| 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 |
1,323.3 |
1,326.7 |
3.4 |
0.3% |
1,324.9 |
| High |
1,328.8 |
1,330.5 |
1.7 |
0.1% |
1,342.0 |
| Low |
1,313.8 |
1,321.7 |
7.9 |
0.6% |
1,313.2 |
| Close |
1,327.1 |
1,325.6 |
-1.5 |
-0.1% |
1,324.0 |
| Range |
15.0 |
8.8 |
-6.2 |
-41.3% |
28.8 |
| ATR |
15.3 |
14.8 |
-0.5 |
-3.0% |
0.0 |
| Volume |
330,263 |
252,583 |
-77,680 |
-23.5% |
1,410,356 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,352.3 |
1,347.8 |
1,330.4 |
|
| R3 |
1,343.5 |
1,339.0 |
1,328.0 |
|
| R2 |
1,334.7 |
1,334.7 |
1,327.2 |
|
| R1 |
1,330.2 |
1,330.2 |
1,326.4 |
1,328.1 |
| PP |
1,325.9 |
1,325.9 |
1,325.9 |
1,324.9 |
| S1 |
1,321.4 |
1,321.4 |
1,324.8 |
1,319.3 |
| S2 |
1,317.1 |
1,317.1 |
1,324.0 |
|
| S3 |
1,308.3 |
1,312.6 |
1,323.2 |
|
| S4 |
1,299.5 |
1,303.8 |
1,320.8 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,412.8 |
1,397.2 |
1,339.8 |
|
| R3 |
1,384.0 |
1,368.4 |
1,331.9 |
|
| R2 |
1,355.2 |
1,355.2 |
1,329.3 |
|
| R1 |
1,339.6 |
1,339.6 |
1,326.6 |
1,333.0 |
| PP |
1,326.4 |
1,326.4 |
1,326.4 |
1,323.1 |
| S1 |
1,310.8 |
1,310.8 |
1,321.4 |
1,304.2 |
| S2 |
1,297.6 |
1,297.6 |
1,318.7 |
|
| S3 |
1,268.8 |
1,282.0 |
1,316.1 |
|
| S4 |
1,240.0 |
1,253.2 |
1,308.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,330.5 |
1,313.2 |
17.3 |
1.3% |
11.3 |
0.9% |
72% |
True |
False |
280,269 |
| 10 |
1,342.0 |
1,303.6 |
38.4 |
2.9% |
13.4 |
1.0% |
57% |
False |
False |
289,969 |
| 20 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
15.1 |
1.1% |
36% |
False |
False |
284,337 |
| 40 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.3 |
1.2% |
33% |
False |
False |
260,277 |
| 60 |
1,370.5 |
1,260.5 |
110.0 |
8.3% |
13.9 |
1.0% |
59% |
False |
False |
179,375 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.5 |
1.0% |
65% |
False |
False |
135,450 |
| 100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.9 |
1.0% |
65% |
False |
False |
108,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,367.9 |
|
2.618 |
1,353.5 |
|
1.618 |
1,344.7 |
|
1.000 |
1,339.3 |
|
0.618 |
1,335.9 |
|
HIGH |
1,330.5 |
|
0.618 |
1,327.1 |
|
0.500 |
1,326.1 |
|
0.382 |
1,325.1 |
|
LOW |
1,321.7 |
|
0.618 |
1,316.3 |
|
1.000 |
1,312.9 |
|
1.618 |
1,307.5 |
|
2.618 |
1,298.7 |
|
4.250 |
1,284.3 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,326.1 |
1,324.5 |
| PP |
1,325.9 |
1,323.3 |
| S1 |
1,325.8 |
1,322.2 |
|