Trading Metrics calculated at close of trading on 29-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,516.0 |
1,520.4 |
4.4 |
0.3% |
1,589.8 |
High |
1,526.8 |
1,543.5 |
16.7 |
1.1% |
1,594.1 |
Low |
1,506.4 |
1,514.6 |
8.2 |
0.5% |
1,513.2 |
Close |
1,517.3 |
1,532.1 |
14.8 |
1.0% |
1,518.8 |
Range |
20.4 |
28.9 |
8.5 |
41.7% |
80.9 |
ATR |
25.9 |
26.1 |
0.2 |
0.8% |
0.0 |
Volume |
17,433 |
10,061 |
-7,372 |
-42.3% |
63,824 |
|
Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,616.8 |
1,603.3 |
1,548.0 |
|
R3 |
1,587.8 |
1,574.5 |
1,540.0 |
|
R2 |
1,559.0 |
1,559.0 |
1,537.5 |
|
R1 |
1,545.5 |
1,545.5 |
1,534.8 |
1,552.3 |
PP |
1,530.0 |
1,530.0 |
1,530.0 |
1,533.5 |
S1 |
1,516.8 |
1,516.8 |
1,529.5 |
1,523.3 |
S2 |
1,501.3 |
1,501.3 |
1,526.8 |
|
S3 |
1,472.3 |
1,487.8 |
1,524.3 |
|
S4 |
1,443.3 |
1,458.8 |
1,516.3 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,784.8 |
1,732.8 |
1,563.3 |
|
R3 |
1,703.8 |
1,651.8 |
1,541.0 |
|
R2 |
1,623.0 |
1,623.0 |
1,533.8 |
|
R1 |
1,570.8 |
1,570.8 |
1,526.3 |
1,556.5 |
PP |
1,542.0 |
1,542.0 |
1,542.0 |
1,534.8 |
S1 |
1,490.0 |
1,490.0 |
1,511.5 |
1,475.5 |
S2 |
1,461.3 |
1,461.3 |
1,504.0 |
|
S3 |
1,380.3 |
1,409.0 |
1,496.5 |
|
S4 |
1,299.3 |
1,328.3 |
1,474.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,557.0 |
1,506.4 |
50.6 |
3.3% |
34.0 |
2.2% |
51% |
False |
False |
15,843 |
10 |
1,594.7 |
1,506.4 |
88.3 |
5.8% |
30.5 |
2.0% |
29% |
False |
False |
13,532 |
20 |
1,615.7 |
1,497.4 |
118.3 |
7.7% |
27.8 |
1.8% |
29% |
False |
False |
9,255 |
40 |
1,615.7 |
1,464.3 |
151.4 |
9.9% |
19.8 |
1.3% |
45% |
False |
False |
4,644 |
60 |
1,615.9 |
1,464.3 |
151.6 |
9.9% |
13.8 |
0.9% |
45% |
False |
False |
3,096 |
80 |
1,615.9 |
1,464.3 |
151.6 |
9.9% |
10.5 |
0.7% |
45% |
False |
False |
2,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,666.3 |
2.618 |
1,619.3 |
1.618 |
1,590.3 |
1.000 |
1,572.5 |
0.618 |
1,561.3 |
HIGH |
1,543.5 |
0.618 |
1,532.5 |
0.500 |
1,529.0 |
0.382 |
1,525.8 |
LOW |
1,514.5 |
0.618 |
1,496.8 |
1.000 |
1,485.8 |
1.618 |
1,467.8 |
2.618 |
1,439.0 |
4.250 |
1,391.8 |
|
|
Fisher Pivots for day following 29-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,531.0 |
1,532.0 |
PP |
1,530.0 |
1,531.8 |
S1 |
1,529.0 |
1,531.8 |
|