Trading Metrics calculated at close of trading on 16-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
12.85 |
13.26 |
0.41 |
3.2% |
12.90 |
High |
13.27 |
13.30 |
0.03 |
0.2% |
13.30 |
Low |
12.85 |
12.92 |
0.07 |
0.5% |
12.59 |
Close |
13.25 |
12.95 |
-0.30 |
-2.3% |
12.95 |
Range |
0.42 |
0.38 |
-0.04 |
-9.5% |
0.71 |
ATR |
0.40 |
0.40 |
0.00 |
-0.4% |
0.00 |
Volume |
5,907,150 |
4,855,509 |
-1,051,641 |
-17.8% |
17,204,487 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.20 |
13.95 |
13.16 |
|
R3 |
13.82 |
13.57 |
13.05 |
|
R2 |
13.44 |
13.44 |
13.02 |
|
R1 |
13.19 |
13.19 |
12.98 |
13.13 |
PP |
13.06 |
13.06 |
13.06 |
13.02 |
S1 |
12.81 |
12.81 |
12.92 |
12.75 |
S2 |
12.68 |
12.68 |
12.88 |
|
S3 |
12.30 |
12.43 |
12.85 |
|
S4 |
11.92 |
12.05 |
12.74 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.08 |
14.72 |
13.34 |
|
R3 |
14.37 |
14.01 |
13.15 |
|
R2 |
13.66 |
13.66 |
13.08 |
|
R1 |
13.30 |
13.30 |
13.02 |
13.48 |
PP |
12.95 |
12.95 |
12.95 |
13.04 |
S1 |
12.59 |
12.59 |
12.88 |
12.77 |
S2 |
12.24 |
12.24 |
12.82 |
|
S3 |
11.53 |
11.88 |
12.75 |
|
S4 |
10.82 |
11.17 |
12.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13.30 |
12.59 |
0.71 |
5.5% |
0.33 |
2.6% |
51% |
True |
False |
4,367,562 |
10 |
13.30 |
11.76 |
1.54 |
11.9% |
0.37 |
2.9% |
77% |
True |
False |
4,523,239 |
20 |
13.30 |
11.76 |
1.54 |
11.9% |
0.37 |
2.9% |
77% |
True |
False |
4,440,192 |
40 |
13.98 |
11.11 |
2.87 |
22.2% |
0.40 |
3.1% |
64% |
False |
False |
5,089,436 |
60 |
14.55 |
10.46 |
4.09 |
31.6% |
0.41 |
3.2% |
61% |
False |
False |
6,639,548 |
80 |
14.55 |
10.13 |
4.42 |
34.1% |
0.36 |
2.8% |
64% |
False |
False |
5,631,015 |
100 |
14.55 |
10.13 |
4.42 |
34.1% |
0.34 |
2.6% |
64% |
False |
False |
5,318,304 |
120 |
14.55 |
9.00 |
5.55 |
42.9% |
0.34 |
2.6% |
71% |
False |
False |
6,180,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.92 |
2.618 |
14.29 |
1.618 |
13.91 |
1.000 |
13.68 |
0.618 |
13.53 |
HIGH |
13.30 |
0.618 |
13.15 |
0.500 |
13.11 |
0.382 |
13.07 |
LOW |
12.92 |
0.618 |
12.69 |
1.000 |
12.54 |
1.618 |
12.31 |
2.618 |
11.93 |
4.250 |
11.31 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
13.11 |
12.98 |
PP |
13.06 |
12.97 |
S1 |
13.00 |
12.96 |
|