Trading Metrics calculated at close of trading on 23-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
24,732 |
23,999 |
-733 |
-3.0% |
24,976 |
High |
24,803 |
24,103 |
-700 |
-2.8% |
24,998 |
Low |
23,932 |
23,496 |
-436 |
-1.8% |
23,496 |
Close |
23,963 |
23,612 |
-351 |
-1.5% |
23,612 |
Range |
871 |
607 |
-264 |
-30.3% |
1,502 |
ATR |
468 |
478 |
10 |
2.1% |
0 |
Volume |
408,367 |
483,124 |
74,757 |
18.3% |
1,580,301 |
|
Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,558 |
25,192 |
23,946 |
|
R3 |
24,951 |
24,585 |
23,779 |
|
R2 |
24,344 |
24,344 |
23,723 |
|
R1 |
23,978 |
23,978 |
23,668 |
23,858 |
PP |
23,737 |
23,737 |
23,737 |
23,677 |
S1 |
23,371 |
23,371 |
23,556 |
23,251 |
S2 |
23,130 |
23,130 |
23,501 |
|
S3 |
22,523 |
22,764 |
23,445 |
|
S4 |
21,916 |
22,157 |
23,278 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,541 |
27,579 |
24,438 |
|
R3 |
27,039 |
26,077 |
24,025 |
|
R2 |
25,537 |
25,537 |
23,887 |
|
R1 |
24,575 |
24,575 |
23,750 |
24,305 |
PP |
24,035 |
24,035 |
24,035 |
23,901 |
S1 |
23,073 |
23,073 |
23,474 |
22,803 |
S2 |
22,533 |
22,533 |
23,337 |
|
S3 |
21,031 |
21,571 |
23,199 |
|
S4 |
19,529 |
20,069 |
22,786 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,998 |
23,496 |
1,502 |
6.4% |
509 |
2.2% |
8% |
False |
True |
316,060 |
10 |
25,535 |
23,496 |
2,039 |
8.6% |
441 |
1.9% |
6% |
False |
True |
273,313 |
20 |
25,832 |
23,496 |
2,336 |
9.9% |
462 |
2.0% |
5% |
False |
True |
147,931 |
40 |
26,723 |
23,122 |
3,601 |
15.3% |
557 |
2.4% |
14% |
False |
False |
74,327 |
60 |
26,723 |
23,122 |
3,601 |
15.3% |
438 |
1.9% |
14% |
False |
False |
49,622 |
80 |
26,723 |
23,122 |
3,601 |
15.3% |
373 |
1.6% |
14% |
False |
False |
37,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,683 |
2.618 |
25,692 |
1.618 |
25,085 |
1.000 |
24,710 |
0.618 |
24,478 |
HIGH |
24,103 |
0.618 |
23,871 |
0.500 |
23,800 |
0.382 |
23,728 |
LOW |
23,496 |
0.618 |
23,121 |
1.000 |
22,889 |
1.618 |
22,514 |
2.618 |
21,907 |
4.250 |
20,916 |
|
|
Fisher Pivots for day following 23-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
23,800 |
24,247 |
PP |
23,737 |
24,035 |
S1 |
23,675 |
23,824 |
|