Trading Metrics calculated at close of trading on 22-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
8,917.49 |
8,885.57 |
-31.92 |
-0.4% |
9,000.72 |
High |
9,168.65 |
9,091.40 |
-77.25 |
-0.8% |
9,892.50 |
Low |
8,776.59 |
8,482.49 |
-294.10 |
-3.4% |
7,682.87 |
Close |
8,885.57 |
8,599.33 |
-286.24 |
-3.2% |
8,526.98 |
Range |
392.06 |
608.91 |
216.85 |
55.3% |
2,209.63 |
ATR |
968.34 |
942.67 |
-25.67 |
-2.7% |
0.00 |
Volume |
101,789 |
106,286 |
4,497 |
4.4% |
714,343 |
|
Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,551.14 |
10,184.14 |
8,934.23 |
|
R3 |
9,942.23 |
9,575.23 |
8,766.78 |
|
R2 |
9,333.32 |
9,333.32 |
8,710.96 |
|
R1 |
8,966.32 |
8,966.32 |
8,655.15 |
8,845.37 |
PP |
8,724.41 |
8,724.41 |
8,724.41 |
8,663.93 |
S1 |
8,357.41 |
8,357.41 |
8,543.51 |
8,236.46 |
S2 |
8,115.50 |
8,115.50 |
8,487.70 |
|
S3 |
7,506.59 |
7,748.50 |
8,431.88 |
|
S4 |
6,897.68 |
7,139.59 |
8,264.43 |
|
|
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 |
21.6% |
745.05 |
8.7% |
69% |
False |
False |
126,169 |
10 |
9,892.50 |
7,310.07 |
2,582.43 |
30.0% |
850.92 |
9.9% |
50% |
False |
False |
143,441 |
20 |
11,680.88 |
7,310.07 |
4,370.81 |
50.8% |
855.31 |
9.9% |
29% |
False |
False |
124,714 |
40 |
11,815.61 |
5,963.26 |
5,852.35 |
68.1% |
1,042.18 |
12.1% |
45% |
False |
False |
146,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,679.27 |
2.618 |
10,685.53 |
1.618 |
10,076.62 |
1.000 |
9,700.31 |
0.618 |
9,467.71 |
HIGH |
9,091.40 |
0.618 |
8,858.80 |
0.500 |
8,786.95 |
0.382 |
8,715.09 |
LOW |
8,482.49 |
0.618 |
8,106.18 |
1.000 |
7,873.58 |
1.618 |
7,497.27 |
2.618 |
6,888.36 |
4.250 |
5,894.62 |
|
|
Fisher Pivots for day following 22-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
8,786.95 |
8,752.40 |
PP |
8,724.41 |
8,701.38 |
S1 |
8,661.87 |
8,650.35 |
|