Trading Metrics calculated at close of trading on 20-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,057.5 |
6,974.0 |
-83.5 |
-1.2% |
7,136.0 |
High |
7,068.5 |
6,994.5 |
-74.0 |
-1.0% |
7,168.5 |
Low |
6,936.5 |
6,954.5 |
18.0 |
0.3% |
7,006.0 |
Close |
6,954.0 |
6,989.5 |
35.5 |
0.5% |
7,077.0 |
Range |
132.0 |
40.0 |
-92.0 |
-69.7% |
162.5 |
ATR |
82.1 |
79.2 |
-3.0 |
-3.6% |
0.0 |
Volume |
119,341 |
94,695 |
-24,646 |
-20.7% |
1,145,574 |
|
Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,099.5 |
7,084.5 |
7,011.5 |
|
R3 |
7,059.5 |
7,044.5 |
7,000.5 |
|
R2 |
7,019.5 |
7,019.5 |
6,997.0 |
|
R1 |
7,004.5 |
7,004.5 |
6,993.0 |
7,012.0 |
PP |
6,979.5 |
6,979.5 |
6,979.5 |
6,983.0 |
S1 |
6,964.5 |
6,964.5 |
6,986.0 |
6,972.0 |
S2 |
6,939.5 |
6,939.5 |
6,982.0 |
|
S3 |
6,899.5 |
6,924.5 |
6,978.5 |
|
S4 |
6,859.5 |
6,884.5 |
6,967.5 |
|
|
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 |
7,102.5 |
6,936.5 |
166.0 |
2.4% |
75.0 |
1.1% |
32% |
False |
False |
139,577 |
10 |
7,168.5 |
6,936.5 |
232.0 |
3.3% |
79.0 |
1.1% |
23% |
False |
False |
162,809 |
20 |
7,231.0 |
6,936.5 |
294.5 |
4.2% |
74.5 |
1.1% |
18% |
False |
False |
82,247 |
40 |
7,574.0 |
6,921.0 |
653.0 |
9.3% |
68.5 |
1.0% |
10% |
False |
False |
41,297 |
60 |
7,647.0 |
6,921.0 |
726.0 |
10.4% |
48.5 |
0.7% |
9% |
False |
False |
27,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,164.5 |
2.618 |
7,099.0 |
1.618 |
7,059.0 |
1.000 |
7,034.5 |
0.618 |
7,019.0 |
HIGH |
6,994.5 |
0.618 |
6,979.0 |
0.500 |
6,974.5 |
0.382 |
6,970.0 |
LOW |
6,954.5 |
0.618 |
6,930.0 |
1.000 |
6,914.5 |
1.618 |
6,890.0 |
2.618 |
6,850.0 |
4.250 |
6,784.5 |
|
|
Fisher Pivots for day following 20-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,984.5 |
7,019.5 |
PP |
6,979.5 |
7,009.5 |
S1 |
6,974.5 |
6,999.5 |
|