| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,250.0 |
12,362.0 |
112.0 |
0.9% |
11,926.0 |
| High |
12,382.5 |
12,409.5 |
27.0 |
0.2% |
12,409.5 |
| Low |
12,172.0 |
12,281.0 |
109.0 |
0.9% |
11,725.0 |
| Close |
12,360.0 |
12,327.5 |
-32.5 |
-0.3% |
12,327.5 |
| Range |
210.5 |
128.5 |
-82.0 |
-39.0% |
684.5 |
| ATR |
247.5 |
239.0 |
-8.5 |
-3.4% |
0.0 |
| Volume |
89,927 |
89,927 |
0 |
0.0% |
477,424 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,724.8 |
12,654.7 |
12,398.2 |
|
| R3 |
12,596.3 |
12,526.2 |
12,362.8 |
|
| R2 |
12,467.8 |
12,467.8 |
12,351.1 |
|
| R1 |
12,397.7 |
12,397.7 |
12,339.3 |
12,368.5 |
| PP |
12,339.3 |
12,339.3 |
12,339.3 |
12,324.8 |
| S1 |
12,269.2 |
12,269.2 |
12,315.7 |
12,240.0 |
| S2 |
12,210.8 |
12,210.8 |
12,303.9 |
|
| S3 |
12,082.3 |
12,140.7 |
12,292.2 |
|
| S4 |
11,953.8 |
12,012.2 |
12,256.8 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,207.5 |
13,952.0 |
12,704.0 |
|
| R3 |
13,523.0 |
13,267.5 |
12,515.7 |
|
| R2 |
12,838.5 |
12,838.5 |
12,453.0 |
|
| R1 |
12,583.0 |
12,583.0 |
12,390.2 |
12,710.8 |
| PP |
12,154.0 |
12,154.0 |
12,154.0 |
12,217.9 |
| S1 |
11,898.5 |
11,898.5 |
12,264.8 |
12,026.3 |
| S2 |
11,469.5 |
11,469.5 |
12,202.0 |
|
| S3 |
10,785.0 |
11,214.0 |
12,139.3 |
|
| S4 |
10,100.5 |
10,529.5 |
11,951.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,409.5 |
11,725.0 |
684.5 |
5.6% |
254.4 |
2.1% |
88% |
True |
False |
95,484 |
| 10 |
12,598.0 |
11,725.0 |
873.0 |
7.1% |
232.8 |
1.9% |
69% |
False |
False |
108,608 |
| 20 |
12,598.0 |
11,725.0 |
873.0 |
7.1% |
221.3 |
1.8% |
69% |
False |
False |
100,461 |
| 40 |
13,596.0 |
11,725.0 |
1,871.0 |
15.2% |
224.0 |
1.8% |
32% |
False |
False |
100,591 |
| 60 |
13,596.0 |
11,725.0 |
1,871.0 |
15.2% |
195.6 |
1.6% |
32% |
False |
False |
89,727 |
| 80 |
13,596.0 |
11,725.0 |
1,871.0 |
15.2% |
184.8 |
1.5% |
32% |
False |
False |
68,444 |
| 100 |
13,596.0 |
11,725.0 |
1,871.0 |
15.2% |
168.4 |
1.4% |
32% |
False |
False |
54,802 |
| 120 |
13,596.0 |
11,725.0 |
1,871.0 |
15.2% |
149.3 |
1.2% |
32% |
False |
False |
45,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,955.6 |
|
2.618 |
12,745.9 |
|
1.618 |
12,617.4 |
|
1.000 |
12,538.0 |
|
0.618 |
12,488.9 |
|
HIGH |
12,409.5 |
|
0.618 |
12,360.4 |
|
0.500 |
12,345.3 |
|
0.382 |
12,330.1 |
|
LOW |
12,281.0 |
|
0.618 |
12,201.6 |
|
1.000 |
12,152.5 |
|
1.618 |
12,073.1 |
|
2.618 |
11,944.6 |
|
4.250 |
11,734.9 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,345.3 |
12,280.8 |
| PP |
12,339.3 |
12,234.2 |
| S1 |
12,333.4 |
12,187.5 |
|