Trading Metrics calculated at close of trading on 22-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
24,723.49 |
24,526.01 |
-197.48 |
-0.8% |
25,372.44 |
High |
24,977.65 |
24,526.01 |
-451.64 |
-1.8% |
25,449.15 |
Low |
24,655.40 |
23,938.74 |
-716.66 |
-2.9% |
24,668.83 |
Close |
24,682.31 |
23,957.89 |
-724.42 |
-2.9% |
24,946.51 |
Range |
322.25 |
587.27 |
265.02 |
82.2% |
780.32 |
ATR |
387.64 |
413.06 |
25.42 |
6.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,902.69 |
25,517.56 |
24,280.89 |
|
R3 |
25,315.42 |
24,930.29 |
24,119.39 |
|
R2 |
24,728.15 |
24,728.15 |
24,065.56 |
|
R1 |
24,343.02 |
24,343.02 |
24,011.72 |
24,241.95 |
PP |
24,140.88 |
24,140.88 |
24,140.88 |
24,090.35 |
S1 |
23,755.75 |
23,755.75 |
23,904.06 |
23,654.68 |
S2 |
23,553.61 |
23,553.61 |
23,850.22 |
|
S3 |
22,966.34 |
23,168.48 |
23,796.39 |
|
S4 |
22,379.07 |
22,581.21 |
23,634.89 |
|
|
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 |
25,031.00 |
23,938.74 |
1,092.26 |
4.6% |
335.39 |
1.4% |
2% |
False |
True |
|
10 |
25,449.15 |
23,938.74 |
1,510.41 |
6.3% |
349.63 |
1.5% |
1% |
False |
True |
|
20 |
25,800.35 |
23,938.74 |
1,861.61 |
7.8% |
380.11 |
1.6% |
1% |
False |
True |
|
40 |
26,616.71 |
23,360.29 |
3,256.42 |
13.6% |
445.95 |
1.9% |
18% |
False |
False |
|
60 |
26,616.71 |
23,360.29 |
3,256.42 |
13.6% |
350.90 |
1.5% |
18% |
False |
False |
|
80 |
26,616.71 |
23,360.29 |
3,256.42 |
13.6% |
302.01 |
1.3% |
18% |
False |
False |
|
100 |
26,616.71 |
23,242.75 |
3,373.96 |
14.1% |
262.44 |
1.1% |
21% |
False |
False |
|
120 |
26,616.71 |
22,332.96 |
4,283.75 |
17.9% |
233.67 |
1.0% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,021.91 |
2.618 |
26,063.48 |
1.618 |
25,476.21 |
1.000 |
25,113.28 |
0.618 |
24,888.94 |
HIGH |
24,526.01 |
0.618 |
24,301.67 |
0.500 |
24,232.38 |
0.382 |
24,163.08 |
LOW |
23,938.74 |
0.618 |
23,575.81 |
1.000 |
23,351.47 |
1.618 |
22,988.54 |
2.618 |
22,401.27 |
4.250 |
21,442.84 |
|
|
Fisher Pivots for day following 22-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
24,232.38 |
24,458.20 |
PP |
24,140.88 |
24,291.43 |
S1 |
24,049.39 |
24,124.66 |
|