| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,763.00 |
2,750.75 |
-12.25 |
-0.4% |
2,683.25 |
| High |
2,779.50 |
2,763.50 |
-16.00 |
-0.6% |
2,787.00 |
| Low |
2,744.25 |
2,741.00 |
-3.25 |
-0.1% |
2,663.75 |
| Close |
2,749.75 |
2,751.50 |
1.75 |
0.1% |
2,784.00 |
| Range |
35.25 |
22.50 |
-12.75 |
-36.2% |
123.25 |
| ATR |
46.36 |
44.65 |
-1.70 |
-3.7% |
0.00 |
| Volume |
766,900 |
358,566 |
-408,334 |
-53.2% |
8,146,755 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,819.50 |
2,808.00 |
2,764.00 |
|
| R3 |
2,797.00 |
2,785.50 |
2,757.75 |
|
| R2 |
2,774.50 |
2,774.50 |
2,755.50 |
|
| R1 |
2,763.00 |
2,763.00 |
2,753.50 |
2,768.75 |
| PP |
2,752.00 |
2,752.00 |
2,752.00 |
2,755.00 |
| S1 |
2,740.50 |
2,740.50 |
2,749.50 |
2,746.25 |
| S2 |
2,729.50 |
2,729.50 |
2,747.50 |
|
| S3 |
2,707.00 |
2,718.00 |
2,745.25 |
|
| S4 |
2,684.50 |
2,695.50 |
2,739.00 |
|
|
| 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 |
2,730.00 |
72.50 |
2.6% |
36.00 |
1.3% |
30% |
False |
False |
1,026,462 |
| 10 |
2,802.50 |
2,647.00 |
155.50 |
5.7% |
38.75 |
1.4% |
67% |
False |
False |
1,390,920 |
| 20 |
2,802.50 |
2,647.00 |
155.50 |
5.7% |
43.25 |
1.6% |
67% |
False |
False |
1,550,391 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
50.50 |
1.8% |
64% |
False |
False |
1,859,911 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
39.75 |
1.4% |
64% |
False |
False |
1,587,458 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
34.75 |
1.3% |
64% |
False |
False |
1,322,527 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
31.00 |
1.1% |
64% |
False |
False |
1,059,338 |
| 120 |
2,878.50 |
2,484.75 |
393.75 |
14.3% |
27.50 |
1.0% |
68% |
False |
False |
883,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,859.00 |
|
2.618 |
2,822.50 |
|
1.618 |
2,800.00 |
|
1.000 |
2,786.00 |
|
0.618 |
2,777.50 |
|
HIGH |
2,763.50 |
|
0.618 |
2,755.00 |
|
0.500 |
2,752.25 |
|
0.382 |
2,749.50 |
|
LOW |
2,741.00 |
|
0.618 |
2,727.00 |
|
1.000 |
2,718.50 |
|
1.618 |
2,704.50 |
|
2.618 |
2,682.00 |
|
4.250 |
2,645.50 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,752.25 |
2,771.75 |
| PP |
2,752.00 |
2,765.00 |
| S1 |
2,751.75 |
2,758.25 |
|