| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
20,830 |
20,190 |
-640 |
-3.1% |
21,475 |
| High |
20,850 |
20,745 |
-105 |
-0.5% |
21,530 |
| Low |
20,170 |
20,180 |
10 |
0.0% |
20,170 |
| Close |
20,215 |
20,725 |
510 |
2.5% |
20,215 |
| Range |
680 |
565 |
-115 |
-16.9% |
1,360 |
| ATR |
464 |
471 |
7 |
1.6% |
0 |
| Volume |
25,294 |
19,764 |
-5,530 |
-21.9% |
81,078 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,245 |
22,050 |
21,036 |
|
| R3 |
21,680 |
21,485 |
20,881 |
|
| R2 |
21,115 |
21,115 |
20,829 |
|
| R1 |
20,920 |
20,920 |
20,777 |
21,018 |
| PP |
20,550 |
20,550 |
20,550 |
20,599 |
| S1 |
20,355 |
20,355 |
20,673 |
20,453 |
| S2 |
19,985 |
19,985 |
20,622 |
|
| S3 |
19,420 |
19,790 |
20,570 |
|
| S4 |
18,855 |
19,225 |
20,414 |
|
|
| 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 |
21,445 |
20,170 |
1,275 |
6.2% |
490 |
2.4% |
44% |
False |
False |
16,794 |
| 10 |
21,980 |
20,170 |
1,810 |
8.7% |
442 |
2.1% |
31% |
False |
False |
15,638 |
| 20 |
22,405 |
20,170 |
2,235 |
10.8% |
466 |
2.2% |
25% |
False |
False |
14,000 |
| 40 |
23,695 |
20,170 |
3,525 |
17.0% |
513 |
2.5% |
16% |
False |
False |
7,031 |
| 60 |
24,090 |
20,170 |
3,920 |
18.9% |
428 |
2.1% |
14% |
False |
False |
4,689 |
| 80 |
24,090 |
20,170 |
3,920 |
18.9% |
332 |
1.6% |
14% |
False |
False |
3,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,146 |
|
2.618 |
22,224 |
|
1.618 |
21,659 |
|
1.000 |
21,310 |
|
0.618 |
21,094 |
|
HIGH |
20,745 |
|
0.618 |
20,529 |
|
0.500 |
20,463 |
|
0.382 |
20,396 |
|
LOW |
20,180 |
|
0.618 |
19,831 |
|
1.000 |
19,615 |
|
1.618 |
19,266 |
|
2.618 |
18,701 |
|
4.250 |
17,779 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
20,638 |
20,808 |
| PP |
20,550 |
20,780 |
| S1 |
20,463 |
20,753 |
|