| 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 |
12,362.0 |
12,435.0 |
73.0 |
0.6% |
11,926.0 |
| High |
12,409.5 |
12,476.0 |
66.5 |
0.5% |
12,409.5 |
| Low |
12,281.0 |
12,357.5 |
76.5 |
0.6% |
11,725.0 |
| Close |
12,327.5 |
12,425.0 |
97.5 |
0.8% |
12,327.5 |
| Range |
128.5 |
118.5 |
-10.0 |
-7.8% |
684.5 |
| ATR |
239.0 |
232.5 |
-6.5 |
-2.7% |
0.0 |
| Volume |
89,927 |
112,578 |
22,651 |
25.2% |
477,424 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,775.0 |
12,718.5 |
12,490.2 |
|
| R3 |
12,656.5 |
12,600.0 |
12,457.6 |
|
| R2 |
12,538.0 |
12,538.0 |
12,446.7 |
|
| R1 |
12,481.5 |
12,481.5 |
12,435.9 |
12,450.5 |
| PP |
12,419.5 |
12,419.5 |
12,419.5 |
12,404.0 |
| S1 |
12,363.0 |
12,363.0 |
12,414.1 |
12,332.0 |
| S2 |
12,301.0 |
12,301.0 |
12,403.3 |
|
| S3 |
12,182.5 |
12,244.5 |
12,392.4 |
|
| S4 |
12,064.0 |
12,126.0 |
12,359.8 |
|
|
| 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 |
12,476.0 |
11,965.5 |
510.5 |
4.1% |
187.3 |
1.5% |
90% |
True |
False |
99,163 |
| 10 |
12,573.0 |
11,725.0 |
848.0 |
6.8% |
232.5 |
1.9% |
83% |
False |
False |
110,032 |
| 20 |
12,598.0 |
11,725.0 |
873.0 |
7.0% |
207.7 |
1.7% |
80% |
False |
False |
100,978 |
| 40 |
13,596.0 |
11,725.0 |
1,871.0 |
15.1% |
223.1 |
1.8% |
37% |
False |
False |
101,510 |
| 60 |
13,596.0 |
11,725.0 |
1,871.0 |
15.1% |
195.4 |
1.6% |
37% |
False |
False |
90,352 |
| 80 |
13,596.0 |
11,725.0 |
1,871.0 |
15.1% |
183.8 |
1.5% |
37% |
False |
False |
69,807 |
| 100 |
13,596.0 |
11,725.0 |
1,871.0 |
15.1% |
168.9 |
1.4% |
37% |
False |
False |
55,927 |
| 120 |
13,596.0 |
11,725.0 |
1,871.0 |
15.1% |
149.9 |
1.2% |
37% |
False |
False |
46,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,979.6 |
|
2.618 |
12,786.2 |
|
1.618 |
12,667.7 |
|
1.000 |
12,594.5 |
|
0.618 |
12,549.2 |
|
HIGH |
12,476.0 |
|
0.618 |
12,430.7 |
|
0.500 |
12,416.8 |
|
0.382 |
12,402.8 |
|
LOW |
12,357.5 |
|
0.618 |
12,284.3 |
|
1.000 |
12,239.0 |
|
1.618 |
12,165.8 |
|
2.618 |
12,047.3 |
|
4.250 |
11,853.9 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,422.3 |
12,391.3 |
| PP |
12,419.5 |
12,357.7 |
| S1 |
12,416.8 |
12,324.0 |
|