| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,750.75 |
2,753.75 |
3.00 |
0.1% |
2,784.00 |
| High |
2,763.50 |
2,757.00 |
-6.50 |
-0.2% |
2,802.50 |
| Low |
2,741.00 |
2,747.00 |
6.00 |
0.2% |
2,741.00 |
| Close |
2,751.50 |
2,751.83 |
0.33 |
0.0% |
2,751.83 |
| Range |
22.50 |
10.00 |
-12.50 |
-55.6% |
61.50 |
| ATR |
44.65 |
42.18 |
-2.48 |
-5.5% |
0.00 |
| Volume |
358,566 |
46,761 |
-311,805 |
-87.0% |
3,637,392 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.00 |
2,777.00 |
2,757.25 |
|
| R3 |
2,772.00 |
2,767.00 |
2,754.50 |
|
| R2 |
2,762.00 |
2,762.00 |
2,753.75 |
|
| R1 |
2,757.00 |
2,757.00 |
2,752.75 |
2,754.50 |
| PP |
2,752.00 |
2,752.00 |
2,752.00 |
2,750.75 |
| S1 |
2,747.00 |
2,747.00 |
2,751.00 |
2,744.50 |
| S2 |
2,742.00 |
2,742.00 |
2,750.00 |
|
| S3 |
2,732.00 |
2,737.00 |
2,749.00 |
|
| S4 |
2,722.00 |
2,727.00 |
2,746.25 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.50 |
2,912.25 |
2,785.75 |
|
| R3 |
2,888.00 |
2,850.75 |
2,768.75 |
|
| R2 |
2,826.50 |
2,826.50 |
2,763.00 |
|
| R1 |
2,789.25 |
2,789.25 |
2,757.50 |
2,777.25 |
| PP |
2,765.00 |
2,765.00 |
2,765.00 |
2,759.00 |
| S1 |
2,727.75 |
2,727.75 |
2,746.25 |
2,715.75 |
| S2 |
2,703.50 |
2,703.50 |
2,740.50 |
|
| S3 |
2,642.00 |
2,666.25 |
2,735.00 |
|
| S4 |
2,580.50 |
2,604.75 |
2,718.00 |
|
|
| 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 |
2,741.00 |
61.50 |
2.2% |
26.75 |
1.0% |
18% |
False |
False |
727,478 |
| 10 |
2,802.50 |
2,663.75 |
138.75 |
5.0% |
34.75 |
1.3% |
63% |
False |
False |
1,178,414 |
| 20 |
2,802.50 |
2,647.00 |
155.50 |
5.7% |
41.50 |
1.5% |
67% |
False |
False |
1,469,283 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
50.50 |
1.8% |
64% |
False |
False |
1,827,447 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
39.75 |
1.4% |
64% |
False |
False |
1,570,891 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
34.75 |
1.3% |
64% |
False |
False |
1,323,054 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
31.00 |
1.1% |
64% |
False |
False |
1,059,757 |
| 120 |
2,878.50 |
2,484.75 |
393.75 |
14.3% |
27.50 |
1.0% |
68% |
False |
False |
883,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.50 |
|
2.618 |
2,783.25 |
|
1.618 |
2,773.25 |
|
1.000 |
2,767.00 |
|
0.618 |
2,763.25 |
|
HIGH |
2,757.00 |
|
0.618 |
2,753.25 |
|
0.500 |
2,752.00 |
|
0.382 |
2,750.75 |
|
LOW |
2,747.00 |
|
0.618 |
2,740.75 |
|
1.000 |
2,737.00 |
|
1.618 |
2,730.75 |
|
2.618 |
2,720.75 |
|
4.250 |
2,704.50 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,752.00 |
2,760.25 |
| PP |
2,752.00 |
2,757.50 |
| S1 |
2,752.00 |
2,754.75 |
|