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 |
6,683.19 |
6,644.40 |
-38.79 |
-0.6% |
6,945.97 |
High |
6,708.58 |
6,760.65 |
52.07 |
0.8% |
6,949.02 |
Low |
6,507.84 |
6,538.79 |
30.95 |
0.5% |
6,507.84 |
Close |
6,508.09 |
6,753.83 |
245.74 |
3.8% |
6,508.09 |
Range |
200.74 |
221.86 |
21.12 |
10.5% |
441.18 |
ATR |
120.29 |
129.74 |
9.45 |
7.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,350.00 |
7,273.78 |
6,875.85 |
|
R3 |
7,128.14 |
7,051.92 |
6,814.84 |
|
R2 |
6,906.28 |
6,906.28 |
6,794.50 |
|
R1 |
6,830.06 |
6,830.06 |
6,774.17 |
6,868.17 |
PP |
6,684.42 |
6,684.42 |
6,684.42 |
6,703.48 |
S1 |
6,608.20 |
6,608.20 |
6,733.49 |
6,646.31 |
S2 |
6,462.56 |
6,462.56 |
6,713.16 |
|
S3 |
6,240.70 |
6,386.34 |
6,692.82 |
|
S4 |
6,018.84 |
6,164.48 |
6,631.81 |
|
|
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 |
6,930.70 |
6,507.84 |
422.86 |
6.3% |
142.28 |
2.1% |
58% |
False |
False |
|
10 |
7,186.09 |
6,507.84 |
678.25 |
10.0% |
120.15 |
1.8% |
36% |
False |
False |
|
20 |
7,186.09 |
6,507.84 |
678.25 |
10.0% |
113.68 |
1.7% |
36% |
False |
False |
|
40 |
7,186.09 |
6,164.43 |
1,021.66 |
15.1% |
127.34 |
1.9% |
58% |
False |
False |
|
60 |
7,186.09 |
6,164.43 |
1,021.66 |
15.1% |
104.84 |
1.6% |
58% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
15.1% |
92.75 |
1.4% |
58% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
15.1% |
81.94 |
1.2% |
58% |
False |
False |
|
120 |
7,186.09 |
5,976.12 |
1,209.97 |
17.9% |
74.46 |
1.1% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,703.56 |
2.618 |
7,341.48 |
1.618 |
7,119.62 |
1.000 |
6,982.51 |
0.618 |
6,897.76 |
HIGH |
6,760.65 |
0.618 |
6,675.90 |
0.500 |
6,649.72 |
0.382 |
6,623.54 |
LOW |
6,538.79 |
0.618 |
6,401.68 |
1.000 |
6,316.93 |
1.618 |
6,179.82 |
2.618 |
5,957.96 |
4.250 |
5,595.89 |
|
|
Fisher Pivots for day following 26-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,719.13 |
6,722.18 |
PP |
6,684.42 |
6,690.54 |
S1 |
6,649.72 |
6,658.89 |
|