Trading Metrics calculated at close of trading on 29-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,846.0 |
6,943.5 |
97.5 |
1.4% |
7,057.5 |
High |
6,977.0 |
7,026.0 |
49.0 |
0.7% |
7,068.5 |
Low |
6,836.0 |
6,928.0 |
92.0 |
1.3% |
6,766.5 |
Close |
6,943.5 |
6,993.5 |
50.0 |
0.7% |
6,847.0 |
Range |
141.0 |
98.0 |
-43.0 |
-30.5% |
302.0 |
ATR |
94.7 |
94.9 |
0.2 |
0.2% |
0.0 |
Volume |
160,380 |
135,747 |
-24,633 |
-15.4% |
594,285 |
|
Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,276.5 |
7,233.0 |
7,047.5 |
|
R3 |
7,178.5 |
7,135.0 |
7,020.5 |
|
R2 |
7,080.5 |
7,080.5 |
7,011.5 |
|
R1 |
7,037.0 |
7,037.0 |
7,002.5 |
7,059.0 |
PP |
6,982.5 |
6,982.5 |
6,982.5 |
6,993.5 |
S1 |
6,939.0 |
6,939.0 |
6,984.5 |
6,961.0 |
S2 |
6,884.5 |
6,884.5 |
6,975.5 |
|
S3 |
6,786.5 |
6,841.0 |
6,966.5 |
|
S4 |
6,688.5 |
6,743.0 |
6,939.5 |
|
|
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 |
7,026.0 |
6,766.5 |
259.5 |
3.7% |
112.5 |
1.6% |
87% |
True |
False |
140,790 |
10 |
7,102.5 |
6,766.5 |
336.0 |
4.8% |
102.5 |
1.5% |
68% |
False |
False |
126,385 |
20 |
7,168.5 |
6,766.5 |
402.0 |
5.7% |
90.0 |
1.3% |
56% |
False |
False |
128,646 |
40 |
7,340.0 |
6,766.5 |
573.5 |
8.2% |
83.5 |
1.2% |
40% |
False |
False |
64,486 |
60 |
7,647.0 |
6,766.5 |
880.5 |
12.6% |
61.0 |
0.9% |
26% |
False |
False |
43,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,442.5 |
2.618 |
7,282.5 |
1.618 |
7,184.5 |
1.000 |
7,124.0 |
0.618 |
7,086.5 |
HIGH |
7,026.0 |
0.618 |
6,988.5 |
0.500 |
6,977.0 |
0.382 |
6,965.5 |
LOW |
6,928.0 |
0.618 |
6,867.5 |
1.000 |
6,830.0 |
1.618 |
6,769.5 |
2.618 |
6,671.5 |
4.250 |
6,511.5 |
|
|
Fisher Pivots for day following 29-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,988.0 |
6,971.0 |
PP |
6,982.5 |
6,949.0 |
S1 |
6,977.0 |
6,926.5 |
|