Trading Metrics calculated at close of trading on 27-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
23,825.74 |
24,276.62 |
450.88 |
1.9% |
24,893.69 |
High |
24,232.30 |
24,446.22 |
213.92 |
0.9% |
24,977.65 |
Low |
23,741.22 |
23,708.73 |
-32.49 |
-0.1% |
23,509.06 |
Close |
24,202.60 |
23,857.71 |
-344.89 |
-1.4% |
23,533.20 |
Range |
491.08 |
737.49 |
246.41 |
50.2% |
1,468.59 |
ATR |
445.85 |
466.69 |
20.83 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,216.69 |
25,774.69 |
24,263.33 |
|
R3 |
25,479.20 |
25,037.20 |
24,060.52 |
|
R2 |
24,741.71 |
24,741.71 |
23,992.92 |
|
R1 |
24,299.71 |
24,299.71 |
23,925.31 |
24,151.97 |
PP |
24,004.22 |
24,004.22 |
24,004.22 |
23,930.35 |
S1 |
23,562.22 |
23,562.22 |
23,790.11 |
23,414.48 |
S2 |
23,266.73 |
23,266.73 |
23,722.50 |
|
S3 |
22,529.24 |
22,824.73 |
23,654.90 |
|
S4 |
21,791.75 |
22,087.24 |
23,452.09 |
|
|
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 |
6.2% |
547.50 |
2.3% |
24% |
False |
False |
|
10 |
25,130.12 |
23,509.06 |
1,621.06 |
6.8% |
426.68 |
1.8% |
22% |
False |
False |
|
20 |
25,576.15 |
23,509.06 |
2,067.09 |
8.7% |
420.91 |
1.8% |
17% |
False |
False |
|
40 |
26,338.03 |
23,360.29 |
2,977.74 |
12.5% |
477.56 |
2.0% |
17% |
False |
False |
|
60 |
26,616.71 |
23,360.29 |
3,256.42 |
13.6% |
378.54 |
1.6% |
15% |
False |
False |
|
80 |
26,616.71 |
23,360.29 |
3,256.42 |
13.6% |
319.69 |
1.3% |
15% |
False |
False |
|
100 |
26,616.71 |
23,242.75 |
3,373.96 |
14.1% |
278.03 |
1.2% |
18% |
False |
False |
|
120 |
26,616.71 |
22,632.80 |
3,983.91 |
16.7% |
246.40 |
1.0% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,580.55 |
2.618 |
26,376.97 |
1.618 |
25,639.48 |
1.000 |
25,183.71 |
0.618 |
24,901.99 |
HIGH |
24,446.22 |
0.618 |
24,164.50 |
0.500 |
24,077.48 |
0.382 |
23,990.45 |
LOW |
23,708.73 |
0.618 |
23,252.96 |
1.000 |
22,971.24 |
1.618 |
22,515.47 |
2.618 |
21,777.98 |
4.250 |
20,574.40 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
24,077.48 |
23,977.64 |
PP |
24,004.22 |
23,937.66 |
S1 |
23,930.97 |
23,897.69 |
|