| 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 |
2,736.50 |
2,784.00 |
47.50 |
1.7% |
2,683.25 |
| High |
2,787.00 |
2,800.50 |
13.50 |
0.5% |
2,787.00 |
| Low |
2,730.00 |
2,779.00 |
49.00 |
1.8% |
2,663.75 |
| Close |
2,784.00 |
2,784.00 |
0.00 |
0.0% |
2,784.00 |
| Range |
57.00 |
21.50 |
-35.50 |
-62.3% |
123.25 |
| ATR |
49.45 |
47.46 |
-2.00 |
-4.0% |
0.00 |
| Volume |
1,541,679 |
1,232,395 |
-309,284 |
-20.1% |
8,146,755 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.25 |
2,839.75 |
2,795.75 |
|
| R3 |
2,830.75 |
2,818.25 |
2,790.00 |
|
| R2 |
2,809.25 |
2,809.25 |
2,788.00 |
|
| R1 |
2,796.75 |
2,796.75 |
2,786.00 |
2,794.75 |
| PP |
2,787.75 |
2,787.75 |
2,787.75 |
2,787.00 |
| S1 |
2,775.25 |
2,775.25 |
2,782.00 |
2,773.25 |
| S2 |
2,766.25 |
2,766.25 |
2,780.00 |
|
| S3 |
2,744.75 |
2,753.75 |
2,778.00 |
|
| S4 |
2,723.25 |
2,732.25 |
2,772.25 |
|
|
| 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 |
2,800.50 |
2,681.25 |
119.25 |
4.3% |
34.50 |
1.2% |
86% |
True |
False |
1,519,465 |
| 10 |
2,800.50 |
2,647.00 |
153.50 |
5.5% |
45.50 |
1.6% |
89% |
True |
False |
1,796,376 |
| 20 |
2,800.50 |
2,620.00 |
180.50 |
6.5% |
46.25 |
1.7% |
91% |
True |
False |
1,718,407 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
50.25 |
1.8% |
73% |
False |
False |
1,922,966 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
39.25 |
1.4% |
73% |
False |
False |
1,622,217 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
34.25 |
1.2% |
73% |
False |
False |
1,293,473 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
30.25 |
1.1% |
73% |
False |
False |
1,035,893 |
| 120 |
2,878.50 |
2,484.75 |
393.75 |
14.1% |
27.00 |
1.0% |
76% |
False |
False |
863,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,892.00 |
|
2.618 |
2,856.75 |
|
1.618 |
2,835.25 |
|
1.000 |
2,822.00 |
|
0.618 |
2,813.75 |
|
HIGH |
2,800.50 |
|
0.618 |
2,792.25 |
|
0.500 |
2,789.75 |
|
0.382 |
2,787.25 |
|
LOW |
2,779.00 |
|
0.618 |
2,765.75 |
|
1.000 |
2,757.50 |
|
1.618 |
2,744.25 |
|
2.618 |
2,722.75 |
|
4.250 |
2,687.50 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,789.75 |
2,776.00 |
| PP |
2,787.75 |
2,768.25 |
| S1 |
2,786.00 |
2,760.25 |
|