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 |
1,589.4 |
1,585.1 |
-4.3 |
-0.3% |
1,604.7 |
High |
1,593.1 |
1,594.7 |
1.6 |
0.1% |
1,615.7 |
Low |
1,575.0 |
1,579.0 |
4.0 |
0.3% |
1,575.0 |
Close |
1,582.5 |
1,590.9 |
8.4 |
0.5% |
1,590.9 |
Range |
18.1 |
15.7 |
-2.4 |
-13.3% |
40.7 |
ATR |
20.6 |
20.3 |
-0.4 |
-1.7% |
0.0 |
Volume |
12,367 |
10,257 |
-2,110 |
-17.1% |
52,363 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.3 |
1,628.8 |
1,599.5 |
|
R3 |
1,619.5 |
1,613.0 |
1,595.3 |
|
R2 |
1,604.0 |
1,604.0 |
1,593.8 |
|
R1 |
1,597.5 |
1,597.5 |
1,592.3 |
1,600.8 |
PP |
1,588.3 |
1,588.3 |
1,588.3 |
1,589.8 |
S1 |
1,581.8 |
1,581.8 |
1,589.5 |
1,585.0 |
S2 |
1,572.5 |
1,572.5 |
1,588.0 |
|
S3 |
1,556.8 |
1,566.0 |
1,586.5 |
|
S4 |
1,541.0 |
1,550.3 |
1,582.3 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,716.0 |
1,694.3 |
1,613.3 |
|
R3 |
1,675.3 |
1,653.5 |
1,602.0 |
|
R2 |
1,634.5 |
1,634.5 |
1,598.3 |
|
R1 |
1,612.8 |
1,612.8 |
1,594.8 |
1,603.3 |
PP |
1,593.8 |
1,593.8 |
1,593.8 |
1,589.3 |
S1 |
1,572.0 |
1,572.0 |
1,587.3 |
1,562.5 |
S2 |
1,553.3 |
1,553.3 |
1,583.5 |
|
S3 |
1,512.5 |
1,531.3 |
1,579.8 |
|
S4 |
1,471.8 |
1,490.8 |
1,568.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,615.7 |
1,575.0 |
40.7 |
2.6% |
18.3 |
1.1% |
39% |
False |
False |
10,472 |
10 |
1,615.7 |
1,520.0 |
95.7 |
6.0% |
22.5 |
1.4% |
74% |
False |
False |
5,972 |
20 |
1,615.7 |
1,497.4 |
118.3 |
7.4% |
17.5 |
1.1% |
79% |
False |
False |
3,031 |
40 |
1,615.9 |
1,464.3 |
151.6 |
9.5% |
12.8 |
0.8% |
84% |
False |
False |
1,518 |
60 |
1,615.9 |
1,464.3 |
151.6 |
9.5% |
9.0 |
0.6% |
84% |
False |
False |
1,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,661.5 |
2.618 |
1,635.8 |
1.618 |
1,620.0 |
1.000 |
1,610.5 |
0.618 |
1,604.5 |
HIGH |
1,594.8 |
0.618 |
1,588.8 |
0.500 |
1,586.8 |
0.382 |
1,585.0 |
LOW |
1,579.0 |
0.618 |
1,569.3 |
1.000 |
1,563.3 |
1.618 |
1,553.5 |
2.618 |
1,538.0 |
4.250 |
1,512.3 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,589.5 |
1,591.3 |
PP |
1,588.3 |
1,591.3 |
S1 |
1,586.8 |
1,591.0 |
|