Trading Metrics calculated at close of trading on 29-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,488.02 |
6,493.51 |
5.49 |
0.1% |
6,945.97 |
High |
6,559.88 |
6,640.76 |
80.88 |
1.2% |
6,949.02 |
Low |
6,410.04 |
6,435.67 |
25.63 |
0.4% |
6,507.84 |
Close |
6,460.81 |
6,581.13 |
120.32 |
1.9% |
6,508.09 |
Range |
149.84 |
205.09 |
55.25 |
36.9% |
441.18 |
ATR |
143.39 |
147.80 |
4.41 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,167.79 |
7,079.55 |
6,693.93 |
|
R3 |
6,962.70 |
6,874.46 |
6,637.53 |
|
R2 |
6,757.61 |
6,757.61 |
6,618.73 |
|
R1 |
6,669.37 |
6,669.37 |
6,599.93 |
6,713.49 |
PP |
6,552.52 |
6,552.52 |
6,552.52 |
6,574.58 |
S1 |
6,464.28 |
6,464.28 |
6,562.33 |
6,508.40 |
S2 |
6,347.43 |
6,347.43 |
6,543.53 |
|
S3 |
6,142.34 |
6,259.19 |
6,524.73 |
|
S4 |
5,937.25 |
6,054.10 |
6,468.33 |
|
|
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 |
6,793.50 |
6,410.04 |
383.46 |
5.8% |
218.29 |
3.3% |
45% |
False |
False |
|
10 |
7,061.67 |
6,410.04 |
651.63 |
9.9% |
157.31 |
2.4% |
26% |
False |
False |
|
20 |
7,186.09 |
6,410.04 |
776.05 |
11.8% |
126.25 |
1.9% |
22% |
False |
False |
|
40 |
7,186.09 |
6,164.43 |
1,021.66 |
15.5% |
139.60 |
2.1% |
41% |
False |
False |
|
60 |
7,186.09 |
6,164.43 |
1,021.66 |
15.5% |
113.31 |
1.7% |
41% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
15.5% |
97.31 |
1.5% |
41% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
15.5% |
87.33 |
1.3% |
41% |
False |
False |
|
120 |
7,186.09 |
6,011.24 |
1,174.85 |
17.9% |
79.20 |
1.2% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,512.39 |
2.618 |
7,177.69 |
1.618 |
6,972.60 |
1.000 |
6,845.85 |
0.618 |
6,767.51 |
HIGH |
6,640.76 |
0.618 |
6,562.42 |
0.500 |
6,538.22 |
0.382 |
6,514.01 |
LOW |
6,435.67 |
0.618 |
6,308.92 |
1.000 |
6,230.58 |
1.618 |
6,103.83 |
2.618 |
5,898.74 |
4.250 |
5,564.04 |
|
|
Fisher Pivots for day following 29-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,566.83 |
6,601.77 |
PP |
6,552.52 |
6,594.89 |
S1 |
6,538.22 |
6,588.01 |
|