Trading Metrics calculated at close of trading on 26-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
8,599.70 |
8,616.10 |
16.40 |
0.2% |
8,526.98 |
High |
8,766.41 |
9,005.83 |
239.42 |
2.7% |
9,168.65 |
Low |
8,300.94 |
7,871.84 |
-429.10 |
-5.2% |
7,310.07 |
Close |
8,618.66 |
7,897.76 |
-720.90 |
-8.4% |
8,618.66 |
Range |
465.47 |
1,133.99 |
668.52 |
143.6% |
1,858.58 |
ATR |
908.58 |
924.68 |
16.10 |
1.8% |
0.00 |
Volume |
99,051 |
114,030 |
14,979 |
15.1% |
612,075 |
|
Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,660.45 |
10,913.09 |
8,521.45 |
|
R3 |
10,526.46 |
9,779.10 |
8,209.61 |
|
R2 |
9,392.47 |
9,392.47 |
8,105.66 |
|
R1 |
8,645.11 |
8,645.11 |
8,001.71 |
8,451.80 |
PP |
8,258.48 |
8,258.48 |
8,258.48 |
8,161.82 |
S1 |
7,511.12 |
7,511.12 |
7,793.81 |
7,317.81 |
S2 |
7,124.49 |
7,124.49 |
7,689.86 |
|
S3 |
5,990.50 |
6,377.13 |
7,585.91 |
|
S4 |
4,856.51 |
5,243.14 |
7,274.07 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,941.53 |
13,138.68 |
9,640.88 |
|
R3 |
12,082.95 |
11,280.10 |
9,129.77 |
|
R2 |
10,224.37 |
10,224.37 |
8,959.40 |
|
R1 |
9,421.52 |
9,421.52 |
8,789.03 |
9,822.95 |
PP |
8,365.79 |
8,365.79 |
8,365.79 |
8,566.51 |
S1 |
7,562.94 |
7,562.94 |
8,448.29 |
7,964.37 |
S2 |
6,507.21 |
6,507.21 |
8,277.92 |
|
S3 |
4,648.63 |
5,704.36 |
8,107.55 |
|
S4 |
2,790.05 |
3,845.78 |
7,596.44 |
|
|
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 |
7,871.84 |
1,296.81 |
16.4% |
659.00 |
8.3% |
2% |
False |
True |
108,427 |
10 |
9,478.75 |
7,310.07 |
2,168.68 |
27.5% |
769.66 |
9.7% |
27% |
False |
False |
130,132 |
20 |
11,680.88 |
7,310.07 |
4,370.81 |
55.3% |
842.35 |
10.7% |
13% |
False |
False |
123,404 |
40 |
11,770.87 |
5,963.26 |
5,807.61 |
73.5% |
1,023.22 |
13.0% |
33% |
False |
False |
146,722 |
60 |
17,224.62 |
5,963.26 |
11,261.36 |
142.6% |
1,253.06 |
15.9% |
17% |
False |
False |
138,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,825.29 |
2.618 |
11,974.62 |
1.618 |
10,840.63 |
1.000 |
10,139.82 |
0.618 |
9,706.64 |
HIGH |
9,005.83 |
0.618 |
8,572.65 |
0.500 |
8,438.84 |
0.382 |
8,305.02 |
LOW |
7,871.84 |
0.618 |
7,171.03 |
1.000 |
6,737.85 |
1.618 |
6,037.04 |
2.618 |
4,903.05 |
4.250 |
3,052.38 |
|
|
Fisher Pivots for day following 26-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
8,438.84 |
8,481.62 |
PP |
8,258.48 |
8,287.00 |
S1 |
8,078.12 |
8,092.38 |
|