Trading Metrics calculated at close of trading on 27-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
20,190 |
20,740 |
550 |
2.7% |
21,475 |
High |
20,745 |
21,220 |
475 |
2.3% |
21,530 |
Low |
20,180 |
20,655 |
475 |
2.4% |
20,170 |
Close |
20,725 |
20,740 |
15 |
0.1% |
20,215 |
Range |
565 |
565 |
0 |
0.0% |
1,360 |
ATR |
471 |
478 |
7 |
1.4% |
0 |
Volume |
19,764 |
19,385 |
-379 |
-1.9% |
81,078 |
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,567 |
22,218 |
21,051 |
|
R3 |
22,002 |
21,653 |
20,896 |
|
R2 |
21,437 |
21,437 |
20,844 |
|
R1 |
21,088 |
21,088 |
20,792 |
21,023 |
PP |
20,872 |
20,872 |
20,872 |
20,839 |
S1 |
20,523 |
20,523 |
20,688 |
20,458 |
S2 |
20,307 |
20,307 |
20,637 |
|
S3 |
19,742 |
19,958 |
20,585 |
|
S4 |
19,177 |
19,393 |
20,429 |
|
|
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 |
6.1% |
547 |
2.6% |
45% |
False |
False |
18,682 |
10 |
21,790 |
20,170 |
1,620 |
7.8% |
459 |
2.2% |
35% |
False |
False |
16,019 |
20 |
22,265 |
20,170 |
2,095 |
10.1% |
478 |
2.3% |
27% |
False |
False |
14,963 |
40 |
23,505 |
20,170 |
3,335 |
16.1% |
520 |
2.5% |
17% |
False |
False |
7,516 |
60 |
24,090 |
20,170 |
3,920 |
18.9% |
436 |
2.1% |
15% |
False |
False |
5,012 |
80 |
24,090 |
20,170 |
3,920 |
18.9% |
339 |
1.6% |
15% |
False |
False |
3,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,621 |
2.618 |
22,699 |
1.618 |
22,134 |
1.000 |
21,785 |
0.618 |
21,569 |
HIGH |
21,220 |
0.618 |
21,004 |
0.500 |
20,938 |
0.382 |
20,871 |
LOW |
20,655 |
0.618 |
20,306 |
1.000 |
20,090 |
1.618 |
19,741 |
2.618 |
19,176 |
4.250 |
18,254 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
20,938 |
20,725 |
PP |
20,872 |
20,710 |
S1 |
20,806 |
20,695 |
|