Trading Metrics calculated at close of trading on 16-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,006.0 |
7,054.0 |
48.0 |
0.7% |
7,136.0 |
High |
7,078.5 |
7,102.5 |
24.0 |
0.3% |
7,168.5 |
Low |
7,006.0 |
7,038.5 |
32.5 |
0.5% |
7,006.0 |
Close |
7,059.5 |
7,077.0 |
17.5 |
0.2% |
7,077.0 |
Range |
72.5 |
64.0 |
-8.5 |
-11.7% |
162.5 |
ATR |
78.7 |
77.6 |
-1.0 |
-1.3% |
0.0 |
Volume |
156,255 |
117,222 |
-39,033 |
-25.0% |
1,145,574 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,264.5 |
7,235.0 |
7,112.0 |
|
R3 |
7,200.5 |
7,171.0 |
7,094.5 |
|
R2 |
7,136.5 |
7,136.5 |
7,088.5 |
|
R1 |
7,107.0 |
7,107.0 |
7,083.0 |
7,122.0 |
PP |
7,072.5 |
7,072.5 |
7,072.5 |
7,080.0 |
S1 |
7,043.0 |
7,043.0 |
7,071.0 |
7,058.0 |
S2 |
7,008.5 |
7,008.5 |
7,065.5 |
|
S3 |
6,944.5 |
6,979.0 |
7,059.5 |
|
S4 |
6,880.5 |
6,915.0 |
7,042.0 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,571.5 |
7,486.5 |
7,166.5 |
|
R3 |
7,409.0 |
7,324.0 |
7,121.5 |
|
R2 |
7,246.5 |
7,246.5 |
7,107.0 |
|
R1 |
7,161.5 |
7,161.5 |
7,092.0 |
7,123.0 |
PP |
7,084.0 |
7,084.0 |
7,084.0 |
7,064.5 |
S1 |
6,999.0 |
6,999.0 |
7,062.0 |
6,960.0 |
S2 |
6,921.5 |
6,921.5 |
7,047.0 |
|
S3 |
6,759.0 |
6,836.5 |
7,032.5 |
|
S4 |
6,596.5 |
6,674.0 |
6,987.5 |
|
|
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% |
78.0 |
1.1% |
44% |
False |
False |
229,114 |
10 |
7,168.5 |
6,969.0 |
199.5 |
2.8% |
75.5 |
1.1% |
54% |
False |
False |
142,448 |
20 |
7,231.0 |
6,969.0 |
262.0 |
3.7% |
72.5 |
1.0% |
41% |
False |
False |
71,601 |
40 |
7,610.0 |
6,921.0 |
689.0 |
9.7% |
65.0 |
0.9% |
23% |
False |
False |
35,947 |
60 |
7,647.0 |
6,921.0 |
726.0 |
10.3% |
46.5 |
0.7% |
21% |
False |
False |
24,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,374.5 |
2.618 |
7,270.0 |
1.618 |
7,206.0 |
1.000 |
7,166.5 |
0.618 |
7,142.0 |
HIGH |
7,102.5 |
0.618 |
7,078.0 |
0.500 |
7,070.5 |
0.382 |
7,063.0 |
LOW |
7,038.5 |
0.618 |
6,999.0 |
1.000 |
6,974.5 |
1.618 |
6,935.0 |
2.618 |
6,871.0 |
4.250 |
6,766.5 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,075.0 |
7,069.5 |
PP |
7,072.5 |
7,062.0 |
S1 |
7,070.5 |
7,054.0 |
|