Trading Metrics calculated at close of trading on 22-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,575.4 |
1,583.7 |
8.3 |
0.5% |
1,604.7 |
High |
1,594.1 |
1,589.5 |
-4.6 |
-0.3% |
1,615.7 |
Low |
1,570.8 |
1,542.4 |
-28.4 |
-1.8% |
1,575.0 |
Close |
1,584.0 |
1,544.2 |
-39.8 |
-2.5% |
1,590.9 |
Range |
23.3 |
47.1 |
23.8 |
102.1% |
40.7 |
ATR |
21.0 |
22.9 |
1.9 |
8.9% |
0.0 |
Volume |
11,691 |
16,299 |
4,608 |
39.4% |
52,363 |
|
Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,700.0 |
1,669.3 |
1,570.0 |
|
R3 |
1,653.0 |
1,622.0 |
1,557.3 |
|
R2 |
1,605.8 |
1,605.8 |
1,552.8 |
|
R1 |
1,575.0 |
1,575.0 |
1,548.5 |
1,566.8 |
PP |
1,558.8 |
1,558.8 |
1,558.8 |
1,554.5 |
S1 |
1,528.0 |
1,528.0 |
1,540.0 |
1,519.8 |
S2 |
1,511.5 |
1,511.5 |
1,535.5 |
|
S3 |
1,464.5 |
1,480.8 |
1,531.3 |
|
S4 |
1,417.5 |
1,433.8 |
1,518.3 |
|
|
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 |
1,594.7 |
1,542.4 |
52.3 |
3.4% |
27.0 |
1.7% |
3% |
False |
True |
11,220 |
10 |
1,615.7 |
1,542.4 |
73.3 |
4.7% |
24.0 |
1.5% |
2% |
False |
True |
10,377 |
20 |
1,615.7 |
1,497.4 |
118.3 |
7.7% |
23.0 |
1.5% |
40% |
False |
False |
5,323 |
40 |
1,615.7 |
1,464.3 |
151.4 |
9.8% |
15.8 |
1.0% |
53% |
False |
False |
2,664 |
60 |
1,615.9 |
1,464.3 |
151.6 |
9.8% |
11.0 |
0.7% |
53% |
False |
False |
1,776 |
80 |
1,615.9 |
1,464.3 |
151.6 |
9.8% |
9.0 |
0.6% |
53% |
False |
False |
1,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,789.8 |
2.618 |
1,712.8 |
1.618 |
1,665.8 |
1.000 |
1,636.5 |
0.618 |
1,618.5 |
HIGH |
1,589.5 |
0.618 |
1,571.5 |
0.500 |
1,566.0 |
0.382 |
1,560.5 |
LOW |
1,542.5 |
0.618 |
1,513.3 |
1.000 |
1,495.3 |
1.618 |
1,466.3 |
2.618 |
1,419.0 |
4.250 |
1,342.3 |
|
|
Fisher Pivots for day following 22-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,566.0 |
1,568.3 |
PP |
1,558.8 |
1,560.3 |
S1 |
1,551.5 |
1,552.3 |
|