Trading Metrics calculated at close of trading on 29-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
20,730 |
21,300 |
570 |
2.7% |
21,475 |
High |
21,365 |
21,665 |
300 |
1.4% |
21,530 |
Low |
20,710 |
21,030 |
320 |
1.5% |
20,170 |
Close |
21,270 |
21,510 |
240 |
1.1% |
20,215 |
Range |
655 |
635 |
-20 |
-3.1% |
1,360 |
ATR |
490 |
501 |
10 |
2.1% |
0 |
Volume |
31,683 |
17,449 |
-14,234 |
-44.9% |
81,078 |
|
Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,307 |
23,043 |
21,859 |
|
R3 |
22,672 |
22,408 |
21,685 |
|
R2 |
22,037 |
22,037 |
21,627 |
|
R1 |
21,773 |
21,773 |
21,568 |
21,905 |
PP |
21,402 |
21,402 |
21,402 |
21,468 |
S1 |
21,138 |
21,138 |
21,452 |
21,270 |
S2 |
20,767 |
20,767 |
21,394 |
|
S3 |
20,132 |
20,503 |
21,336 |
|
S4 |
19,497 |
19,868 |
21,161 |
|
|
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 |
21,665 |
20,170 |
1,495 |
7.0% |
620 |
2.9% |
90% |
True |
False |
22,715 |
10 |
21,730 |
20,170 |
1,560 |
7.3% |
523 |
2.4% |
86% |
False |
False |
18,097 |
20 |
21,980 |
20,170 |
1,810 |
8.4% |
472 |
2.2% |
74% |
False |
False |
17,329 |
40 |
23,405 |
20,170 |
3,235 |
15.0% |
534 |
2.5% |
41% |
False |
False |
8,743 |
60 |
24,090 |
20,170 |
3,920 |
18.2% |
452 |
2.1% |
34% |
False |
False |
5,831 |
80 |
24,090 |
20,170 |
3,920 |
18.2% |
355 |
1.6% |
34% |
False |
False |
4,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,364 |
2.618 |
23,328 |
1.618 |
22,693 |
1.000 |
22,300 |
0.618 |
22,058 |
HIGH |
21,665 |
0.618 |
21,423 |
0.500 |
21,348 |
0.382 |
21,273 |
LOW |
21,030 |
0.618 |
20,638 |
1.000 |
20,395 |
1.618 |
20,003 |
2.618 |
19,368 |
4.250 |
18,331 |
|
|
Fisher Pivots for day following 29-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,456 |
21,393 |
PP |
21,402 |
21,277 |
S1 |
21,348 |
21,160 |
|