Trading Metrics calculated at close of trading on 23-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,948.0 |
6,777.0 |
-171.0 |
-2.5% |
7,057.5 |
High |
6,954.5 |
6,867.5 |
-87.0 |
-1.3% |
7,068.5 |
Low |
6,804.5 |
6,766.5 |
-38.0 |
-0.6% |
6,766.5 |
Close |
6,862.0 |
6,847.0 |
-15.0 |
-0.2% |
6,847.0 |
Range |
150.0 |
101.0 |
-49.0 |
-32.7% |
302.0 |
ATR |
84.2 |
85.4 |
1.2 |
1.4% |
0.0 |
Volume |
141,786 |
151,600 |
9,814 |
6.9% |
594,285 |
|
Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,130.0 |
7,089.5 |
6,902.5 |
|
R3 |
7,029.0 |
6,988.5 |
6,875.0 |
|
R2 |
6,928.0 |
6,928.0 |
6,865.5 |
|
R1 |
6,887.5 |
6,887.5 |
6,856.5 |
6,908.0 |
PP |
6,827.0 |
6,827.0 |
6,827.0 |
6,837.0 |
S1 |
6,786.5 |
6,786.5 |
6,837.5 |
6,807.0 |
S2 |
6,726.0 |
6,726.0 |
6,828.5 |
|
S3 |
6,625.0 |
6,685.5 |
6,819.0 |
|
S4 |
6,524.0 |
6,584.5 |
6,791.5 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,800.0 |
7,625.5 |
7,013.0 |
|
R3 |
7,498.0 |
7,323.5 |
6,930.0 |
|
R2 |
7,196.0 |
7,196.0 |
6,902.5 |
|
R1 |
7,021.5 |
7,021.5 |
6,874.5 |
6,958.0 |
PP |
6,894.0 |
6,894.0 |
6,894.0 |
6,862.0 |
S1 |
6,719.5 |
6,719.5 |
6,819.5 |
6,656.0 |
S2 |
6,592.0 |
6,592.0 |
6,791.5 |
|
S3 |
6,290.0 |
6,417.5 |
6,764.0 |
|
S4 |
5,988.0 |
6,115.5 |
6,681.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,068.5 |
6,766.5 |
302.0 |
4.4% |
100.0 |
1.5% |
27% |
False |
True |
118,857 |
10 |
7,168.5 |
6,766.5 |
402.0 |
5.9% |
89.0 |
1.3% |
20% |
False |
True |
173,985 |
20 |
7,231.0 |
6,766.5 |
464.5 |
6.8% |
81.0 |
1.2% |
17% |
False |
True |
101,220 |
40 |
7,574.0 |
6,766.5 |
807.5 |
11.8% |
75.0 |
1.1% |
10% |
False |
True |
50,694 |
60 |
7,647.0 |
6,766.5 |
880.5 |
12.9% |
53.5 |
0.8% |
9% |
False |
True |
33,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,297.0 |
2.618 |
7,132.0 |
1.618 |
7,031.0 |
1.000 |
6,968.5 |
0.618 |
6,930.0 |
HIGH |
6,867.5 |
0.618 |
6,829.0 |
0.500 |
6,817.0 |
0.382 |
6,805.0 |
LOW |
6,766.5 |
0.618 |
6,704.0 |
1.000 |
6,665.5 |
1.618 |
6,603.0 |
2.618 |
6,502.0 |
4.250 |
6,337.0 |
|
|
Fisher Pivots for day following 23-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,837.0 |
6,877.0 |
PP |
6,827.0 |
6,867.0 |
S1 |
6,817.0 |
6,857.0 |
|