| 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 |
23,999 |
23,609 |
-390 |
-1.6% |
24,976 |
| High |
24,103 |
24,223 |
120 |
0.5% |
24,998 |
| Low |
23,496 |
23,551 |
55 |
0.2% |
23,496 |
| Close |
23,612 |
24,191 |
579 |
2.5% |
23,612 |
| Range |
607 |
672 |
65 |
10.7% |
1,502 |
| ATR |
478 |
492 |
14 |
2.9% |
0 |
| Volume |
483,124 |
321,554 |
-161,570 |
-33.4% |
1,580,301 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,004 |
25,770 |
24,561 |
|
| R3 |
25,332 |
25,098 |
24,376 |
|
| R2 |
24,660 |
24,660 |
24,314 |
|
| R1 |
24,426 |
24,426 |
24,253 |
24,543 |
| PP |
23,988 |
23,988 |
23,988 |
24,047 |
| S1 |
23,754 |
23,754 |
24,130 |
23,871 |
| S2 |
23,316 |
23,316 |
24,068 |
|
| S3 |
22,644 |
23,082 |
24,006 |
|
| S4 |
21,972 |
22,410 |
23,822 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,541 |
27,579 |
24,438 |
|
| R3 |
27,039 |
26,077 |
24,025 |
|
| R2 |
25,537 |
25,537 |
23,887 |
|
| R1 |
24,575 |
24,575 |
23,750 |
24,305 |
| PP |
24,035 |
24,035 |
24,035 |
23,901 |
| S1 |
23,073 |
23,073 |
23,474 |
22,803 |
| S2 |
22,533 |
22,533 |
23,337 |
|
| S3 |
21,031 |
21,571 |
23,199 |
|
| S4 |
19,529 |
20,069 |
22,786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24,998 |
23,496 |
1,502 |
6.2% |
539 |
2.2% |
46% |
False |
False |
325,803 |
| 10 |
25,407 |
23,496 |
1,911 |
7.9% |
473 |
2.0% |
36% |
False |
False |
285,663 |
| 20 |
25,832 |
23,496 |
2,336 |
9.7% |
472 |
1.9% |
30% |
False |
False |
163,974 |
| 40 |
26,723 |
23,122 |
3,601 |
14.9% |
568 |
2.3% |
30% |
False |
False |
82,354 |
| 60 |
26,723 |
23,122 |
3,601 |
14.9% |
448 |
1.9% |
30% |
False |
False |
54,981 |
| 80 |
26,723 |
23,122 |
3,601 |
14.9% |
378 |
1.6% |
30% |
False |
False |
41,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,079 |
|
2.618 |
25,982 |
|
1.618 |
25,310 |
|
1.000 |
24,895 |
|
0.618 |
24,638 |
|
HIGH |
24,223 |
|
0.618 |
23,966 |
|
0.500 |
23,887 |
|
0.382 |
23,808 |
|
LOW |
23,551 |
|
0.618 |
23,136 |
|
1.000 |
22,879 |
|
1.618 |
22,464 |
|
2.618 |
21,792 |
|
4.250 |
20,695 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
24,090 |
24,177 |
| PP |
23,988 |
24,163 |
| S1 |
23,887 |
24,150 |
|