Trading Metrics calculated at close of trading on 19-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,585.1 |
1,589.8 |
4.7 |
0.3% |
1,604.7 |
High |
1,594.7 |
1,590.2 |
-4.5 |
-0.3% |
1,615.7 |
Low |
1,579.0 |
1,555.0 |
-24.0 |
-1.5% |
1,575.0 |
Close |
1,590.9 |
1,577.3 |
-13.6 |
-0.9% |
1,590.9 |
Range |
15.7 |
35.2 |
19.5 |
124.2% |
40.7 |
ATR |
20.3 |
21.4 |
1.1 |
5.5% |
0.0 |
Volume |
10,257 |
12,675 |
2,418 |
23.6% |
52,363 |
|
Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,679.8 |
1,663.8 |
1,596.8 |
|
R3 |
1,644.5 |
1,628.5 |
1,587.0 |
|
R2 |
1,609.3 |
1,609.3 |
1,583.8 |
|
R1 |
1,593.3 |
1,593.3 |
1,580.5 |
1,583.8 |
PP |
1,574.3 |
1,574.3 |
1,574.3 |
1,569.5 |
S1 |
1,558.3 |
1,558.3 |
1,574.0 |
1,548.5 |
S2 |
1,539.0 |
1,539.0 |
1,570.8 |
|
S3 |
1,503.8 |
1,523.0 |
1,567.5 |
|
S4 |
1,468.5 |
1,487.8 |
1,558.0 |
|
|
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 |
1,555.0 |
60.7 |
3.8% |
22.8 |
1.4% |
37% |
False |
True |
11,798 |
10 |
1,615.7 |
1,541.4 |
74.3 |
4.7% |
22.8 |
1.4% |
48% |
False |
False |
7,222 |
20 |
1,615.7 |
1,497.4 |
118.3 |
7.5% |
19.5 |
1.2% |
68% |
False |
False |
3,665 |
40 |
1,615.9 |
1,464.3 |
151.6 |
9.6% |
13.5 |
0.9% |
75% |
False |
False |
1,835 |
60 |
1,615.9 |
1,464.3 |
151.6 |
9.6% |
9.5 |
0.6% |
75% |
False |
False |
1,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,739.8 |
2.618 |
1,682.3 |
1.618 |
1,647.3 |
1.000 |
1,625.5 |
0.618 |
1,612.0 |
HIGH |
1,590.3 |
0.618 |
1,576.8 |
0.500 |
1,572.5 |
0.382 |
1,568.5 |
LOW |
1,555.0 |
0.618 |
1,533.3 |
1.000 |
1,519.8 |
1.618 |
1,498.0 |
2.618 |
1,462.8 |
4.250 |
1,405.5 |
|
|
Fisher Pivots for day following 19-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,575.8 |
1,576.5 |
PP |
1,574.3 |
1,575.8 |
S1 |
1,572.5 |
1,574.8 |
|