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 |
19.64 |
19.66 |
0.02 |
0.1% |
19.50 |
High |
19.84 |
19.98 |
0.14 |
0.7% |
20.28 |
Low |
19.58 |
19.60 |
0.02 |
0.1% |
19.16 |
Close |
19.72 |
19.93 |
0.21 |
1.1% |
19.72 |
Range |
0.26 |
0.38 |
0.12 |
46.2% |
1.12 |
ATR |
0.51 |
0.50 |
-0.01 |
-1.8% |
0.00 |
Volume |
1,343,026 |
1,609,297 |
266,271 |
19.8% |
9,493,459 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.98 |
20.83 |
20.14 |
|
R3 |
20.60 |
20.45 |
20.03 |
|
R2 |
20.22 |
20.22 |
20.00 |
|
R1 |
20.07 |
20.07 |
19.96 |
20.15 |
PP |
19.84 |
19.84 |
19.84 |
19.87 |
S1 |
19.69 |
19.69 |
19.90 |
19.77 |
S2 |
19.46 |
19.46 |
19.86 |
|
S3 |
19.08 |
19.31 |
19.83 |
|
S4 |
18.70 |
18.93 |
19.72 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23.08 |
22.52 |
20.34 |
|
R3 |
21.96 |
21.40 |
20.03 |
|
R2 |
20.84 |
20.84 |
19.93 |
|
R1 |
20.28 |
20.28 |
19.82 |
20.56 |
PP |
19.72 |
19.72 |
19.72 |
19.86 |
S1 |
19.16 |
19.16 |
19.62 |
19.44 |
S2 |
18.60 |
18.60 |
19.51 |
|
S3 |
17.48 |
18.04 |
19.41 |
|
S4 |
16.36 |
16.92 |
19.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20.28 |
19.52 |
0.76 |
3.8% |
0.43 |
2.1% |
54% |
False |
False |
1,857,774 |
10 |
20.28 |
18.74 |
1.54 |
7.7% |
0.44 |
2.2% |
77% |
False |
False |
2,070,629 |
20 |
20.28 |
18.67 |
1.61 |
8.1% |
0.47 |
2.4% |
78% |
False |
False |
2,522,536 |
40 |
22.72 |
18.67 |
4.05 |
20.3% |
0.49 |
2.5% |
31% |
False |
False |
2,708,131 |
60 |
22.72 |
18.67 |
4.05 |
20.3% |
0.47 |
2.4% |
31% |
False |
False |
2,519,611 |
80 |
22.72 |
18.67 |
4.05 |
20.3% |
0.48 |
2.4% |
31% |
False |
False |
2,490,936 |
100 |
22.72 |
18.67 |
4.05 |
20.3% |
0.45 |
2.3% |
31% |
False |
False |
2,442,297 |
120 |
22.72 |
18.67 |
4.05 |
20.3% |
0.44 |
2.2% |
31% |
False |
False |
2,440,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21.60 |
2.618 |
20.97 |
1.618 |
20.59 |
1.000 |
20.36 |
0.618 |
20.21 |
HIGH |
19.98 |
0.618 |
19.83 |
0.500 |
19.79 |
0.382 |
19.75 |
LOW |
19.60 |
0.618 |
19.37 |
1.000 |
19.22 |
1.618 |
18.99 |
2.618 |
18.61 |
4.250 |
17.99 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
19.88 |
19.87 |
PP |
19.84 |
19.81 |
S1 |
19.79 |
19.75 |
|