Trading Metrics calculated at close of trading on 15-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,062.75 |
7,060.75 |
-2.00 |
0.0% |
6,826.00 |
High |
7,121.50 |
7,100.00 |
-21.50 |
-0.3% |
7,129.50 |
Low |
7,036.50 |
7,027.25 |
-9.25 |
-0.1% |
6,768.75 |
Close |
7,058.00 |
7,070.50 |
12.50 |
0.2% |
7,124.25 |
Range |
85.00 |
72.75 |
-12.25 |
-14.4% |
360.75 |
ATR |
130.24 |
126.13 |
-4.11 |
-3.2% |
0.00 |
Volume |
470,283 |
349,315 |
-120,968 |
-25.7% |
375,691 |
|
Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,284.25 |
7,250.00 |
7,110.50 |
|
R3 |
7,211.50 |
7,177.25 |
7,090.50 |
|
R2 |
7,138.75 |
7,138.75 |
7,083.75 |
|
R1 |
7,104.50 |
7,104.50 |
7,077.25 |
7,121.50 |
PP |
7,066.00 |
7,066.00 |
7,066.00 |
7,074.50 |
S1 |
7,031.75 |
7,031.75 |
7,063.75 |
7,049.00 |
S2 |
6,993.25 |
6,993.25 |
7,057.25 |
|
S3 |
6,920.50 |
6,959.00 |
7,050.50 |
|
S4 |
6,847.75 |
6,886.25 |
7,030.50 |
|
|
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 |
6,987.75 |
226.75 |
3.2% |
105.00 |
1.5% |
36% |
False |
False |
400,511 |
10 |
7,214.50 |
6,674.25 |
540.25 |
7.6% |
112.75 |
1.6% |
73% |
False |
False |
210,678 |
20 |
7,214.50 |
6,674.25 |
540.25 |
7.6% |
122.00 |
1.7% |
73% |
False |
False |
106,742 |
40 |
7,214.50 |
6,187.50 |
1,027.00 |
14.5% |
141.00 |
2.0% |
86% |
False |
False |
54,018 |
60 |
7,214.50 |
6,187.50 |
1,027.00 |
14.5% |
114.50 |
1.6% |
86% |
False |
False |
36,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,409.25 |
2.618 |
7,290.50 |
1.618 |
7,217.75 |
1.000 |
7,172.75 |
0.618 |
7,145.00 |
HIGH |
7,100.00 |
0.618 |
7,072.25 |
0.500 |
7,063.50 |
0.382 |
7,055.00 |
LOW |
7,027.25 |
0.618 |
6,982.25 |
1.000 |
6,954.50 |
1.618 |
6,909.50 |
2.618 |
6,836.75 |
4.250 |
6,718.00 |
|
|
Fisher Pivots for day following 15-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,068.25 |
7,121.00 |
PP |
7,066.00 |
7,104.00 |
S1 |
7,063.50 |
7,087.25 |
|