Trading Metrics calculated at close of trading on 28-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
24,276.62 |
23,883.08 |
-393.54 |
-1.6% |
24,893.69 |
High |
24,446.22 |
24,092.47 |
-353.75 |
-1.4% |
24,977.65 |
Low |
23,708.73 |
23,728.67 |
19.94 |
0.1% |
23,509.06 |
Close |
23,857.71 |
23,848.42 |
-9.29 |
0.0% |
23,533.20 |
Range |
737.49 |
363.80 |
-373.69 |
-50.7% |
1,468.59 |
ATR |
466.69 |
459.34 |
-7.35 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,981.25 |
24,778.64 |
24,048.51 |
|
R3 |
24,617.45 |
24,414.84 |
23,948.47 |
|
R2 |
24,253.65 |
24,253.65 |
23,915.12 |
|
R1 |
24,051.04 |
24,051.04 |
23,881.77 |
23,970.45 |
PP |
23,889.85 |
23,889.85 |
23,889.85 |
23,849.56 |
S1 |
23,687.24 |
23,687.24 |
23,815.07 |
23,606.65 |
S2 |
23,526.05 |
23,526.05 |
23,781.72 |
|
S3 |
23,162.25 |
23,323.44 |
23,748.38 |
|
S4 |
22,798.45 |
22,959.64 |
23,648.33 |
|
|
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 |
24,526.01 |
23,509.06 |
1,016.95 |
4.3% |
555.81 |
2.3% |
33% |
False |
False |
|
10 |
25,053.87 |
23,509.06 |
1,544.81 |
6.5% |
416.93 |
1.7% |
22% |
False |
False |
|
20 |
25,449.15 |
23,509.06 |
1,940.09 |
8.1% |
411.41 |
1.7% |
17% |
False |
False |
|
40 |
26,338.03 |
23,360.29 |
2,977.74 |
12.5% |
480.94 |
2.0% |
16% |
False |
False |
|
60 |
26,616.71 |
23,360.29 |
3,256.42 |
13.7% |
382.06 |
1.6% |
15% |
False |
False |
|
80 |
26,616.71 |
23,360.29 |
3,256.42 |
13.7% |
320.31 |
1.3% |
15% |
False |
False |
|
100 |
26,616.71 |
23,242.75 |
3,373.96 |
14.1% |
280.38 |
1.2% |
18% |
False |
False |
|
120 |
26,616.71 |
22,655.14 |
3,961.57 |
16.6% |
248.99 |
1.0% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,638.62 |
2.618 |
25,044.90 |
1.618 |
24,681.10 |
1.000 |
24,456.27 |
0.618 |
24,317.30 |
HIGH |
24,092.47 |
0.618 |
23,953.50 |
0.500 |
23,910.57 |
0.382 |
23,867.64 |
LOW |
23,728.67 |
0.618 |
23,503.84 |
1.000 |
23,364.87 |
1.618 |
23,140.04 |
2.618 |
22,776.24 |
4.250 |
22,182.52 |
|
|
Fisher Pivots for day following 28-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
23,910.57 |
24,077.48 |
PP |
23,889.85 |
24,001.12 |
S1 |
23,869.14 |
23,924.77 |
|