| 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 |
2,722.50 |
2,736.50 |
14.00 |
0.5% |
2,683.25 |
| High |
2,740.50 |
2,787.00 |
46.50 |
1.7% |
2,787.00 |
| Low |
2,720.00 |
2,730.00 |
10.00 |
0.4% |
2,663.75 |
| Close |
2,739.25 |
2,784.00 |
44.75 |
1.6% |
2,784.00 |
| Range |
20.50 |
57.00 |
36.50 |
178.0% |
123.25 |
| ATR |
48.87 |
49.45 |
0.58 |
1.2% |
0.00 |
| Volume |
1,502,808 |
1,541,679 |
38,871 |
2.6% |
8,146,755 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.00 |
2,918.00 |
2,815.25 |
|
| R3 |
2,881.00 |
2,861.00 |
2,799.75 |
|
| R2 |
2,824.00 |
2,824.00 |
2,794.50 |
|
| R1 |
2,804.00 |
2,804.00 |
2,789.25 |
2,814.00 |
| PP |
2,767.00 |
2,767.00 |
2,767.00 |
2,772.00 |
| S1 |
2,747.00 |
2,747.00 |
2,778.75 |
2,757.00 |
| S2 |
2,710.00 |
2,710.00 |
2,773.50 |
|
| S3 |
2,653.00 |
2,690.00 |
2,768.25 |
|
| S4 |
2,596.00 |
2,633.00 |
2,752.75 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,114.75 |
3,072.50 |
2,851.75 |
|
| R3 |
2,991.50 |
2,949.25 |
2,818.00 |
|
| R2 |
2,868.25 |
2,868.25 |
2,806.50 |
|
| R1 |
2,826.00 |
2,826.00 |
2,795.25 |
2,847.00 |
| PP |
2,745.00 |
2,745.00 |
2,745.00 |
2,755.50 |
| S1 |
2,702.75 |
2,702.75 |
2,772.75 |
2,724.00 |
| S2 |
2,621.75 |
2,621.75 |
2,761.50 |
|
| S3 |
2,498.50 |
2,579.50 |
2,750.00 |
|
| S4 |
2,375.25 |
2,456.25 |
2,716.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,787.00 |
2,663.75 |
123.25 |
4.4% |
43.00 |
1.5% |
98% |
True |
False |
1,629,351 |
| 10 |
2,789.75 |
2,647.00 |
142.75 |
5.1% |
47.75 |
1.7% |
96% |
False |
False |
1,798,764 |
| 20 |
2,789.75 |
2,530.25 |
259.50 |
9.3% |
50.50 |
1.8% |
98% |
False |
False |
1,852,259 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
50.25 |
1.8% |
73% |
False |
False |
1,918,292 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
39.00 |
1.4% |
73% |
False |
False |
1,629,328 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
34.25 |
1.2% |
73% |
False |
False |
1,278,131 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
30.25 |
1.1% |
73% |
False |
False |
1,023,595 |
| 120 |
2,878.50 |
2,484.75 |
393.75 |
14.1% |
26.75 |
1.0% |
76% |
False |
False |
853,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,029.25 |
|
2.618 |
2,936.25 |
|
1.618 |
2,879.25 |
|
1.000 |
2,844.00 |
|
0.618 |
2,822.25 |
|
HIGH |
2,787.00 |
|
0.618 |
2,765.25 |
|
0.500 |
2,758.50 |
|
0.382 |
2,751.75 |
|
LOW |
2,730.00 |
|
0.618 |
2,694.75 |
|
1.000 |
2,673.00 |
|
1.618 |
2,637.75 |
|
2.618 |
2,580.75 |
|
4.250 |
2,487.75 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,775.50 |
2,767.50 |
| PP |
2,767.00 |
2,750.75 |
| S1 |
2,758.50 |
2,734.00 |
|