Trading Metrics calculated at close of trading on 19-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
24,877.34 |
24,893.69 |
16.35 |
0.1% |
25,372.44 |
High |
25,031.00 |
24,893.69 |
-137.31 |
-0.5% |
25,449.15 |
Low |
24,857.09 |
24,453.14 |
-403.95 |
-1.6% |
24,668.83 |
Close |
24,946.51 |
24,610.91 |
-335.60 |
-1.3% |
24,946.51 |
Range |
173.91 |
440.55 |
266.64 |
153.3% |
780.32 |
ATR |
401.49 |
408.05 |
6.56 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,974.23 |
25,733.12 |
24,853.21 |
|
R3 |
25,533.68 |
25,292.57 |
24,732.06 |
|
R2 |
25,093.13 |
25,093.13 |
24,691.68 |
|
R1 |
24,852.02 |
24,852.02 |
24,651.29 |
24,752.30 |
PP |
24,652.58 |
24,652.58 |
24,652.58 |
24,602.72 |
S1 |
24,411.47 |
24,411.47 |
24,570.53 |
24,311.75 |
S2 |
24,212.03 |
24,212.03 |
24,530.14 |
|
S3 |
23,771.48 |
23,970.92 |
24,489.76 |
|
S4 |
23,330.93 |
23,530.37 |
24,368.61 |
|
|
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 |
25,376.40 |
24,453.14 |
923.26 |
3.8% |
361.05 |
1.5% |
17% |
False |
True |
|
10 |
25,449.15 |
24,453.14 |
996.01 |
4.0% |
328.26 |
1.3% |
16% |
False |
True |
|
20 |
25,800.35 |
24,217.76 |
1,582.59 |
6.4% |
380.57 |
1.5% |
25% |
False |
False |
|
40 |
26,616.71 |
23,360.29 |
3,256.42 |
13.2% |
435.10 |
1.8% |
38% |
False |
False |
|
60 |
26,616.71 |
23,360.29 |
3,256.42 |
13.2% |
338.30 |
1.4% |
38% |
False |
False |
|
80 |
26,616.71 |
23,360.29 |
3,256.42 |
13.2% |
292.02 |
1.2% |
38% |
False |
False |
|
100 |
26,616.71 |
23,242.75 |
3,373.96 |
13.7% |
256.03 |
1.0% |
41% |
False |
False |
|
120 |
26,616.71 |
22,254.93 |
4,361.78 |
17.7% |
227.41 |
0.9% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,766.03 |
2.618 |
26,047.05 |
1.618 |
25,606.50 |
1.000 |
25,334.24 |
0.618 |
25,165.95 |
HIGH |
24,893.69 |
0.618 |
24,725.40 |
0.500 |
24,673.42 |
0.382 |
24,621.43 |
LOW |
24,453.14 |
0.618 |
24,180.88 |
1.000 |
24,012.59 |
1.618 |
23,740.33 |
2.618 |
23,299.78 |
4.250 |
22,580.80 |
|
|
Fisher Pivots for day following 19-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
24,673.42 |
24,753.51 |
PP |
24,652.58 |
24,705.97 |
S1 |
24,631.75 |
24,658.44 |
|