 |
21,310 |
20,963 |
21,173 |
PP |
21,035 |
21,035 |
21,035 |
20,966 |
S1 |
20,625 |
20,625 |
20,837 |
20,488 |
S2 |
20,350 |
20,350 |
20,775 |
|
S3 |
19,665 |
19,940 |
20,712 |
|
S4 |
18,980 |
19,255 |
20,523 |
|
|
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 |
21,730 |
20,760 |
970 |
4.6% |
425 |
2.0% |
14% |
False |
True |
13,479 |
10 |
21,980 |
20,760 |
1,220 |
5.8% |
401 |
1.9% |
11% |
False |
True |
13,908 |
20 |
22,405 |
20,585 |
1,820 |
8.7% |
436 |
2.1% |
17% |
False |
False |
11,756 |
40 |
23,725 |
20,485 |
3,240 |
15.5% |
495 |
2.4% |
13% |
False |
False |
5,906 |
60 |
24,090 |
20,485 |
3,605 |
17.2% |
408 |
2.0% |
12% |
False |
False |
3,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,356 |
2.618 |
23,238 |
1.618 |
22,553 |
1.000 |
22,130 |
0.618 |
21,868 |
HIGH |
21,445 |
0.618 |
21,183 |
0.500 |
21,103 |
0.382 |
21,022 |
LOW |
20,760 |
0.618 |
20,337 |
1.000 |
20,075 |
1.618 |
19,652 |
2.618 |
18,967 |
4.250 |
17,849 |
|
|
Fisher Pivots for day following 22-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,103 |
21,103 |
PP |
21,035 |
21,035 |
S1 |
20,968 |
20,968 |
|