Trading Metrics calculated at close of trading on 23-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,205 |
20,830 |
-375 |
-1.8% |
21,475 |
High |
21,445 |
20,850 |
-595 |
-2.8% |
21,530 |
Low |
20,760 |
20,170 |
-590 |
-2.8% |
20,170 |
Close |
20,900 |
20,215 |
-685 |
-3.3% |
20,215 |
Range |
685 |
680 |
-5 |
-0.7% |
1,360 |
ATR |
443 |
464 |
20 |
4.6% |
0 |
Volume |
21,851 |
25,294 |
3,443 |
15.8% |
81,078 |
|
Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,452 |
22,013 |
20,589 |
|
R3 |
21,772 |
21,333 |
20,402 |
|
R2 |
21,092 |
21,092 |
20,340 |
|
R1 |
20,653 |
20,653 |
20,277 |
20,533 |
PP |
20,412 |
20,412 |
20,412 |
20,351 |
S1 |
19,973 |
19,973 |
20,153 |
19,853 |
S2 |
19,732 |
19,732 |
20,090 |
|
S3 |
19,052 |
19,293 |
20,028 |
|
S4 |
18,372 |
18,613 |
19,841 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,718 |
23,827 |
20,963 |
|
R3 |
23,358 |
22,467 |
20,589 |
|
R2 |
21,998 |
21,998 |
20,464 |
|
R1 |
21,107 |
21,107 |
20,340 |
20,873 |
PP |
20,638 |
20,638 |
20,638 |
20,521 |
S1 |
19,747 |
19,747 |
20,090 |
19,513 |
S2 |
19,278 |
19,278 |
19,966 |
|
S3 |
17,918 |
18,387 |
19,841 |
|
S4 |
16,558 |
17,027 |
19,467 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,530 |
20,170 |
1,360 |
6.7% |
492 |
2.4% |
3% |
False |
True |
16,215 |
10 |
21,980 |
20,170 |
1,810 |
9.0% |
415 |
2.1% |
2% |
False |
True |
14,688 |
20 |
22,405 |
20,170 |
2,235 |
11.1% |
456 |
2.3% |
2% |
False |
True |
13,020 |
40 |
23,700 |
20,170 |
3,530 |
17.5% |
504 |
2.5% |
1% |
False |
True |
6,537 |
60 |
24,090 |
20,170 |
3,920 |
19.4% |
420 |
2.1% |
1% |
False |
True |
4,360 |
80 |
24,090 |
20,170 |
3,920 |
19.4% |
325 |
1.6% |
1% |
False |
True |
3,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,740 |
2.618 |
22,630 |
1.618 |
21,950 |
1.000 |
21,530 |
0.618 |
21,270 |
HIGH |
20,850 |
0.618 |
20,590 |
0.500 |
20,510 |
0.382 |
20,430 |
LOW |
20,170 |
0.618 |
19,750 |
1.000 |
19,490 |
1.618 |
19,070 |
2.618 |
18,390 |
4.250 |
17,280 |
|
|
Fisher Pivots for day following 23-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
20,510 |
20,808 |
PP |
20,412 |
20,610 |
S1 |
20,313 |
20,413 |
|