Trading Metrics calculated at close of trading on 21-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,974.0 |
6,969.0 |
-5.0 |
-0.1% |
7,136.0 |
High |
6,994.5 |
6,987.0 |
-7.5 |
-0.1% |
7,168.5 |
Low |
6,954.5 |
6,910.0 |
-44.5 |
-0.6% |
7,006.0 |
Close |
6,989.5 |
6,948.5 |
-41.0 |
-0.6% |
7,077.0 |
Range |
40.0 |
77.0 |
37.0 |
92.5% |
162.5 |
ATR |
79.2 |
79.2 |
0.0 |
0.0% |
0.0 |
Volume |
94,695 |
86,863 |
-7,832 |
-8.3% |
1,145,574 |
|
Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,179.5 |
7,141.0 |
6,991.0 |
|
R3 |
7,102.5 |
7,064.0 |
6,969.5 |
|
R2 |
7,025.5 |
7,025.5 |
6,962.5 |
|
R1 |
6,987.0 |
6,987.0 |
6,955.5 |
6,968.0 |
PP |
6,948.5 |
6,948.5 |
6,948.5 |
6,939.0 |
S1 |
6,910.0 |
6,910.0 |
6,941.5 |
6,891.0 |
S2 |
6,871.5 |
6,871.5 |
6,934.5 |
|
S3 |
6,794.5 |
6,833.0 |
6,927.5 |
|
S4 |
6,717.5 |
6,756.0 |
6,906.0 |
|
|
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 |
7,102.5 |
6,910.0 |
192.5 |
2.8% |
77.0 |
1.1% |
20% |
False |
True |
114,875 |
10 |
7,168.5 |
6,910.0 |
258.5 |
3.7% |
77.0 |
1.1% |
15% |
False |
True |
170,354 |
20 |
7,231.0 |
6,910.0 |
321.0 |
4.6% |
74.5 |
1.1% |
12% |
False |
True |
86,589 |
40 |
7,574.0 |
6,910.0 |
664.0 |
9.6% |
69.0 |
1.0% |
6% |
False |
True |
43,362 |
60 |
7,647.0 |
6,910.0 |
737.0 |
10.6% |
49.5 |
0.7% |
5% |
False |
True |
29,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,314.0 |
2.618 |
7,188.5 |
1.618 |
7,111.5 |
1.000 |
7,064.0 |
0.618 |
7,034.5 |
HIGH |
6,987.0 |
0.618 |
6,957.5 |
0.500 |
6,948.5 |
0.382 |
6,939.5 |
LOW |
6,910.0 |
0.618 |
6,862.5 |
1.000 |
6,833.0 |
1.618 |
6,785.5 |
2.618 |
6,708.5 |
4.250 |
6,583.0 |
|
|
Fisher Pivots for day following 21-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,948.5 |
6,989.0 |
PP |
6,948.5 |
6,975.5 |
S1 |
6,948.5 |
6,962.0 |
|