| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,782.25 |
2,763.00 |
-19.25 |
-0.7% |
2,683.25 |
| High |
2,802.50 |
2,779.50 |
-23.00 |
-0.8% |
2,787.00 |
| Low |
2,758.50 |
2,744.25 |
-14.25 |
-0.5% |
2,663.75 |
| Close |
2,768.50 |
2,749.75 |
-18.75 |
-0.7% |
2,784.00 |
| Range |
44.00 |
35.25 |
-8.75 |
-19.9% |
123.25 |
| ATR |
47.21 |
46.36 |
-0.85 |
-1.8% |
0.00 |
| Volume |
1,232,770 |
766,900 |
-465,870 |
-37.8% |
8,146,755 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.50 |
2,842.00 |
2,769.25 |
|
| R3 |
2,828.25 |
2,806.75 |
2,759.50 |
|
| R2 |
2,793.00 |
2,793.00 |
2,756.25 |
|
| R1 |
2,771.50 |
2,771.50 |
2,753.00 |
2,764.50 |
| PP |
2,757.75 |
2,757.75 |
2,757.75 |
2,754.50 |
| S1 |
2,736.25 |
2,736.25 |
2,746.50 |
2,729.50 |
| S2 |
2,722.50 |
2,722.50 |
2,743.25 |
|
| S3 |
2,687.25 |
2,701.00 |
2,740.00 |
|
| S4 |
2,652.00 |
2,665.75 |
2,730.25 |
|
|
| 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 |
2,720.00 |
82.50 |
3.0% |
35.75 |
1.3% |
36% |
False |
False |
1,255,310 |
| 10 |
2,802.50 |
2,647.00 |
155.50 |
5.7% |
43.75 |
1.6% |
66% |
False |
False |
1,636,960 |
| 20 |
2,802.50 |
2,627.00 |
175.50 |
6.4% |
46.00 |
1.7% |
70% |
False |
False |
1,636,813 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
50.75 |
1.8% |
63% |
False |
False |
1,889,493 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
40.00 |
1.5% |
63% |
False |
False |
1,604,996 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
35.00 |
1.3% |
63% |
False |
False |
1,318,296 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
31.00 |
1.1% |
63% |
False |
False |
1,055,818 |
| 120 |
2,878.50 |
2,484.75 |
393.75 |
14.3% |
27.50 |
1.0% |
67% |
False |
False |
880,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,929.25 |
|
2.618 |
2,871.75 |
|
1.618 |
2,836.50 |
|
1.000 |
2,814.75 |
|
0.618 |
2,801.25 |
|
HIGH |
2,779.50 |
|
0.618 |
2,766.00 |
|
0.500 |
2,762.00 |
|
0.382 |
2,757.75 |
|
LOW |
2,744.25 |
|
0.618 |
2,722.50 |
|
1.000 |
2,709.00 |
|
1.618 |
2,687.25 |
|
2.618 |
2,652.00 |
|
4.250 |
2,594.50 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,762.00 |
2,773.50 |
| PP |
2,757.75 |
2,765.50 |
| S1 |
2,753.75 |
2,757.50 |
|