Trading Metrics calculated at close of trading on 22-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,969.0 |
6,948.0 |
-21.0 |
-0.3% |
7,136.0 |
High |
6,987.0 |
6,954.5 |
-32.5 |
-0.5% |
7,168.5 |
Low |
6,910.0 |
6,804.5 |
-105.5 |
-1.5% |
7,006.0 |
Close |
6,948.5 |
6,862.0 |
-86.5 |
-1.2% |
7,077.0 |
Range |
77.0 |
150.0 |
73.0 |
94.8% |
162.5 |
ATR |
79.2 |
84.2 |
5.1 |
6.4% |
0.0 |
Volume |
86,863 |
141,786 |
54,923 |
63.2% |
1,145,574 |
|
Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,323.5 |
7,243.0 |
6,944.5 |
|
R3 |
7,173.5 |
7,093.0 |
6,903.0 |
|
R2 |
7,023.5 |
7,023.5 |
6,889.5 |
|
R1 |
6,943.0 |
6,943.0 |
6,876.0 |
6,908.0 |
PP |
6,873.5 |
6,873.5 |
6,873.5 |
6,856.5 |
S1 |
6,793.0 |
6,793.0 |
6,848.0 |
6,758.0 |
S2 |
6,723.5 |
6,723.5 |
6,834.5 |
|
S3 |
6,573.5 |
6,643.0 |
6,821.0 |
|
S4 |
6,423.5 |
6,493.0 |
6,779.5 |
|
|
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 |
6,804.5 |
298.0 |
4.3% |
92.5 |
1.3% |
19% |
False |
True |
111,981 |
10 |
7,168.5 |
6,804.5 |
364.0 |
5.3% |
83.5 |
1.2% |
16% |
False |
True |
176,470 |
20 |
7,231.0 |
6,804.5 |
426.5 |
6.2% |
78.5 |
1.1% |
13% |
False |
True |
93,642 |
40 |
7,574.0 |
6,804.5 |
769.5 |
11.2% |
73.0 |
1.1% |
7% |
False |
True |
46,906 |
60 |
7,647.0 |
6,804.5 |
842.5 |
12.3% |
52.0 |
0.8% |
7% |
False |
True |
31,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,592.0 |
2.618 |
7,347.0 |
1.618 |
7,197.0 |
1.000 |
7,104.5 |
0.618 |
7,047.0 |
HIGH |
6,954.5 |
0.618 |
6,897.0 |
0.500 |
6,879.5 |
0.382 |
6,862.0 |
LOW |
6,804.5 |
0.618 |
6,712.0 |
1.000 |
6,654.5 |
1.618 |
6,562.0 |
2.618 |
6,412.0 |
4.250 |
6,167.0 |
|
|
Fisher Pivots for day following 22-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,879.5 |
6,899.5 |
PP |
6,873.5 |
6,887.0 |
S1 |
6,868.0 |
6,874.5 |
|