Trading Metrics calculated at close of trading on 12-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,999.50 |
7,132.75 |
133.25 |
1.9% |
6,826.00 |
High |
7,129.50 |
7,185.00 |
55.50 |
0.8% |
7,129.50 |
Low |
6,987.75 |
7,124.00 |
136.25 |
1.9% |
6,768.75 |
Close |
7,124.25 |
7,165.75 |
41.50 |
0.6% |
7,124.25 |
Range |
141.75 |
61.00 |
-80.75 |
-57.0% |
360.75 |
ATR |
136.80 |
131.39 |
-5.41 |
-4.0% |
0.00 |
Volume |
277,290 |
349,430 |
72,140 |
26.0% |
375,691 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,341.25 |
7,314.50 |
7,199.25 |
|
R3 |
7,280.25 |
7,253.50 |
7,182.50 |
|
R2 |
7,219.25 |
7,219.25 |
7,177.00 |
|
R1 |
7,192.50 |
7,192.50 |
7,171.25 |
7,206.00 |
PP |
7,158.25 |
7,158.25 |
7,158.25 |
7,165.00 |
S1 |
7,131.50 |
7,131.50 |
7,160.25 |
7,145.00 |
S2 |
7,097.25 |
7,097.25 |
7,154.50 |
|
S3 |
7,036.25 |
7,070.50 |
7,149.00 |
|
S4 |
6,975.25 |
7,009.50 |
7,132.25 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,089.75 |
7,967.75 |
7,322.75 |
|
R3 |
7,729.00 |
7,607.00 |
7,223.50 |
|
R2 |
7,368.25 |
7,368.25 |
7,190.50 |
|
R1 |
7,246.25 |
7,246.25 |
7,157.25 |
7,307.25 |
PP |
7,007.50 |
7,007.50 |
7,007.50 |
7,038.00 |
S1 |
6,885.50 |
6,885.50 |
7,091.25 |
6,946.50 |
S2 |
6,646.75 |
6,646.75 |
7,058.00 |
|
S3 |
6,286.00 |
6,524.75 |
7,025.00 |
|
S4 |
5,925.25 |
6,164.00 |
6,925.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,185.00 |
6,825.25 |
359.75 |
5.0% |
94.00 |
1.3% |
95% |
True |
False |
143,381 |
10 |
7,185.00 |
6,674.25 |
510.75 |
7.1% |
123.00 |
1.7% |
96% |
True |
False |
74,429 |
20 |
7,185.00 |
6,434.75 |
750.25 |
10.5% |
129.75 |
1.8% |
97% |
True |
False |
38,233 |
40 |
7,185.00 |
6,187.50 |
997.50 |
13.9% |
139.75 |
2.0% |
98% |
True |
False |
19,681 |
60 |
7,185.00 |
6,187.50 |
997.50 |
13.9% |
112.25 |
1.6% |
98% |
True |
False |
13,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,444.25 |
2.618 |
7,344.75 |
1.618 |
7,283.75 |
1.000 |
7,246.00 |
0.618 |
7,222.75 |
HIGH |
7,185.00 |
0.618 |
7,161.75 |
0.500 |
7,154.50 |
0.382 |
7,147.25 |
LOW |
7,124.00 |
0.618 |
7,086.25 |
1.000 |
7,063.00 |
1.618 |
7,025.25 |
2.618 |
6,964.25 |
4.250 |
6,864.75 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,162.00 |
7,131.25 |
PP |
7,158.25 |
7,096.75 |
S1 |
7,154.50 |
7,062.00 |
|