Trading Metrics calculated at close of trading on 15-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
7,077.85 |
7,050.66 |
-27.19 |
-0.4% |
6,777.63 |
High |
7,084.07 |
7,075.55 |
-8.52 |
-0.1% |
7,101.31 |
Low |
7,012.57 |
7,010.01 |
-2.56 |
0.0% |
6,753.83 |
Close |
7,040.98 |
7,030.97 |
-10.01 |
-0.1% |
7,101.18 |
Range |
71.50 |
65.54 |
-5.96 |
-8.3% |
347.48 |
ATR |
114.39 |
110.90 |
-3.49 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,235.46 |
7,198.76 |
7,067.02 |
|
R3 |
7,169.92 |
7,133.22 |
7,048.99 |
|
R2 |
7,104.38 |
7,104.38 |
7,042.99 |
|
R1 |
7,067.68 |
7,067.68 |
7,036.98 |
7,053.26 |
PP |
7,038.84 |
7,038.84 |
7,038.84 |
7,031.64 |
S1 |
7,002.14 |
7,002.14 |
7,024.96 |
6,987.72 |
S2 |
6,973.30 |
6,973.30 |
7,018.95 |
|
S3 |
6,907.76 |
6,936.60 |
7,012.95 |
|
S4 |
6,842.22 |
6,871.06 |
6,994.92 |
|
|
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 |
7,007.30 |
178.79 |
2.5% |
87.90 |
1.3% |
13% |
False |
False |
|
10 |
7,186.09 |
6,645.03 |
541.06 |
7.7% |
95.19 |
1.4% |
71% |
False |
False |
|
20 |
7,186.09 |
6,645.03 |
541.06 |
7.7% |
102.58 |
1.5% |
71% |
False |
False |
|
40 |
7,186.09 |
6,164.43 |
1,021.66 |
14.5% |
116.65 |
1.7% |
85% |
False |
False |
|
60 |
7,186.09 |
6,164.43 |
1,021.66 |
14.5% |
93.74 |
1.3% |
85% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.5% |
84.09 |
1.2% |
85% |
False |
False |
|
100 |
7,186.09 |
6,011.24 |
1,174.85 |
16.7% |
76.53 |
1.1% |
87% |
False |
False |
|
120 |
7,186.09 |
5,839.89 |
1,346.20 |
19.1% |
69.65 |
1.0% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,354.10 |
2.618 |
7,247.13 |
1.618 |
7,181.59 |
1.000 |
7,141.09 |
0.618 |
7,116.05 |
HIGH |
7,075.55 |
0.618 |
7,050.51 |
0.500 |
7,042.78 |
0.382 |
7,035.05 |
LOW |
7,010.01 |
0.618 |
6,969.51 |
1.000 |
6,944.47 |
1.618 |
6,903.97 |
2.618 |
6,838.43 |
4.250 |
6,731.47 |
|
|
Fisher Pivots for day following 15-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,042.78 |
7,098.05 |
PP |
7,038.84 |
7,075.69 |
S1 |
7,034.91 |
7,053.33 |
|