Trading Metrics calculated at close of trading on 16-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
24,837.29 |
24,877.34 |
40.05 |
0.2% |
25,372.44 |
High |
25,053.87 |
25,031.00 |
-22.87 |
-0.1% |
25,449.15 |
Low |
24,753.29 |
24,857.09 |
103.80 |
0.4% |
24,668.83 |
Close |
24,873.66 |
24,946.51 |
72.85 |
0.3% |
24,946.51 |
Range |
300.58 |
173.91 |
-126.67 |
-42.1% |
780.32 |
ATR |
419.00 |
401.49 |
-17.51 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,466.60 |
25,380.46 |
25,042.16 |
|
R3 |
25,292.69 |
25,206.55 |
24,994.34 |
|
R2 |
25,118.78 |
25,118.78 |
24,978.39 |
|
R1 |
25,032.64 |
25,032.64 |
24,962.45 |
25,075.71 |
PP |
24,944.87 |
24,944.87 |
24,944.87 |
24,966.40 |
S1 |
24,858.73 |
24,858.73 |
24,930.57 |
24,901.80 |
S2 |
24,770.96 |
24,770.96 |
24,914.63 |
|
S3 |
24,597.05 |
24,684.82 |
24,898.68 |
|
S4 |
24,423.14 |
24,510.91 |
24,850.86 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,362.46 |
26,934.80 |
25,375.69 |
|
R3 |
26,582.14 |
26,154.48 |
25,161.10 |
|
R2 |
25,801.82 |
25,801.82 |
25,089.57 |
|
R1 |
25,374.16 |
25,374.16 |
25,018.04 |
25,197.83 |
PP |
25,021.50 |
25,021.50 |
25,021.50 |
24,933.33 |
S1 |
24,593.84 |
24,593.84 |
24,874.98 |
24,417.51 |
S2 |
24,241.18 |
24,241.18 |
24,803.45 |
|
S3 |
23,460.86 |
23,813.52 |
24,731.92 |
|
S4 |
22,680.54 |
23,033.20 |
24,517.33 |
|
|
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% |
332.36 |
1.3% |
36% |
False |
False |
|
10 |
25,449.15 |
24,387.15 |
1,062.00 |
4.3% |
341.59 |
1.4% |
53% |
False |
False |
|
20 |
25,800.35 |
24,217.76 |
1,582.59 |
6.3% |
372.70 |
1.5% |
46% |
False |
False |
|
40 |
26,616.71 |
23,360.29 |
3,256.42 |
13.1% |
427.31 |
1.7% |
49% |
False |
False |
|
60 |
26,616.71 |
23,360.29 |
3,256.42 |
13.1% |
333.20 |
1.3% |
49% |
False |
False |
|
80 |
26,616.71 |
23,360.29 |
3,256.42 |
13.1% |
287.72 |
1.2% |
49% |
False |
False |
|
100 |
26,616.71 |
23,242.75 |
3,373.96 |
13.5% |
252.57 |
1.0% |
50% |
False |
False |
|
120 |
26,616.71 |
22,219.11 |
4,397.60 |
17.6% |
224.91 |
0.9% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,770.12 |
2.618 |
25,486.30 |
1.618 |
25,312.39 |
1.000 |
25,204.91 |
0.618 |
25,138.48 |
HIGH |
25,031.00 |
0.618 |
24,964.57 |
0.500 |
24,944.05 |
0.382 |
24,923.52 |
LOW |
24,857.09 |
0.618 |
24,749.61 |
1.000 |
24,683.18 |
1.618 |
24,575.70 |
2.618 |
24,401.79 |
4.250 |
24,117.97 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
24,945.69 |
24,930.83 |
PP |
24,944.87 |
24,915.15 |
S1 |
24,944.05 |
24,899.48 |
|