Trading Metrics calculated at close of trading on 26-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
23,995.18 |
23,825.74 |
-169.44 |
-0.7% |
24,893.69 |
High |
24,108.47 |
24,232.30 |
123.83 |
0.5% |
24,977.65 |
Low |
23,509.06 |
23,741.22 |
232.16 |
1.0% |
23,509.06 |
Close |
23,533.20 |
24,202.60 |
669.40 |
2.8% |
23,533.20 |
Range |
599.41 |
491.08 |
-108.33 |
-18.1% |
1,468.59 |
ATR |
426.37 |
445.85 |
19.48 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,531.95 |
25,358.35 |
24,472.69 |
|
R3 |
25,040.87 |
24,867.27 |
24,337.65 |
|
R2 |
24,549.79 |
24,549.79 |
24,292.63 |
|
R1 |
24,376.19 |
24,376.19 |
24,247.62 |
24,462.99 |
PP |
24,058.71 |
24,058.71 |
24,058.71 |
24,102.11 |
S1 |
23,885.11 |
23,885.11 |
24,157.58 |
23,971.91 |
S2 |
23,567.63 |
23,567.63 |
24,112.57 |
|
S3 |
23,076.55 |
23,394.03 |
24,067.55 |
|
S4 |
22,585.47 |
22,902.95 |
23,932.51 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,412.41 |
27,441.39 |
24,340.92 |
|
R3 |
26,943.82 |
25,972.80 |
23,937.06 |
|
R2 |
25,475.23 |
25,475.23 |
23,802.44 |
|
R1 |
24,504.21 |
24,504.21 |
23,667.82 |
24,255.43 |
PP |
24,006.64 |
24,006.64 |
24,006.64 |
23,882.24 |
S1 |
23,035.62 |
23,035.62 |
23,398.58 |
22,786.84 |
S2 |
22,538.05 |
22,538.05 |
23,263.96 |
|
S3 |
21,069.46 |
21,567.03 |
23,129.34 |
|
S4 |
19,600.87 |
20,098.44 |
22,725.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,977.65 |
23,509.06 |
1,468.59 |
6.1% |
430.60 |
1.8% |
47% |
False |
False |
|
10 |
25,376.40 |
23,509.06 |
1,867.34 |
7.7% |
395.82 |
1.6% |
37% |
False |
False |
|
20 |
25,800.35 |
23,509.06 |
2,291.29 |
9.5% |
403.66 |
1.7% |
30% |
False |
False |
|
40 |
26,608.90 |
23,360.29 |
3,248.61 |
13.4% |
463.46 |
1.9% |
26% |
False |
False |
|
60 |
26,616.71 |
23,360.29 |
3,256.42 |
13.5% |
366.95 |
1.5% |
26% |
False |
False |
|
80 |
26,616.71 |
23,360.29 |
3,256.42 |
13.5% |
311.56 |
1.3% |
26% |
False |
False |
|
100 |
26,616.71 |
23,242.75 |
3,373.96 |
13.9% |
271.38 |
1.1% |
28% |
False |
False |
|
120 |
26,616.71 |
22,562.90 |
4,053.81 |
16.7% |
240.95 |
1.0% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,319.39 |
2.618 |
25,517.95 |
1.618 |
25,026.87 |
1.000 |
24,723.38 |
0.618 |
24,535.79 |
HIGH |
24,232.30 |
0.618 |
24,044.71 |
0.500 |
23,986.76 |
0.382 |
23,928.81 |
LOW |
23,741.22 |
0.618 |
23,437.73 |
1.000 |
23,250.14 |
1.618 |
22,946.65 |
2.618 |
22,455.57 |
4.250 |
21,654.13 |
|
|
Fisher Pivots for day following 26-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
24,130.65 |
24,140.91 |
PP |
24,058.71 |
24,079.22 |
S1 |
23,986.76 |
24,017.54 |
|