Trading Metrics calculated at close of trading on 28-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,864.5 |
6,846.0 |
-18.5 |
-0.3% |
7,057.5 |
High |
6,957.5 |
6,977.0 |
19.5 |
0.3% |
7,068.5 |
Low |
6,827.0 |
6,836.0 |
9.0 |
0.1% |
6,766.5 |
Close |
6,906.5 |
6,943.5 |
37.0 |
0.5% |
6,847.0 |
Range |
130.5 |
141.0 |
10.5 |
8.0% |
302.0 |
ATR |
91.1 |
94.7 |
3.6 |
3.9% |
0.0 |
Volume |
139,116 |
160,380 |
21,264 |
15.3% |
594,285 |
|
Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,342.0 |
7,283.5 |
7,021.0 |
|
R3 |
7,201.0 |
7,142.5 |
6,982.5 |
|
R2 |
7,060.0 |
7,060.0 |
6,969.5 |
|
R1 |
7,001.5 |
7,001.5 |
6,956.5 |
7,031.0 |
PP |
6,919.0 |
6,919.0 |
6,919.0 |
6,933.5 |
S1 |
6,860.5 |
6,860.5 |
6,930.5 |
6,890.0 |
S2 |
6,778.0 |
6,778.0 |
6,917.5 |
|
S3 |
6,637.0 |
6,719.5 |
6,904.5 |
|
S4 |
6,496.0 |
6,578.5 |
6,866.0 |
|
|
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 |
6,977.0 |
6,766.5 |
210.5 |
3.0% |
123.0 |
1.8% |
84% |
True |
False |
141,997 |
10 |
7,102.5 |
6,766.5 |
336.0 |
4.8% |
100.0 |
1.4% |
53% |
False |
False |
128,436 |
20 |
7,168.5 |
6,766.5 |
402.0 |
5.8% |
89.5 |
1.3% |
44% |
False |
False |
121,981 |
40 |
7,350.5 |
6,766.5 |
584.0 |
8.4% |
81.0 |
1.2% |
30% |
False |
False |
61,099 |
60 |
7,647.0 |
6,766.5 |
880.5 |
12.7% |
59.5 |
0.9% |
20% |
False |
False |
40,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,576.0 |
2.618 |
7,346.0 |
1.618 |
7,205.0 |
1.000 |
7,118.0 |
0.618 |
7,064.0 |
HIGH |
6,977.0 |
0.618 |
6,923.0 |
0.500 |
6,906.5 |
0.382 |
6,890.0 |
LOW |
6,836.0 |
0.618 |
6,749.0 |
1.000 |
6,695.0 |
1.618 |
6,608.0 |
2.618 |
6,467.0 |
4.250 |
6,237.0 |
|
|
Fisher Pivots for day following 28-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,931.0 |
6,922.0 |
PP |
6,919.0 |
6,900.0 |
S1 |
6,906.5 |
6,878.5 |
|