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 |
24,893.69 |
24,650.64 |
-243.05 |
-1.0% |
25,372.44 |
High |
24,893.69 |
24,803.61 |
-90.08 |
-0.4% |
25,449.15 |
Low |
24,453.14 |
24,650.64 |
197.50 |
0.8% |
24,668.83 |
Close |
24,610.91 |
24,727.27 |
116.36 |
0.5% |
24,946.51 |
Range |
440.55 |
152.97 |
-287.58 |
-65.3% |
780.32 |
ATR |
408.05 |
392.67 |
-15.38 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,186.08 |
25,109.65 |
24,811.40 |
|
R3 |
25,033.11 |
24,956.68 |
24,769.34 |
|
R2 |
24,880.14 |
24,880.14 |
24,755.31 |
|
R1 |
24,803.71 |
24,803.71 |
24,741.29 |
24,841.93 |
PP |
24,727.17 |
24,727.17 |
24,727.17 |
24,746.28 |
S1 |
24,650.74 |
24,650.74 |
24,713.25 |
24,688.96 |
S2 |
24,574.20 |
24,574.20 |
24,699.23 |
|
S3 |
24,421.23 |
24,497.77 |
24,685.20 |
|
S4 |
24,268.26 |
24,344.80 |
24,643.14 |
|
|
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 |
25,130.12 |
24,453.14 |
676.98 |
2.7% |
305.86 |
1.2% |
40% |
False |
False |
|
10 |
25,449.15 |
24,453.14 |
996.01 |
4.0% |
314.88 |
1.3% |
28% |
False |
False |
|
20 |
25,800.35 |
24,217.76 |
1,582.59 |
6.4% |
373.48 |
1.5% |
32% |
False |
False |
|
40 |
26,616.71 |
23,360.29 |
3,256.42 |
13.2% |
432.91 |
1.8% |
42% |
False |
False |
|
60 |
26,616.71 |
23,360.29 |
3,256.42 |
13.2% |
338.26 |
1.4% |
42% |
False |
False |
|
80 |
26,616.71 |
23,360.29 |
3,256.42 |
13.2% |
292.46 |
1.2% |
42% |
False |
False |
|
100 |
26,616.71 |
23,242.75 |
3,373.96 |
13.6% |
256.14 |
1.0% |
44% |
False |
False |
|
120 |
26,616.71 |
22,254.93 |
4,361.78 |
17.6% |
227.94 |
0.9% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,453.73 |
2.618 |
25,204.09 |
1.618 |
25,051.12 |
1.000 |
24,956.58 |
0.618 |
24,898.15 |
HIGH |
24,803.61 |
0.618 |
24,745.18 |
0.500 |
24,727.13 |
0.382 |
24,709.07 |
LOW |
24,650.64 |
0.618 |
24,556.10 |
1.000 |
24,497.67 |
1.618 |
24,403.13 |
2.618 |
24,250.16 |
4.250 |
24,000.52 |
|
|
Fisher Pivots for day following 20-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
24,727.22 |
24,742.07 |
PP |
24,727.17 |
24,737.14 |
S1 |
24,727.13 |
24,732.20 |
|