Trading Metrics calculated at close of trading on 27-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
23,609 |
24,201 |
592 |
2.5% |
24,976 |
High |
24,223 |
24,435 |
212 |
0.9% |
24,998 |
Low |
23,551 |
23,691 |
140 |
0.6% |
23,496 |
Close |
24,191 |
23,859 |
-332 |
-1.4% |
23,612 |
Range |
672 |
744 |
72 |
10.7% |
1,502 |
ATR |
492 |
510 |
18 |
3.7% |
0 |
Volume |
321,554 |
380,198 |
58,644 |
18.2% |
1,580,301 |
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,227 |
25,787 |
24,268 |
|
R3 |
25,483 |
25,043 |
24,064 |
|
R2 |
24,739 |
24,739 |
23,996 |
|
R1 |
24,299 |
24,299 |
23,927 |
24,147 |
PP |
23,995 |
23,995 |
23,995 |
23,919 |
S1 |
23,555 |
23,555 |
23,791 |
23,403 |
S2 |
23,251 |
23,251 |
23,723 |
|
S3 |
22,507 |
22,811 |
23,655 |
|
S4 |
21,763 |
22,067 |
23,450 |
|
|
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 |
6.3% |
647 |
2.7% |
24% |
False |
False |
363,653 |
10 |
25,174 |
23,496 |
1,678 |
7.0% |
503 |
2.1% |
22% |
False |
False |
297,337 |
20 |
25,603 |
23,496 |
2,107 |
8.8% |
488 |
2.0% |
17% |
False |
False |
182,944 |
40 |
26,515 |
23,122 |
3,393 |
14.2% |
580 |
2.4% |
22% |
False |
False |
91,853 |
60 |
26,723 |
23,122 |
3,601 |
15.1% |
460 |
1.9% |
20% |
False |
False |
61,317 |
80 |
26,723 |
23,122 |
3,601 |
15.1% |
385 |
1.6% |
20% |
False |
False |
45,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,597 |
2.618 |
26,383 |
1.618 |
25,639 |
1.000 |
25,179 |
0.618 |
24,895 |
HIGH |
24,435 |
0.618 |
24,151 |
0.500 |
24,063 |
0.382 |
23,975 |
LOW |
23,691 |
0.618 |
23,231 |
1.000 |
22,947 |
1.618 |
22,487 |
2.618 |
21,743 |
4.250 |
20,529 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
24,063 |
23,966 |
PP |
23,995 |
23,930 |
S1 |
23,927 |
23,895 |
|