Trading Metrics calculated at close of trading on 19-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,054.0 |
7,057.5 |
3.5 |
0.0% |
7,136.0 |
High |
7,102.5 |
7,068.5 |
-34.0 |
-0.5% |
7,168.5 |
Low |
7,038.5 |
6,936.5 |
-102.0 |
-1.4% |
7,006.0 |
Close |
7,077.0 |
6,954.0 |
-123.0 |
-1.7% |
7,077.0 |
Range |
64.0 |
132.0 |
68.0 |
106.3% |
162.5 |
ATR |
77.6 |
82.1 |
4.5 |
5.8% |
0.0 |
Volume |
117,222 |
119,341 |
2,119 |
1.8% |
1,145,574 |
|
Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,382.5 |
7,300.0 |
7,026.5 |
|
R3 |
7,250.5 |
7,168.0 |
6,990.5 |
|
R2 |
7,118.5 |
7,118.5 |
6,978.0 |
|
R1 |
7,036.0 |
7,036.0 |
6,966.0 |
7,011.0 |
PP |
6,986.5 |
6,986.5 |
6,986.5 |
6,974.0 |
S1 |
6,904.0 |
6,904.0 |
6,942.0 |
6,879.0 |
S2 |
6,854.5 |
6,854.5 |
6,930.0 |
|
S3 |
6,722.5 |
6,772.0 |
6,917.5 |
|
S4 |
6,590.5 |
6,640.0 |
6,881.5 |
|
|
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 |
7,138.5 |
6,936.5 |
202.0 |
2.9% |
91.5 |
1.3% |
9% |
False |
True |
209,914 |
10 |
7,168.5 |
6,936.5 |
232.0 |
3.3% |
79.5 |
1.1% |
8% |
False |
True |
154,151 |
20 |
7,231.0 |
6,936.5 |
294.5 |
4.2% |
75.5 |
1.1% |
6% |
False |
True |
77,566 |
40 |
7,610.0 |
6,921.0 |
689.0 |
9.9% |
68.0 |
1.0% |
5% |
False |
False |
38,930 |
60 |
7,647.0 |
6,921.0 |
726.0 |
10.4% |
49.0 |
0.7% |
5% |
False |
False |
26,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,629.5 |
2.618 |
7,414.0 |
1.618 |
7,282.0 |
1.000 |
7,200.5 |
0.618 |
7,150.0 |
HIGH |
7,068.5 |
0.618 |
7,018.0 |
0.500 |
7,002.5 |
0.382 |
6,987.0 |
LOW |
6,936.5 |
0.618 |
6,855.0 |
1.000 |
6,804.5 |
1.618 |
6,723.0 |
2.618 |
6,591.0 |
4.250 |
6,375.5 |
|
|
Fisher Pivots for day following 19-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,002.5 |
7,019.5 |
PP |
6,986.5 |
6,997.5 |
S1 |
6,970.0 |
6,976.0 |
|