Trading Metrics calculated at close of trading on 19-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
8,260.13 |
8,526.98 |
266.85 |
3.2% |
9,000.72 |
High |
8,592.21 |
8,687.47 |
95.26 |
1.1% |
9,892.50 |
Low |
7,939.90 |
7,310.07 |
-629.83 |
-7.9% |
7,682.87 |
Close |
8,526.98 |
8,422.27 |
-104.71 |
-1.2% |
8,526.98 |
Range |
652.31 |
1,377.40 |
725.09 |
111.2% |
2,209.63 |
ATR |
1,010.96 |
1,037.14 |
26.17 |
2.6% |
0.00 |
Volume |
117,821 |
183,970 |
66,149 |
56.1% |
714,343 |
|
Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,272.14 |
11,724.60 |
9,179.84 |
|
R3 |
10,894.74 |
10,347.20 |
8,801.06 |
|
R2 |
9,517.34 |
9,517.34 |
8,674.79 |
|
R1 |
8,969.80 |
8,969.80 |
8,548.53 |
8,554.87 |
PP |
8,139.94 |
8,139.94 |
8,139.94 |
7,932.47 |
S1 |
7,592.40 |
7,592.40 |
8,296.01 |
7,177.47 |
S2 |
6,762.54 |
6,762.54 |
8,169.75 |
|
S3 |
5,385.14 |
6,215.00 |
8,043.49 |
|
S4 |
4,007.74 |
4,837.60 |
7,664.70 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,329.67 |
14,137.96 |
9,742.28 |
|
R3 |
13,120.04 |
11,928.33 |
9,134.63 |
|
R2 |
10,910.41 |
10,910.41 |
8,932.08 |
|
R1 |
9,718.70 |
9,718.70 |
8,729.53 |
9,209.74 |
PP |
8,700.78 |
8,700.78 |
8,700.78 |
8,446.31 |
S1 |
7,509.07 |
7,509.07 |
8,324.43 |
7,000.11 |
S2 |
6,491.15 |
6,491.15 |
8,121.88 |
|
S3 |
4,281.52 |
5,299.44 |
7,919.33 |
|
S4 |
2,071.89 |
3,089.81 |
7,311.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,478.75 |
7,310.07 |
2,168.68 |
25.7% |
880.32 |
10.5% |
51% |
False |
True |
151,838 |
10 |
11,611.41 |
7,310.07 |
4,301.34 |
51.1% |
1,024.82 |
12.2% |
26% |
False |
True |
151,579 |
20 |
11,770.87 |
7,310.07 |
4,460.80 |
53.0% |
940.97 |
11.2% |
25% |
False |
True |
131,296 |
40 |
11,815.61 |
5,963.26 |
5,852.35 |
69.5% |
1,080.81 |
12.8% |
42% |
False |
False |
145,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,541.42 |
2.618 |
12,293.50 |
1.618 |
10,916.10 |
1.000 |
10,064.87 |
0.618 |
9,538.70 |
HIGH |
8,687.47 |
0.618 |
8,161.30 |
0.500 |
7,998.77 |
0.382 |
7,836.24 |
LOW |
7,310.07 |
0.618 |
6,458.84 |
1.000 |
5,932.67 |
1.618 |
5,081.44 |
2.618 |
3,704.04 |
4.250 |
1,456.12 |
|
|
Fisher Pivots for day following 19-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
8,281.10 |
8,281.10 |
PP |
8,139.94 |
8,139.94 |
S1 |
7,998.77 |
7,998.77 |
|