| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,784.00 |
2,782.25 |
-1.75 |
-0.1% |
2,683.25 |
| High |
2,800.50 |
2,802.50 |
2.00 |
0.1% |
2,787.00 |
| Low |
2,779.00 |
2,758.50 |
-20.50 |
-0.7% |
2,663.75 |
| Close |
2,784.00 |
2,768.50 |
-15.50 |
-0.6% |
2,784.00 |
| Range |
21.50 |
44.00 |
22.50 |
104.7% |
123.25 |
| ATR |
47.46 |
47.21 |
-0.25 |
-0.5% |
0.00 |
| Volume |
1,232,395 |
1,232,770 |
375 |
0.0% |
8,146,755 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.50 |
2,882.50 |
2,792.75 |
|
| R3 |
2,864.50 |
2,838.50 |
2,780.50 |
|
| R2 |
2,820.50 |
2,820.50 |
2,776.50 |
|
| R1 |
2,794.50 |
2,794.50 |
2,772.50 |
2,785.50 |
| PP |
2,776.50 |
2,776.50 |
2,776.50 |
2,772.00 |
| S1 |
2,750.50 |
2,750.50 |
2,764.50 |
2,741.50 |
| S2 |
2,732.50 |
2,732.50 |
2,760.50 |
|
| S3 |
2,688.50 |
2,706.50 |
2,756.50 |
|
| S4 |
2,644.50 |
2,662.50 |
2,744.25 |
|
|
| 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 |
2,802.50 |
2,681.25 |
121.25 |
4.4% |
38.50 |
1.4% |
72% |
True |
False |
1,476,002 |
| 10 |
2,802.50 |
2,647.00 |
155.50 |
5.6% |
45.25 |
1.6% |
78% |
True |
False |
1,747,938 |
| 20 |
2,802.50 |
2,627.00 |
175.50 |
6.3% |
45.75 |
1.7% |
81% |
True |
False |
1,671,523 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
50.75 |
1.8% |
69% |
False |
False |
1,919,858 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
39.75 |
1.4% |
69% |
False |
False |
1,616,667 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
34.75 |
1.3% |
69% |
False |
False |
1,308,784 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
30.75 |
1.1% |
69% |
False |
False |
1,048,171 |
| 120 |
2,878.50 |
2,484.75 |
393.75 |
14.2% |
27.25 |
1.0% |
72% |
False |
False |
873,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,989.50 |
|
2.618 |
2,917.75 |
|
1.618 |
2,873.75 |
|
1.000 |
2,846.50 |
|
0.618 |
2,829.75 |
|
HIGH |
2,802.50 |
|
0.618 |
2,785.75 |
|
0.500 |
2,780.50 |
|
0.382 |
2,775.25 |
|
LOW |
2,758.50 |
|
0.618 |
2,731.25 |
|
1.000 |
2,714.50 |
|
1.618 |
2,687.25 |
|
2.618 |
2,643.25 |
|
4.250 |
2,571.50 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.50 |
2,767.75 |
| PP |
2,776.50 |
2,767.00 |
| S1 |
2,772.50 |
2,766.25 |
|