Trading Metrics calculated at close of trading on 21-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
24,650.64 |
24,723.49 |
72.85 |
0.3% |
25,372.44 |
High |
24,803.61 |
24,977.65 |
174.04 |
0.7% |
25,449.15 |
Low |
24,650.64 |
24,655.40 |
4.76 |
0.0% |
24,668.83 |
Close |
24,727.27 |
24,682.31 |
-44.96 |
-0.2% |
24,946.51 |
Range |
152.97 |
322.25 |
169.28 |
110.7% |
780.32 |
ATR |
392.67 |
387.64 |
-5.03 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,738.54 |
25,532.67 |
24,859.55 |
|
R3 |
25,416.29 |
25,210.42 |
24,770.93 |
|
R2 |
25,094.04 |
25,094.04 |
24,741.39 |
|
R1 |
24,888.17 |
24,888.17 |
24,711.85 |
24,829.98 |
PP |
24,771.79 |
24,771.79 |
24,771.79 |
24,742.69 |
S1 |
24,565.92 |
24,565.92 |
24,652.77 |
24,507.73 |
S2 |
24,449.54 |
24,449.54 |
24,623.23 |
|
S3 |
24,127.29 |
24,243.67 |
24,593.69 |
|
S4 |
23,805.04 |
23,921.42 |
24,505.07 |
|
|
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 |
25,053.87 |
24,453.14 |
600.73 |
2.4% |
278.05 |
1.1% |
38% |
False |
False |
|
10 |
25,449.15 |
24,453.14 |
996.01 |
4.0% |
315.65 |
1.3% |
23% |
False |
False |
|
20 |
25,800.35 |
24,217.76 |
1,582.59 |
6.4% |
365.84 |
1.5% |
29% |
False |
False |
|
40 |
26,616.71 |
23,360.29 |
3,256.42 |
13.2% |
438.41 |
1.8% |
41% |
False |
False |
|
60 |
26,616.71 |
23,360.29 |
3,256.42 |
13.2% |
342.22 |
1.4% |
41% |
False |
False |
|
80 |
26,616.71 |
23,360.29 |
3,256.42 |
13.2% |
295.26 |
1.2% |
41% |
False |
False |
|
100 |
26,616.71 |
23,242.75 |
3,373.96 |
13.7% |
257.36 |
1.0% |
43% |
False |
False |
|
120 |
26,616.71 |
22,288.97 |
4,327.74 |
17.5% |
229.65 |
0.9% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,347.21 |
2.618 |
25,821.30 |
1.618 |
25,499.05 |
1.000 |
25,299.90 |
0.618 |
25,176.80 |
HIGH |
24,977.65 |
0.618 |
24,854.55 |
0.500 |
24,816.53 |
0.382 |
24,778.50 |
LOW |
24,655.40 |
0.618 |
24,456.25 |
1.000 |
24,333.15 |
1.618 |
24,134.00 |
2.618 |
23,811.75 |
4.250 |
23,285.84 |
|
|
Fisher Pivots for day following 21-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
24,816.53 |
24,715.40 |
PP |
24,771.79 |
24,704.37 |
S1 |
24,727.05 |
24,693.34 |
|