Trading Metrics calculated at close of trading on 13-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,132.75 |
7,160.75 |
28.00 |
0.4% |
6,826.00 |
High |
7,185.00 |
7,214.50 |
29.50 |
0.4% |
7,129.50 |
Low |
7,124.00 |
7,050.50 |
-73.50 |
-1.0% |
6,768.75 |
Close |
7,165.75 |
7,083.25 |
-82.50 |
-1.2% |
7,124.25 |
Range |
61.00 |
164.00 |
103.00 |
168.9% |
360.75 |
ATR |
131.39 |
133.72 |
2.33 |
1.8% |
0.00 |
Volume |
349,430 |
556,239 |
206,809 |
59.2% |
375,691 |
|
Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,608.00 |
7,509.75 |
7,173.50 |
|
R3 |
7,444.00 |
7,345.75 |
7,128.25 |
|
R2 |
7,280.00 |
7,280.00 |
7,113.25 |
|
R1 |
7,181.75 |
7,181.75 |
7,098.25 |
7,149.00 |
PP |
7,116.00 |
7,116.00 |
7,116.00 |
7,099.75 |
S1 |
7,017.75 |
7,017.75 |
7,068.25 |
6,985.00 |
S2 |
6,952.00 |
6,952.00 |
7,053.25 |
|
S3 |
6,788.00 |
6,853.75 |
7,038.25 |
|
S4 |
6,624.00 |
6,689.75 |
6,993.00 |
|
|
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 |
7,214.50 |
6,825.25 |
389.25 |
5.5% |
113.50 |
1.6% |
66% |
True |
False |
252,014 |
10 |
7,214.50 |
6,674.25 |
540.25 |
7.6% |
129.00 |
1.8% |
76% |
True |
False |
129,774 |
20 |
7,214.50 |
6,485.25 |
729.25 |
10.3% |
130.25 |
1.8% |
82% |
True |
False |
66,000 |
40 |
7,214.50 |
6,187.50 |
1,027.00 |
14.5% |
142.00 |
2.0% |
87% |
True |
False |
33,568 |
60 |
7,214.50 |
6,187.50 |
1,027.00 |
14.5% |
114.00 |
1.6% |
87% |
True |
False |
22,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,911.50 |
2.618 |
7,643.75 |
1.618 |
7,479.75 |
1.000 |
7,378.50 |
0.618 |
7,315.75 |
HIGH |
7,214.50 |
0.618 |
7,151.75 |
0.500 |
7,132.50 |
0.382 |
7,113.25 |
LOW |
7,050.50 |
0.618 |
6,949.25 |
1.000 |
6,886.50 |
1.618 |
6,785.25 |
2.618 |
6,621.25 |
4.250 |
6,353.50 |
|
|
Fisher Pivots for day following 13-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,132.50 |
7,101.00 |
PP |
7,116.00 |
7,095.25 |
S1 |
7,099.75 |
7,089.25 |
|