Trading Metrics calculated at close of trading on 15-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
25,086.97 |
24,837.29 |
-249.68 |
-1.0% |
24,471.31 |
High |
25,130.12 |
25,053.87 |
-76.25 |
-0.3% |
25,336.33 |
Low |
24,668.83 |
24,753.29 |
84.46 |
0.3% |
24,387.15 |
Close |
24,758.12 |
24,873.66 |
115.54 |
0.5% |
25,335.74 |
Range |
461.29 |
300.58 |
-160.71 |
-34.8% |
949.18 |
ATR |
428.10 |
419.00 |
-9.11 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,795.35 |
25,635.08 |
25,038.98 |
|
R3 |
25,494.77 |
25,334.50 |
24,956.32 |
|
R2 |
25,194.19 |
25,194.19 |
24,928.77 |
|
R1 |
25,033.92 |
25,033.92 |
24,901.21 |
25,114.06 |
PP |
24,893.61 |
24,893.61 |
24,893.61 |
24,933.67 |
S1 |
24,733.34 |
24,733.34 |
24,846.11 |
24,813.48 |
S2 |
24,593.03 |
24,593.03 |
24,818.55 |
|
S3 |
24,292.45 |
24,432.76 |
24,791.00 |
|
S4 |
23,991.87 |
24,132.18 |
24,708.34 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,867.28 |
27,550.69 |
25,857.79 |
|
R3 |
26,918.10 |
26,601.51 |
25,596.76 |
|
R2 |
25,968.92 |
25,968.92 |
25,509.76 |
|
R1 |
25,652.33 |
25,652.33 |
25,422.75 |
25,810.63 |
PP |
25,019.74 |
25,019.74 |
25,019.74 |
25,098.89 |
S1 |
24,703.15 |
24,703.15 |
25,248.73 |
24,861.45 |
S2 |
24,070.56 |
24,070.56 |
25,161.72 |
|
S3 |
23,121.38 |
23,753.97 |
25,074.72 |
|
S4 |
22,172.20 |
22,804.79 |
24,813.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,449.15 |
24,668.83 |
780.32 |
3.1% |
363.87 |
1.5% |
26% |
False |
False |
|
10 |
25,449.15 |
24,217.76 |
1,231.39 |
5.0% |
361.67 |
1.5% |
53% |
False |
False |
|
20 |
25,800.35 |
24,217.76 |
1,582.59 |
6.4% |
383.73 |
1.5% |
41% |
False |
False |
|
40 |
26,616.71 |
23,360.29 |
3,256.42 |
13.1% |
428.12 |
1.7% |
46% |
False |
False |
|
60 |
26,616.71 |
23,360.29 |
3,256.42 |
13.1% |
332.58 |
1.3% |
46% |
False |
False |
|
80 |
26,616.71 |
23,356.01 |
3,260.70 |
13.1% |
286.52 |
1.2% |
47% |
False |
False |
|
100 |
26,616.71 |
23,201.78 |
3,414.93 |
13.7% |
252.10 |
1.0% |
49% |
False |
False |
|
120 |
26,616.71 |
22,219.11 |
4,397.60 |
17.7% |
224.00 |
0.9% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,331.34 |
2.618 |
25,840.79 |
1.618 |
25,540.21 |
1.000 |
25,354.45 |
0.618 |
25,239.63 |
HIGH |
25,053.87 |
0.618 |
24,939.05 |
0.500 |
24,903.58 |
0.382 |
24,868.11 |
LOW |
24,753.29 |
0.618 |
24,567.53 |
1.000 |
24,452.71 |
1.618 |
24,266.95 |
2.618 |
23,966.37 |
4.250 |
23,475.83 |
|
|
Fisher Pivots for day following 15-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
24,903.58 |
25,022.62 |
PP |
24,893.61 |
24,972.96 |
S1 |
24,883.63 |
24,923.31 |
|