Trading Metrics calculated at close of trading on 28-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,791.39 |
6,488.02 |
-303.37 |
-4.5% |
6,945.97 |
High |
6,793.50 |
6,559.88 |
-233.62 |
-3.4% |
6,949.02 |
Low |
6,479.56 |
6,410.04 |
-69.52 |
-1.1% |
6,507.84 |
Close |
6,529.84 |
6,460.81 |
-69.03 |
-1.1% |
6,508.09 |
Range |
313.94 |
149.84 |
-164.10 |
-52.3% |
441.18 |
ATR |
142.90 |
143.39 |
0.50 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,926.43 |
6,843.46 |
6,543.22 |
|
R3 |
6,776.59 |
6,693.62 |
6,502.02 |
|
R2 |
6,626.75 |
6,626.75 |
6,488.28 |
|
R1 |
6,543.78 |
6,543.78 |
6,474.55 |
6,510.35 |
PP |
6,476.91 |
6,476.91 |
6,476.91 |
6,460.19 |
S1 |
6,393.94 |
6,393.94 |
6,447.07 |
6,360.51 |
S2 |
6,327.07 |
6,327.07 |
6,433.34 |
|
S3 |
6,177.23 |
6,244.10 |
6,419.60 |
|
S4 |
6,027.39 |
6,094.26 |
6,378.40 |
|
|
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 |
6,809.94 |
6,410.04 |
399.90 |
6.2% |
203.39 |
3.1% |
13% |
False |
True |
|
10 |
7,075.55 |
6,410.04 |
665.51 |
10.3% |
143.36 |
2.2% |
8% |
False |
True |
|
20 |
7,186.09 |
6,410.04 |
776.05 |
12.0% |
126.24 |
2.0% |
7% |
False |
True |
|
40 |
7,186.09 |
6,164.43 |
1,021.66 |
15.8% |
136.18 |
2.1% |
29% |
False |
False |
|
60 |
7,186.09 |
6,164.43 |
1,021.66 |
15.8% |
111.48 |
1.7% |
29% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
15.8% |
96.22 |
1.5% |
29% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
15.8% |
85.77 |
1.3% |
29% |
False |
False |
|
120 |
7,186.09 |
6,011.24 |
1,174.85 |
18.2% |
77.86 |
1.2% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,196.70 |
2.618 |
6,952.16 |
1.618 |
6,802.32 |
1.000 |
6,709.72 |
0.618 |
6,652.48 |
HIGH |
6,559.88 |
0.618 |
6,502.64 |
0.500 |
6,484.96 |
0.382 |
6,467.28 |
LOW |
6,410.04 |
0.618 |
6,317.44 |
1.000 |
6,260.20 |
1.618 |
6,167.60 |
2.618 |
6,017.76 |
4.250 |
5,773.22 |
|
|
Fisher Pivots for day following 28-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,484.96 |
6,601.77 |
PP |
6,476.91 |
6,554.78 |
S1 |
6,468.86 |
6,507.80 |
|