Trading Metrics calculated at close of trading on 12-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,122.0 |
7,136.0 |
14.0 |
0.2% |
7,027.0 |
High |
7,153.5 |
7,168.5 |
15.0 |
0.2% |
7,153.5 |
Low |
7,106.5 |
7,102.0 |
-4.5 |
-0.1% |
6,969.0 |
Close |
7,135.0 |
7,126.5 |
-8.5 |
-0.1% |
7,135.0 |
Range |
47.0 |
66.5 |
19.5 |
41.5% |
184.5 |
ATR |
77.8 |
77.0 |
-0.8 |
-1.0% |
0.0 |
Volume |
176,442 |
215,344 |
38,902 |
22.0% |
278,910 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,332.0 |
7,295.5 |
7,163.0 |
|
R3 |
7,265.5 |
7,229.0 |
7,145.0 |
|
R2 |
7,199.0 |
7,199.0 |
7,138.5 |
|
R1 |
7,162.5 |
7,162.5 |
7,132.5 |
7,147.5 |
PP |
7,132.5 |
7,132.5 |
7,132.5 |
7,125.0 |
S1 |
7,096.0 |
7,096.0 |
7,120.5 |
7,081.0 |
S2 |
7,066.0 |
7,066.0 |
7,114.5 |
|
S3 |
6,999.5 |
7,029.5 |
7,108.0 |
|
S4 |
6,933.0 |
6,963.0 |
7,090.0 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,639.5 |
7,571.5 |
7,236.5 |
|
R3 |
7,455.0 |
7,387.0 |
7,185.5 |
|
R2 |
7,270.5 |
7,270.5 |
7,169.0 |
|
R1 |
7,202.5 |
7,202.5 |
7,152.0 |
7,236.5 |
PP |
7,086.0 |
7,086.0 |
7,086.0 |
7,103.0 |
S1 |
7,018.0 |
7,018.0 |
7,118.0 |
7,052.0 |
S2 |
6,901.5 |
6,901.5 |
7,101.0 |
|
S3 |
6,717.0 |
6,833.5 |
7,084.5 |
|
S4 |
6,532.5 |
6,649.0 |
7,033.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,168.5 |
6,994.5 |
174.0 |
2.4% |
68.0 |
1.0% |
76% |
True |
False |
98,389 |
10 |
7,231.0 |
6,969.0 |
262.0 |
3.7% |
74.5 |
1.0% |
60% |
False |
False |
49,964 |
20 |
7,231.0 |
6,969.0 |
262.0 |
3.7% |
65.5 |
0.9% |
60% |
False |
False |
25,122 |
40 |
7,647.0 |
6,921.0 |
726.0 |
10.2% |
58.5 |
0.8% |
28% |
False |
False |
12,691 |
60 |
7,647.0 |
6,921.0 |
726.0 |
10.2% |
41.5 |
0.6% |
28% |
False |
False |
8,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,451.0 |
2.618 |
7,342.5 |
1.618 |
7,276.0 |
1.000 |
7,235.0 |
0.618 |
7,209.5 |
HIGH |
7,168.5 |
0.618 |
7,143.0 |
0.500 |
7,135.0 |
0.382 |
7,127.5 |
LOW |
7,102.0 |
0.618 |
7,061.0 |
1.000 |
7,035.5 |
1.618 |
6,994.5 |
2.618 |
6,928.0 |
4.250 |
6,819.5 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,135.0 |
7,120.5 |
PP |
7,132.5 |
7,114.0 |
S1 |
7,129.5 |
7,108.0 |
|