Trading Metrics calculated at close of trading on 15-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
17.96 |
17.75 |
-0.21 |
-1.2% |
18.40 |
High |
17.99 |
17.85 |
-0.14 |
-0.8% |
18.47 |
Low |
17.52 |
15.06 |
-2.46 |
-14.0% |
17.49 |
Close |
17.72 |
16.61 |
-1.11 |
-6.3% |
17.55 |
Range |
0.47 |
2.79 |
2.32 |
493.6% |
0.98 |
ATR |
0.58 |
0.73 |
0.16 |
27.4% |
0.00 |
Volume |
5,015,845 |
34,809,075 |
29,793,230 |
594.0% |
16,985,623 |
|
Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24.88 |
23.53 |
18.14 |
|
R3 |
22.09 |
20.74 |
17.38 |
|
R2 |
19.30 |
19.30 |
17.12 |
|
R1 |
17.95 |
17.95 |
16.87 |
17.23 |
PP |
16.51 |
16.51 |
16.51 |
16.15 |
S1 |
15.16 |
15.16 |
16.35 |
14.44 |
S2 |
13.72 |
13.72 |
16.10 |
|
S3 |
10.93 |
12.37 |
15.84 |
|
S4 |
8.14 |
9.58 |
15.08 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.78 |
20.14 |
18.09 |
|
R3 |
19.80 |
19.16 |
17.82 |
|
R2 |
18.82 |
18.82 |
17.73 |
|
R1 |
18.18 |
18.18 |
17.64 |
18.01 |
PP |
17.84 |
17.84 |
17.84 |
17.75 |
S1 |
17.20 |
17.20 |
17.46 |
17.03 |
S2 |
16.86 |
16.86 |
17.37 |
|
S3 |
15.88 |
16.22 |
17.28 |
|
S4 |
14.90 |
15.24 |
17.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18.04 |
15.06 |
2.98 |
17.9% |
0.85 |
5.1% |
52% |
False |
True |
11,515,615 |
10 |
19.25 |
15.06 |
4.19 |
25.2% |
0.70 |
4.2% |
37% |
False |
True |
8,907,634 |
20 |
19.40 |
15.06 |
4.34 |
26.1% |
0.63 |
3.8% |
36% |
False |
True |
7,560,251 |
40 |
20.81 |
15.06 |
5.75 |
34.6% |
0.61 |
3.7% |
27% |
False |
True |
8,089,062 |
60 |
20.81 |
15.06 |
5.75 |
34.6% |
0.55 |
3.3% |
27% |
False |
True |
8,378,685 |
80 |
20.81 |
15.06 |
5.75 |
34.6% |
0.55 |
3.3% |
27% |
False |
True |
8,276,144 |
100 |
20.81 |
15.06 |
5.75 |
34.6% |
0.51 |
3.0% |
27% |
False |
True |
8,067,322 |
120 |
20.81 |
15.06 |
5.75 |
34.6% |
0.48 |
2.9% |
27% |
False |
True |
7,539,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29.71 |
2.618 |
25.15 |
1.618 |
22.36 |
1.000 |
20.64 |
0.618 |
19.57 |
HIGH |
17.85 |
0.618 |
16.78 |
0.500 |
16.46 |
0.382 |
16.13 |
LOW |
15.06 |
0.618 |
13.34 |
1.000 |
12.27 |
1.618 |
10.55 |
2.618 |
7.76 |
4.250 |
3.20 |
|
|
Fisher Pivots for day following 15-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
16.56 |
16.58 |
PP |
16.51 |
16.56 |
S1 |
16.46 |
16.53 |
|