Trading Metrics calculated at close of trading on 28-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
20,740 |
20,730 |
-10 |
0.0% |
21,475 |
High |
21,220 |
21,365 |
145 |
0.7% |
21,530 |
Low |
20,655 |
20,710 |
55 |
0.3% |
20,170 |
Close |
20,740 |
21,270 |
530 |
2.6% |
20,215 |
Range |
565 |
655 |
90 |
15.9% |
1,360 |
ATR |
478 |
490 |
13 |
2.7% |
0 |
Volume |
19,385 |
31,683 |
12,298 |
63.4% |
81,078 |
|
Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,080 |
22,830 |
21,630 |
|
R3 |
22,425 |
22,175 |
21,450 |
|
R2 |
21,770 |
21,770 |
21,390 |
|
R1 |
21,520 |
21,520 |
21,330 |
21,645 |
PP |
21,115 |
21,115 |
21,115 |
21,178 |
S1 |
20,865 |
20,865 |
21,210 |
20,990 |
S2 |
20,460 |
20,460 |
21,150 |
|
S3 |
19,805 |
20,210 |
21,090 |
|
S4 |
19,150 |
19,555 |
20,910 |
|
|
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 |
6.0% |
630 |
3.0% |
86% |
False |
False |
23,595 |
10 |
21,755 |
20,170 |
1,585 |
7.5% |
493 |
2.3% |
69% |
False |
False |
17,815 |
20 |
21,980 |
20,170 |
1,810 |
8.5% |
486 |
2.3% |
61% |
False |
False |
16,531 |
40 |
23,405 |
20,170 |
3,235 |
15.2% |
524 |
2.5% |
34% |
False |
False |
8,307 |
60 |
24,090 |
20,170 |
3,920 |
18.4% |
444 |
2.1% |
28% |
False |
False |
5,540 |
80 |
24,090 |
20,170 |
3,920 |
18.4% |
347 |
1.6% |
28% |
False |
False |
4,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,149 |
2.618 |
23,080 |
1.618 |
22,425 |
1.000 |
22,020 |
0.618 |
21,770 |
HIGH |
21,365 |
0.618 |
21,115 |
0.500 |
21,038 |
0.382 |
20,960 |
LOW |
20,710 |
0.618 |
20,305 |
1.000 |
20,055 |
1.618 |
19,650 |
2.618 |
18,995 |
4.250 |
17,926 |
|
|
Fisher Pivots for day following 28-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,193 |
21,104 |
PP |
21,115 |
20,938 |
S1 |
21,038 |
20,773 |
|