Trading Metrics calculated at close of trading on 14-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,112.5 |
7,043.0 |
-69.5 |
-1.0% |
7,027.0 |
High |
7,138.5 |
7,089.0 |
-49.5 |
-0.7% |
7,153.5 |
Low |
7,017.0 |
7,022.5 |
5.5 |
0.1% |
6,969.0 |
Close |
7,046.0 |
7,055.0 |
9.0 |
0.1% |
7,135.0 |
Range |
121.5 |
66.5 |
-55.0 |
-45.3% |
184.5 |
ATR |
80.1 |
79.2 |
-1.0 |
-1.2% |
0.0 |
Volume |
446,377 |
210,376 |
-236,001 |
-52.9% |
278,910 |
|
Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,255.0 |
7,221.5 |
7,091.5 |
|
R3 |
7,188.5 |
7,155.0 |
7,073.5 |
|
R2 |
7,122.0 |
7,122.0 |
7,067.0 |
|
R1 |
7,088.5 |
7,088.5 |
7,061.0 |
7,105.0 |
PP |
7,055.5 |
7,055.5 |
7,055.5 |
7,064.0 |
S1 |
7,022.0 |
7,022.0 |
7,049.0 |
7,039.0 |
S2 |
6,989.0 |
6,989.0 |
7,043.0 |
|
S3 |
6,922.5 |
6,955.5 |
7,036.5 |
|
S4 |
6,856.0 |
6,889.0 |
7,018.5 |
|
|
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 |
7,017.0 |
151.5 |
2.1% |
77.5 |
1.1% |
25% |
False |
False |
225,834 |
10 |
7,168.5 |
6,969.0 |
199.5 |
2.8% |
79.0 |
1.1% |
43% |
False |
False |
115,525 |
20 |
7,231.0 |
6,969.0 |
262.0 |
3.7% |
70.0 |
1.0% |
33% |
False |
False |
57,930 |
40 |
7,610.0 |
6,921.0 |
689.0 |
9.8% |
62.0 |
0.9% |
19% |
False |
False |
29,110 |
60 |
7,647.0 |
6,921.0 |
726.0 |
10.3% |
44.5 |
0.6% |
18% |
False |
False |
19,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,371.5 |
2.618 |
7,263.0 |
1.618 |
7,196.5 |
1.000 |
7,155.5 |
0.618 |
7,130.0 |
HIGH |
7,089.0 |
0.618 |
7,063.5 |
0.500 |
7,056.0 |
0.382 |
7,048.0 |
LOW |
7,022.5 |
0.618 |
6,981.5 |
1.000 |
6,956.0 |
1.618 |
6,915.0 |
2.618 |
6,848.5 |
4.250 |
6,740.0 |
|
|
Fisher Pivots for day following 14-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,056.0 |
7,093.0 |
PP |
7,055.5 |
7,080.0 |
S1 |
7,055.0 |
7,067.5 |
|