Trading Metrics calculated at close of trading on 14-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,160.75 |
7,062.75 |
-98.00 |
-1.4% |
6,826.00 |
High |
7,214.50 |
7,121.50 |
-93.00 |
-1.3% |
7,129.50 |
Low |
7,050.50 |
7,036.50 |
-14.00 |
-0.2% |
6,768.75 |
Close |
7,083.25 |
7,058.00 |
-25.25 |
-0.4% |
7,124.25 |
Range |
164.00 |
85.00 |
-79.00 |
-48.2% |
360.75 |
ATR |
133.72 |
130.24 |
-3.48 |
-2.6% |
0.00 |
Volume |
556,239 |
470,283 |
-85,956 |
-15.5% |
375,691 |
|
Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,327.00 |
7,277.50 |
7,104.75 |
|
R3 |
7,242.00 |
7,192.50 |
7,081.50 |
|
R2 |
7,157.00 |
7,157.00 |
7,073.50 |
|
R1 |
7,107.50 |
7,107.50 |
7,065.75 |
7,089.75 |
PP |
7,072.00 |
7,072.00 |
7,072.00 |
7,063.00 |
S1 |
7,022.50 |
7,022.50 |
7,050.25 |
7,004.75 |
S2 |
6,987.00 |
6,987.00 |
7,042.50 |
|
S3 |
6,902.00 |
6,937.50 |
7,034.50 |
|
S4 |
6,817.00 |
6,852.50 |
7,011.25 |
|
|
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 |
7,214.50 |
6,939.25 |
275.25 |
3.9% |
103.00 |
1.5% |
43% |
False |
False |
342,149 |
10 |
7,214.50 |
6,674.25 |
540.25 |
7.7% |
126.25 |
1.8% |
71% |
False |
False |
176,577 |
20 |
7,214.50 |
6,485.25 |
729.25 |
10.3% |
129.75 |
1.8% |
79% |
False |
False |
89,491 |
40 |
7,214.50 |
6,187.50 |
1,027.00 |
14.6% |
141.50 |
2.0% |
85% |
False |
False |
45,306 |
60 |
7,214.50 |
6,187.50 |
1,027.00 |
14.6% |
114.75 |
1.6% |
85% |
False |
False |
30,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,482.75 |
2.618 |
7,344.00 |
1.618 |
7,259.00 |
1.000 |
7,206.50 |
0.618 |
7,174.00 |
HIGH |
7,121.50 |
0.618 |
7,089.00 |
0.500 |
7,079.00 |
0.382 |
7,069.00 |
LOW |
7,036.50 |
0.618 |
6,984.00 |
1.000 |
6,951.50 |
1.618 |
6,899.00 |
2.618 |
6,814.00 |
4.250 |
6,675.25 |
|
|
Fisher Pivots for day following 14-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,079.00 |
7,125.50 |
PP |
7,072.00 |
7,103.00 |
S1 |
7,065.00 |
7,080.50 |
|