Trading Metrics calculated at close of trading on 23-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,763.94 |
6,683.19 |
-80.75 |
-1.2% |
6,945.97 |
High |
6,809.94 |
6,708.58 |
-101.36 |
-1.5% |
6,949.02 |
Low |
6,679.35 |
6,507.84 |
-171.51 |
-2.6% |
6,507.84 |
Close |
6,682.26 |
6,508.09 |
-174.17 |
-2.6% |
6,508.09 |
Range |
130.59 |
200.74 |
70.15 |
53.7% |
441.18 |
ATR |
114.10 |
120.29 |
6.19 |
5.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,177.06 |
7,043.31 |
6,618.50 |
|
R3 |
6,976.32 |
6,842.57 |
6,563.29 |
|
R2 |
6,775.58 |
6,775.58 |
6,544.89 |
|
R1 |
6,641.83 |
6,641.83 |
6,526.49 |
6,608.34 |
PP |
6,574.84 |
6,574.84 |
6,574.84 |
6,558.09 |
S1 |
6,441.09 |
6,441.09 |
6,489.69 |
6,407.60 |
S2 |
6,374.10 |
6,374.10 |
6,471.29 |
|
S3 |
6,173.36 |
6,240.35 |
6,452.89 |
|
S4 |
5,972.62 |
6,039.61 |
6,397.68 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,978.52 |
7,684.49 |
6,750.74 |
|
R3 |
7,537.34 |
7,243.31 |
6,629.41 |
|
R2 |
7,096.16 |
7,096.16 |
6,588.97 |
|
R1 |
6,802.13 |
6,802.13 |
6,548.53 |
6,728.56 |
PP |
6,654.98 |
6,654.98 |
6,654.98 |
6,618.20 |
S1 |
6,360.95 |
6,360.95 |
6,467.65 |
6,287.38 |
S2 |
6,213.80 |
6,213.80 |
6,427.21 |
|
S3 |
5,772.62 |
5,919.77 |
6,386.77 |
|
S4 |
5,331.44 |
5,478.59 |
6,265.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,949.02 |
6,507.84 |
441.18 |
6.8% |
126.48 |
1.9% |
0% |
False |
True |
|
10 |
7,186.09 |
6,507.84 |
678.25 |
10.4% |
102.79 |
1.6% |
0% |
False |
True |
|
20 |
7,186.09 |
6,507.84 |
678.25 |
10.4% |
105.68 |
1.6% |
0% |
False |
True |
|
40 |
7,186.09 |
6,164.43 |
1,021.66 |
15.7% |
123.83 |
1.9% |
34% |
False |
False |
|
60 |
7,186.09 |
6,164.43 |
1,021.66 |
15.7% |
101.53 |
1.6% |
34% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
15.7% |
90.49 |
1.4% |
34% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
15.7% |
80.20 |
1.2% |
34% |
False |
False |
|
120 |
7,186.09 |
5,955.83 |
1,230.26 |
18.9% |
73.03 |
1.1% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,561.73 |
2.618 |
7,234.12 |
1.618 |
7,033.38 |
1.000 |
6,909.32 |
0.618 |
6,832.64 |
HIGH |
6,708.58 |
0.618 |
6,631.90 |
0.500 |
6,608.21 |
0.382 |
6,584.52 |
LOW |
6,507.84 |
0.618 |
6,383.78 |
1.000 |
6,307.10 |
1.618 |
6,183.04 |
2.618 |
5,982.30 |
4.250 |
5,654.70 |
|
|
Fisher Pivots for day following 23-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,608.21 |
6,719.27 |
PP |
6,574.84 |
6,648.88 |
S1 |
6,541.46 |
6,578.48 |
|