Trading Metrics calculated at close of trading on 27-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,644.40 |
6,791.39 |
146.99 |
2.2% |
6,945.97 |
High |
6,760.65 |
6,793.50 |
32.85 |
0.5% |
6,949.02 |
Low |
6,538.79 |
6,479.56 |
-59.23 |
-0.9% |
6,507.84 |
Close |
6,753.83 |
6,529.84 |
-223.99 |
-3.3% |
6,508.09 |
Range |
221.86 |
313.94 |
92.08 |
41.5% |
441.18 |
ATR |
129.74 |
142.90 |
13.16 |
10.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,542.79 |
7,350.25 |
6,702.51 |
|
R3 |
7,228.85 |
7,036.31 |
6,616.17 |
|
R2 |
6,914.91 |
6,914.91 |
6,587.40 |
|
R1 |
6,722.37 |
6,722.37 |
6,558.62 |
6,661.67 |
PP |
6,600.97 |
6,600.97 |
6,600.97 |
6,570.62 |
S1 |
6,408.43 |
6,408.43 |
6,501.06 |
6,347.73 |
S2 |
6,287.03 |
6,287.03 |
6,472.28 |
|
S3 |
5,973.09 |
6,094.49 |
6,443.51 |
|
S4 |
5,659.15 |
5,780.55 |
6,357.17 |
|
|
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 |
6,479.56 |
451.14 |
6.9% |
193.79 |
3.0% |
11% |
False |
True |
|
10 |
7,084.07 |
6,479.56 |
604.51 |
9.3% |
135.52 |
2.1% |
8% |
False |
True |
|
20 |
7,186.09 |
6,479.56 |
706.53 |
10.8% |
124.24 |
1.9% |
7% |
False |
True |
|
40 |
7,186.09 |
6,164.43 |
1,021.66 |
15.6% |
134.04 |
2.1% |
36% |
False |
False |
|
60 |
7,186.09 |
6,164.43 |
1,021.66 |
15.6% |
109.75 |
1.7% |
36% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
15.6% |
95.01 |
1.5% |
36% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
15.6% |
84.79 |
1.3% |
36% |
False |
False |
|
120 |
7,186.09 |
5,976.12 |
1,209.97 |
18.5% |
76.89 |
1.2% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,127.75 |
2.618 |
7,615.39 |
1.618 |
7,301.45 |
1.000 |
7,107.44 |
0.618 |
6,987.51 |
HIGH |
6,793.50 |
0.618 |
6,673.57 |
0.500 |
6,636.53 |
0.382 |
6,599.49 |
LOW |
6,479.56 |
0.618 |
6,285.55 |
1.000 |
6,165.62 |
1.618 |
5,971.61 |
2.618 |
5,657.67 |
4.250 |
5,145.32 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,636.53 |
6,636.53 |
PP |
6,600.97 |
6,600.97 |
S1 |
6,565.40 |
6,565.40 |
|