Trading Metrics calculated at close of trading on 12-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,972.00 |
7,099.25 |
127.25 |
1.8% |
6,795.75 |
High |
7,103.75 |
7,158.75 |
55.00 |
0.8% |
7,103.75 |
Low |
6,963.00 |
7,084.00 |
121.00 |
1.7% |
6,742.50 |
Close |
7,098.25 |
7,139.50 |
41.25 |
0.6% |
7,098.25 |
Range |
140.75 |
74.75 |
-66.00 |
-46.9% |
361.25 |
ATR |
138.62 |
134.06 |
-4.56 |
-3.3% |
0.00 |
Volume |
225,672 |
185,865 |
-39,807 |
-17.6% |
1,995,616 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,351.75 |
7,320.25 |
7,180.50 |
|
R3 |
7,277.00 |
7,245.50 |
7,160.00 |
|
R2 |
7,202.25 |
7,202.25 |
7,153.25 |
|
R1 |
7,170.75 |
7,170.75 |
7,146.25 |
7,186.50 |
PP |
7,127.50 |
7,127.50 |
7,127.50 |
7,135.25 |
S1 |
7,096.00 |
7,096.00 |
7,132.75 |
7,111.75 |
S2 |
7,052.75 |
7,052.75 |
7,125.75 |
|
S3 |
6,978.00 |
7,021.25 |
7,119.00 |
|
S4 |
6,903.25 |
6,946.50 |
7,098.50 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,065.25 |
7,943.00 |
7,297.00 |
|
R3 |
7,704.00 |
7,581.75 |
7,197.50 |
|
R2 |
7,342.75 |
7,342.75 |
7,164.50 |
|
R1 |
7,220.50 |
7,220.50 |
7,131.25 |
7,281.50 |
PP |
6,981.50 |
6,981.50 |
6,981.50 |
7,012.00 |
S1 |
6,859.25 |
6,859.25 |
7,065.25 |
6,920.50 |
S2 |
6,620.25 |
6,620.25 |
7,032.00 |
|
S3 |
6,259.00 |
6,498.00 |
6,999.00 |
|
S4 |
5,897.75 |
6,136.75 |
6,899.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,158.75 |
6,798.25 |
360.50 |
5.0% |
97.00 |
1.4% |
95% |
True |
False |
342,723 |
10 |
7,158.75 |
6,646.00 |
512.75 |
7.2% |
125.25 |
1.8% |
96% |
True |
False |
457,166 |
20 |
7,158.75 |
6,414.25 |
744.50 |
10.4% |
132.50 |
1.9% |
97% |
True |
False |
438,505 |
40 |
7,158.75 |
6,164.00 |
994.75 |
13.9% |
142.50 |
2.0% |
98% |
True |
False |
467,142 |
60 |
7,158.75 |
6,164.00 |
994.75 |
13.9% |
114.75 |
1.6% |
98% |
True |
False |
389,033 |
80 |
7,158.75 |
6,164.00 |
994.75 |
13.9% |
103.50 |
1.4% |
98% |
True |
False |
303,556 |
100 |
7,158.75 |
6,024.00 |
1,134.75 |
15.9% |
94.00 |
1.3% |
98% |
True |
False |
242,982 |
120 |
7,158.75 |
5,853.25 |
1,305.50 |
18.3% |
86.00 |
1.2% |
99% |
True |
False |
202,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,476.50 |
2.618 |
7,354.50 |
1.618 |
7,279.75 |
1.000 |
7,233.50 |
0.618 |
7,205.00 |
HIGH |
7,158.75 |
0.618 |
7,130.25 |
0.500 |
7,121.50 |
0.382 |
7,112.50 |
LOW |
7,084.00 |
0.618 |
7,037.75 |
1.000 |
7,009.25 |
1.618 |
6,963.00 |
2.618 |
6,888.25 |
4.250 |
6,766.25 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
7,133.50 |
7,105.00 |
PP |
7,127.50 |
7,070.50 |
S1 |
7,121.50 |
7,036.00 |
|