Trading Metrics calculated at close of trading on 21-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
8,422.27 |
8,917.49 |
495.22 |
5.9% |
9,000.72 |
High |
9,030.74 |
9,168.65 |
137.91 |
1.5% |
9,892.50 |
Low |
8,336.15 |
8,776.59 |
440.44 |
5.3% |
7,682.87 |
Close |
8,917.49 |
8,885.57 |
-31.92 |
-0.4% |
8,526.98 |
Range |
694.59 |
392.06 |
-302.53 |
-43.6% |
2,209.63 |
ATR |
1,012.67 |
968.34 |
-44.33 |
-4.4% |
0.00 |
Volume |
120,979 |
101,789 |
-19,190 |
-15.9% |
714,343 |
|
Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,119.78 |
9,894.74 |
9,101.20 |
|
R3 |
9,727.72 |
9,502.68 |
8,993.39 |
|
R2 |
9,335.66 |
9,335.66 |
8,957.45 |
|
R1 |
9,110.62 |
9,110.62 |
8,921.51 |
9,027.11 |
PP |
8,943.60 |
8,943.60 |
8,943.60 |
8,901.85 |
S1 |
8,718.56 |
8,718.56 |
8,849.63 |
8,635.05 |
S2 |
8,551.54 |
8,551.54 |
8,813.69 |
|
S3 |
8,159.48 |
8,326.50 |
8,777.75 |
|
S4 |
7,767.42 |
7,934.44 |
8,669.94 |
|
|
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 |
9,168.65 |
7,310.07 |
1,858.58 |
20.9% |
746.68 |
8.4% |
85% |
True |
False |
143,298 |
10 |
10,112.05 |
7,310.07 |
2,801.98 |
31.5% |
889.07 |
10.0% |
56% |
False |
False |
147,693 |
20 |
11,680.88 |
7,310.07 |
4,370.81 |
49.2% |
884.06 |
9.9% |
36% |
False |
False |
127,498 |
40 |
11,815.61 |
5,963.26 |
5,852.35 |
65.9% |
1,047.29 |
11.8% |
50% |
False |
False |
145,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,834.91 |
2.618 |
10,195.06 |
1.618 |
9,803.00 |
1.000 |
9,560.71 |
0.618 |
9,410.94 |
HIGH |
9,168.65 |
0.618 |
9,018.88 |
0.500 |
8,972.62 |
0.382 |
8,926.36 |
LOW |
8,776.59 |
0.618 |
8,534.30 |
1.000 |
8,384.53 |
1.618 |
8,142.24 |
2.618 |
7,750.18 |
4.250 |
7,110.34 |
|
|
Fisher Pivots for day following 21-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
8,972.62 |
8,670.17 |
PP |
8,943.60 |
8,454.76 |
S1 |
8,914.59 |
8,239.36 |
|