Trading Metrics calculated at close of trading on 13-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,122.47 |
7,172.25 |
49.78 |
0.7% |
6,777.63 |
High |
7,156.25 |
7,186.09 |
29.84 |
0.4% |
7,101.31 |
Low |
7,108.04 |
7,025.83 |
-82.21 |
-1.2% |
6,753.83 |
Close |
7,131.12 |
7,046.51 |
-84.61 |
-1.2% |
7,101.18 |
Range |
48.21 |
160.26 |
112.05 |
232.4% |
347.48 |
ATR |
114.41 |
117.69 |
3.27 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,566.92 |
7,466.98 |
7,134.65 |
|
R3 |
7,406.66 |
7,306.72 |
7,090.58 |
|
R2 |
7,246.40 |
7,246.40 |
7,075.89 |
|
R1 |
7,146.46 |
7,146.46 |
7,061.20 |
7,116.30 |
PP |
7,086.14 |
7,086.14 |
7,086.14 |
7,071.07 |
S1 |
6,986.20 |
6,986.20 |
7,031.82 |
6,956.04 |
S2 |
6,925.88 |
6,925.88 |
7,017.13 |
|
S3 |
6,765.62 |
6,825.94 |
7,002.44 |
|
S4 |
6,605.36 |
6,665.68 |
6,958.37 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,027.88 |
7,912.01 |
7,292.29 |
|
R3 |
7,680.40 |
7,564.53 |
7,196.74 |
|
R2 |
7,332.92 |
7,332.92 |
7,164.88 |
|
R1 |
7,217.05 |
7,217.05 |
7,133.03 |
7,274.99 |
PP |
6,985.44 |
6,985.44 |
6,985.44 |
7,014.41 |
S1 |
6,869.57 |
6,869.57 |
7,069.33 |
6,927.51 |
S2 |
6,637.96 |
6,637.96 |
7,037.48 |
|
S3 |
6,290.48 |
6,522.09 |
7,005.62 |
|
S4 |
5,943.00 |
6,174.61 |
6,910.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,186.09 |
6,850.91 |
335.18 |
4.8% |
85.34 |
1.2% |
58% |
True |
False |
|
10 |
7,186.09 |
6,645.03 |
541.06 |
7.7% |
112.95 |
1.6% |
74% |
True |
False |
|
20 |
7,186.09 |
6,478.41 |
707.68 |
10.0% |
108.37 |
1.5% |
80% |
True |
False |
|
40 |
7,186.09 |
6,164.43 |
1,021.66 |
14.5% |
118.18 |
1.7% |
86% |
True |
False |
|
60 |
7,186.09 |
6,164.43 |
1,021.66 |
14.5% |
93.18 |
1.3% |
86% |
True |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.5% |
83.71 |
1.2% |
86% |
True |
False |
|
100 |
7,186.09 |
6,011.24 |
1,174.85 |
16.7% |
75.80 |
1.1% |
88% |
True |
False |
|
120 |
7,186.09 |
5,839.89 |
1,346.20 |
19.1% |
69.47 |
1.0% |
90% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,867.20 |
2.618 |
7,605.65 |
1.618 |
7,445.39 |
1.000 |
7,346.35 |
0.618 |
7,285.13 |
HIGH |
7,186.09 |
0.618 |
7,124.87 |
0.500 |
7,105.96 |
0.382 |
7,087.05 |
LOW |
7,025.83 |
0.618 |
6,926.79 |
1.000 |
6,865.57 |
1.618 |
6,766.53 |
2.618 |
6,606.27 |
4.250 |
6,344.73 |
|
|
Fisher Pivots for day following 13-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,105.96 |
7,096.70 |
PP |
7,086.14 |
7,079.97 |
S1 |
7,066.33 |
7,063.24 |
|