Trading Metrics calculated at close of trading on 20-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
273.35 |
270.94 |
-2.41 |
-0.9% |
279.20 |
High |
274.40 |
271.67 |
-2.73 |
-1.0% |
280.41 |
Low |
268.62 |
270.18 |
1.56 |
0.6% |
274.14 |
Close |
270.49 |
270.95 |
0.46 |
0.2% |
274.20 |
Range |
5.78 |
1.49 |
-4.29 |
-74.2% |
6.27 |
ATR |
3.86 |
3.69 |
-0.17 |
-4.4% |
0.00 |
Volume |
109,208,400 |
59,757,200 |
-49,451,200 |
-45.3% |
453,565,200 |
|
Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
275.40 |
274.67 |
271.77 |
|
R3 |
273.91 |
273.18 |
271.36 |
|
R2 |
272.42 |
272.42 |
271.22 |
|
R1 |
271.69 |
271.69 |
271.09 |
272.06 |
PP |
270.93 |
270.93 |
270.93 |
271.12 |
S1 |
270.20 |
270.20 |
270.81 |
270.57 |
S2 |
269.44 |
269.44 |
270.68 |
|
S3 |
267.95 |
268.71 |
270.54 |
|
S4 |
266.46 |
267.22 |
270.13 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
295.06 |
290.90 |
277.65 |
|
R3 |
288.79 |
284.63 |
275.92 |
|
R2 |
282.52 |
282.52 |
275.35 |
|
R1 |
278.36 |
278.36 |
274.77 |
277.31 |
PP |
276.25 |
276.25 |
276.25 |
275.72 |
S1 |
272.09 |
272.09 |
273.63 |
271.04 |
S2 |
269.98 |
269.98 |
273.05 |
|
S3 |
263.71 |
265.82 |
272.48 |
|
S4 |
257.44 |
259.55 |
270.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
278.02 |
268.62 |
9.40 |
3.5% |
2.81 |
1.0% |
25% |
False |
False |
91,727,440 |
10 |
280.41 |
268.62 |
11.79 |
4.4% |
2.86 |
1.1% |
20% |
False |
False |
89,012,070 |
20 |
280.41 |
264.82 |
15.59 |
5.8% |
3.60 |
1.3% |
39% |
False |
False |
99,611,940 |
40 |
286.63 |
252.92 |
33.71 |
12.4% |
4.26 |
1.6% |
53% |
False |
False |
126,784,860 |
60 |
286.63 |
252.92 |
33.71 |
12.4% |
3.36 |
1.2% |
53% |
False |
False |
111,537,697 |
80 |
286.63 |
252.92 |
33.71 |
12.4% |
2.91 |
1.1% |
53% |
False |
False |
105,589,431 |
100 |
286.63 |
252.92 |
33.71 |
12.4% |
2.59 |
1.0% |
53% |
False |
False |
97,568,978 |
120 |
286.63 |
248.87 |
37.76 |
13.9% |
2.32 |
0.9% |
58% |
False |
False |
90,960,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
278.00 |
2.618 |
275.57 |
1.618 |
274.08 |
1.000 |
273.16 |
0.618 |
272.59 |
HIGH |
271.67 |
0.618 |
271.10 |
0.500 |
270.93 |
0.382 |
270.75 |
LOW |
270.18 |
0.618 |
269.26 |
1.000 |
268.69 |
1.618 |
267.77 |
2.618 |
266.28 |
4.250 |
263.85 |
|
|
Fisher Pivots for day following 20-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
270.94 |
272.01 |
PP |
270.93 |
271.65 |
S1 |
270.93 |
271.30 |
|