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 |
24,769 |
24,732 |
-37 |
-0.1% |
25,364 |
High |
24,998 |
24,803 |
-195 |
-0.8% |
25,535 |
Low |
24,660 |
23,932 |
-728 |
-3.0% |
24,688 |
Close |
24,727 |
23,963 |
-764 |
-3.1% |
24,965 |
Range |
338 |
871 |
533 |
157.7% |
847 |
ATR |
437 |
468 |
31 |
7.1% |
0 |
Volume |
225,022 |
408,367 |
183,345 |
81.5% |
1,152,831 |
|
Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,846 |
26,275 |
24,442 |
|
R3 |
25,975 |
25,404 |
24,203 |
|
R2 |
25,104 |
25,104 |
24,123 |
|
R1 |
24,533 |
24,533 |
24,043 |
24,383 |
PP |
24,233 |
24,233 |
24,233 |
24,158 |
S1 |
23,662 |
23,662 |
23,883 |
23,512 |
S2 |
23,362 |
23,362 |
23,803 |
|
S3 |
22,491 |
22,791 |
23,724 |
|
S4 |
21,620 |
21,920 |
23,484 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,604 |
27,131 |
25,431 |
|
R3 |
26,757 |
26,284 |
25,198 |
|
R2 |
25,910 |
25,910 |
25,120 |
|
R1 |
25,437 |
25,437 |
25,043 |
25,250 |
PP |
25,063 |
25,063 |
25,063 |
24,969 |
S1 |
24,590 |
24,590 |
24,887 |
24,403 |
S2 |
24,216 |
24,216 |
24,810 |
|
S3 |
23,369 |
23,743 |
24,732 |
|
S4 |
22,522 |
22,896 |
24,499 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,050 |
23,932 |
1,118 |
4.7% |
428 |
1.8% |
3% |
False |
True |
254,229 |
10 |
25,535 |
23,932 |
1,603 |
6.7% |
430 |
1.8% |
2% |
False |
True |
240,774 |
20 |
25,832 |
23,932 |
1,900 |
7.9% |
448 |
1.9% |
2% |
False |
True |
123,803 |
40 |
26,723 |
23,122 |
3,601 |
15.0% |
547 |
2.3% |
23% |
False |
False |
62,259 |
60 |
26,723 |
23,122 |
3,601 |
15.0% |
429 |
1.8% |
23% |
False |
False |
41,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,505 |
2.618 |
27,083 |
1.618 |
26,212 |
1.000 |
25,674 |
0.618 |
25,341 |
HIGH |
24,803 |
0.618 |
24,470 |
0.500 |
24,368 |
0.382 |
24,265 |
LOW |
23,932 |
0.618 |
23,394 |
1.000 |
23,061 |
1.618 |
22,523 |
2.618 |
21,652 |
4.250 |
20,230 |
|
|
Fisher Pivots for day following 22-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
24,368 |
24,465 |
PP |
24,233 |
24,298 |
S1 |
24,098 |
24,130 |
|