Trading Metrics calculated at close of trading on 16-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,060.75 |
7,072.75 |
12.00 |
0.2% |
7,132.75 |
High |
7,100.00 |
7,084.75 |
-15.25 |
-0.2% |
7,214.50 |
Low |
7,027.25 |
7,033.00 |
5.75 |
0.1% |
7,027.25 |
Close |
7,070.50 |
7,044.00 |
-26.50 |
-0.4% |
7,044.00 |
Range |
72.75 |
51.75 |
-21.00 |
-28.9% |
187.25 |
ATR |
126.13 |
120.82 |
-5.31 |
-4.2% |
0.00 |
Volume |
349,315 |
287,434 |
-61,881 |
-17.7% |
2,012,701 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,209.25 |
7,178.25 |
7,072.50 |
|
R3 |
7,157.50 |
7,126.50 |
7,058.25 |
|
R2 |
7,105.75 |
7,105.75 |
7,053.50 |
|
R1 |
7,074.75 |
7,074.75 |
7,048.75 |
7,064.50 |
PP |
7,054.00 |
7,054.00 |
7,054.00 |
7,048.75 |
S1 |
7,023.00 |
7,023.00 |
7,039.25 |
7,012.50 |
S2 |
7,002.25 |
7,002.25 |
7,034.50 |
|
S3 |
6,950.50 |
6,971.25 |
7,029.75 |
|
S4 |
6,898.75 |
6,919.50 |
7,015.50 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,657.00 |
7,537.75 |
7,147.00 |
|
R3 |
7,469.75 |
7,350.50 |
7,095.50 |
|
R2 |
7,282.50 |
7,282.50 |
7,078.25 |
|
R1 |
7,163.25 |
7,163.25 |
7,061.25 |
7,129.25 |
PP |
7,095.25 |
7,095.25 |
7,095.25 |
7,078.25 |
S1 |
6,976.00 |
6,976.00 |
7,026.75 |
6,942.00 |
S2 |
6,908.00 |
6,908.00 |
7,009.75 |
|
S3 |
6,720.75 |
6,788.75 |
6,992.50 |
|
S4 |
6,533.50 |
6,601.50 |
6,941.00 |
|
|
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 |
7,027.25 |
187.25 |
2.7% |
87.00 |
1.2% |
9% |
False |
False |
402,540 |
10 |
7,214.50 |
6,768.75 |
445.75 |
6.3% |
100.50 |
1.4% |
62% |
False |
False |
238,839 |
20 |
7,214.50 |
6,674.25 |
540.25 |
7.7% |
116.75 |
1.7% |
68% |
False |
False |
121,034 |
40 |
7,214.50 |
6,187.50 |
1,027.00 |
14.6% |
141.25 |
2.0% |
83% |
False |
False |
61,192 |
60 |
7,214.50 |
6,187.50 |
1,027.00 |
14.6% |
114.50 |
1.6% |
83% |
False |
False |
40,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,304.75 |
2.618 |
7,220.25 |
1.618 |
7,168.50 |
1.000 |
7,136.50 |
0.618 |
7,116.75 |
HIGH |
7,084.75 |
0.618 |
7,065.00 |
0.500 |
7,059.00 |
0.382 |
7,052.75 |
LOW |
7,033.00 |
0.618 |
7,001.00 |
1.000 |
6,981.25 |
1.618 |
6,949.25 |
2.618 |
6,897.50 |
4.250 |
6,813.00 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,059.00 |
7,074.50 |
PP |
7,054.00 |
7,064.25 |
S1 |
7,049.00 |
7,054.00 |
|