Trading Metrics calculated at close of trading on 15-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,043.0 |
7,006.0 |
-37.0 |
-0.5% |
7,027.0 |
High |
7,089.0 |
7,078.5 |
-10.5 |
-0.1% |
7,153.5 |
Low |
7,022.5 |
7,006.0 |
-16.5 |
-0.2% |
6,969.0 |
Close |
7,055.0 |
7,059.5 |
4.5 |
0.1% |
7,135.0 |
Range |
66.5 |
72.5 |
6.0 |
9.0% |
184.5 |
ATR |
79.2 |
78.7 |
-0.5 |
-0.6% |
0.0 |
Volume |
210,376 |
156,255 |
-54,121 |
-25.7% |
278,910 |
|
Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,265.5 |
7,235.0 |
7,099.5 |
|
R3 |
7,193.0 |
7,162.5 |
7,079.5 |
|
R2 |
7,120.5 |
7,120.5 |
7,073.0 |
|
R1 |
7,090.0 |
7,090.0 |
7,066.0 |
7,105.0 |
PP |
7,048.0 |
7,048.0 |
7,048.0 |
7,055.5 |
S1 |
7,017.5 |
7,017.5 |
7,053.0 |
7,033.0 |
S2 |
6,975.5 |
6,975.5 |
7,046.0 |
|
S3 |
6,903.0 |
6,945.0 |
7,039.5 |
|
S4 |
6,830.5 |
6,872.5 |
7,019.5 |
|
|
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 |
7,006.0 |
162.5 |
2.3% |
75.0 |
1.1% |
33% |
False |
True |
240,958 |
10 |
7,168.5 |
6,969.0 |
199.5 |
2.8% |
77.5 |
1.1% |
45% |
False |
False |
130,907 |
20 |
7,231.0 |
6,969.0 |
262.0 |
3.7% |
71.0 |
1.0% |
35% |
False |
False |
65,741 |
40 |
7,610.0 |
6,921.0 |
689.0 |
9.8% |
63.5 |
0.9% |
20% |
False |
False |
33,016 |
60 |
7,647.0 |
6,921.0 |
726.0 |
10.3% |
45.5 |
0.6% |
19% |
False |
False |
22,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,386.5 |
2.618 |
7,268.5 |
1.618 |
7,196.0 |
1.000 |
7,151.0 |
0.618 |
7,123.5 |
HIGH |
7,078.5 |
0.618 |
7,051.0 |
0.500 |
7,042.0 |
0.382 |
7,033.5 |
LOW |
7,006.0 |
0.618 |
6,961.0 |
1.000 |
6,933.5 |
1.618 |
6,888.5 |
2.618 |
6,816.0 |
4.250 |
6,698.0 |
|
|
Fisher Pivots for day following 15-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,054.0 |
7,072.0 |
PP |
7,048.0 |
7,068.0 |
S1 |
7,042.0 |
7,064.0 |
|