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 |
6,871.09 |
6,863.29 |
-7.80 |
-0.1% |
7,122.47 |
High |
6,902.23 |
6,930.70 |
28.47 |
0.4% |
7,186.09 |
Low |
6,845.85 |
6,828.88 |
-16.97 |
-0.2% |
7,010.01 |
Close |
6,885.92 |
6,853.45 |
-32.47 |
-0.5% |
7,019.95 |
Range |
56.38 |
101.82 |
45.44 |
80.6% |
176.08 |
ATR |
110.08 |
109.49 |
-0.59 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,176.47 |
7,116.78 |
6,909.45 |
|
R3 |
7,074.65 |
7,014.96 |
6,881.45 |
|
R2 |
6,972.83 |
6,972.83 |
6,872.12 |
|
R1 |
6,913.14 |
6,913.14 |
6,862.78 |
6,892.08 |
PP |
6,871.01 |
6,871.01 |
6,871.01 |
6,860.48 |
S1 |
6,811.32 |
6,811.32 |
6,844.12 |
6,790.26 |
S2 |
6,769.19 |
6,769.19 |
6,834.78 |
|
S3 |
6,667.37 |
6,709.50 |
6,825.45 |
|
S4 |
6,565.55 |
6,607.68 |
6,797.45 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,600.26 |
7,486.18 |
7,116.79 |
|
R3 |
7,424.18 |
7,310.10 |
7,068.37 |
|
R2 |
7,248.10 |
7,248.10 |
7,052.23 |
|
R1 |
7,134.02 |
7,134.02 |
7,036.09 |
7,103.02 |
PP |
7,072.02 |
7,072.02 |
7,072.02 |
7,056.52 |
S1 |
6,957.94 |
6,957.94 |
7,003.81 |
6,926.94 |
S2 |
6,895.94 |
6,895.94 |
6,987.67 |
|
S3 |
6,719.86 |
6,781.86 |
6,971.53 |
|
S4 |
6,543.78 |
6,605.78 |
6,923.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,075.55 |
6,806.16 |
269.39 |
3.9% |
83.32 |
1.2% |
18% |
False |
False |
|
10 |
7,186.09 |
6,806.16 |
379.93 |
5.5% |
83.02 |
1.2% |
12% |
False |
False |
|
20 |
7,186.09 |
6,645.03 |
541.06 |
7.9% |
98.64 |
1.4% |
39% |
False |
False |
|
40 |
7,186.09 |
6,164.43 |
1,021.66 |
14.9% |
120.17 |
1.8% |
67% |
False |
False |
|
60 |
7,186.09 |
6,164.43 |
1,021.66 |
14.9% |
96.83 |
1.4% |
67% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.9% |
86.96 |
1.3% |
67% |
False |
False |
|
100 |
7,186.09 |
6,035.95 |
1,150.14 |
16.8% |
78.13 |
1.1% |
71% |
False |
False |
|
120 |
7,186.09 |
5,908.62 |
1,277.47 |
18.6% |
70.93 |
1.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,363.44 |
2.618 |
7,197.26 |
1.618 |
7,095.44 |
1.000 |
7,032.52 |
0.618 |
6,993.62 |
HIGH |
6,930.70 |
0.618 |
6,891.80 |
0.500 |
6,879.79 |
0.382 |
6,867.78 |
LOW |
6,828.88 |
0.618 |
6,765.96 |
1.000 |
6,727.06 |
1.618 |
6,664.14 |
2.618 |
6,562.32 |
4.250 |
6,396.15 |
|
|
Fisher Pivots for day following 21-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,879.79 |
6,877.59 |
PP |
6,871.01 |
6,869.54 |
S1 |
6,862.23 |
6,861.50 |
|