| 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 |
24,201 |
23,854 |
-347 |
-1.4% |
24,976 |
| High |
24,435 |
24,075 |
-360 |
-1.5% |
24,998 |
| Low |
23,691 |
23,707 |
16 |
0.1% |
23,496 |
| Close |
23,859 |
23,860 |
1 |
0.0% |
23,612 |
| Range |
744 |
368 |
-376 |
-50.5% |
1,502 |
| ATR |
510 |
500 |
-10 |
-2.0% |
0 |
| Volume |
380,198 |
492,033 |
111,835 |
29.4% |
1,580,301 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,985 |
24,790 |
24,063 |
|
| R3 |
24,617 |
24,422 |
23,961 |
|
| R2 |
24,249 |
24,249 |
23,928 |
|
| R1 |
24,054 |
24,054 |
23,894 |
24,152 |
| PP |
23,881 |
23,881 |
23,881 |
23,929 |
| S1 |
23,686 |
23,686 |
23,826 |
23,784 |
| S2 |
23,513 |
23,513 |
23,793 |
|
| S3 |
23,145 |
23,318 |
23,759 |
|
| S4 |
22,777 |
22,950 |
23,658 |
|
|
| 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 |
24,803 |
23,496 |
1,307 |
5.5% |
653 |
2.7% |
28% |
False |
False |
417,055 |
| 10 |
25,075 |
23,496 |
1,579 |
6.6% |
491 |
2.1% |
23% |
False |
False |
318,973 |
| 20 |
25,535 |
23,496 |
2,039 |
8.5% |
479 |
2.0% |
18% |
False |
False |
207,459 |
| 40 |
26,354 |
23,122 |
3,232 |
13.5% |
578 |
2.4% |
23% |
False |
False |
104,134 |
| 60 |
26,723 |
23,122 |
3,601 |
15.1% |
462 |
1.9% |
20% |
False |
False |
69,517 |
| 80 |
26,723 |
23,122 |
3,601 |
15.1% |
384 |
1.6% |
20% |
False |
False |
52,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,639 |
|
2.618 |
25,039 |
|
1.618 |
24,671 |
|
1.000 |
24,443 |
|
0.618 |
24,303 |
|
HIGH |
24,075 |
|
0.618 |
23,935 |
|
0.500 |
23,891 |
|
0.382 |
23,848 |
|
LOW |
23,707 |
|
0.618 |
23,480 |
|
1.000 |
23,339 |
|
1.618 |
23,112 |
|
2.618 |
22,744 |
|
4.250 |
22,143 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
23,891 |
23,993 |
| PP |
23,881 |
23,949 |
| S1 |
23,870 |
23,904 |
|