| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,267.5 |
12,375.5 |
108.0 |
0.9% |
11,914.5 |
| High |
12,395.5 |
12,421.5 |
26.0 |
0.2% |
12,421.5 |
| Low |
12,193.5 |
12,299.0 |
105.5 |
0.9% |
11,754.5 |
| Close |
12,375.0 |
12,342.0 |
-33.0 |
-0.3% |
12,342.0 |
| Range |
202.0 |
122.5 |
-79.5 |
-39.4% |
667.0 |
| ATR |
222.6 |
215.5 |
-7.2 |
-3.2% |
0.0 |
| Volume |
7,799 |
45,867 |
38,068 |
488.1% |
62,748 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,721.7 |
12,654.3 |
12,409.4 |
|
| R3 |
12,599.2 |
12,531.8 |
12,375.7 |
|
| R2 |
12,476.7 |
12,476.7 |
12,364.5 |
|
| R1 |
12,409.3 |
12,409.3 |
12,353.2 |
12,381.8 |
| PP |
12,354.2 |
12,354.2 |
12,354.2 |
12,340.4 |
| S1 |
12,286.8 |
12,286.8 |
12,330.8 |
12,259.3 |
| S2 |
12,231.7 |
12,231.7 |
12,319.5 |
|
| S3 |
12,109.2 |
12,164.3 |
12,308.3 |
|
| S4 |
11,986.7 |
12,041.8 |
12,274.6 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,173.7 |
13,924.8 |
12,708.9 |
|
| R3 |
13,506.7 |
13,257.8 |
12,525.4 |
|
| R2 |
12,839.7 |
12,839.7 |
12,464.3 |
|
| R1 |
12,590.8 |
12,590.8 |
12,403.1 |
12,715.3 |
| PP |
12,172.7 |
12,172.7 |
12,172.7 |
12,234.9 |
| S1 |
11,923.8 |
11,923.8 |
12,280.9 |
12,048.3 |
| S2 |
11,505.7 |
11,505.7 |
12,219.7 |
|
| S3 |
10,838.7 |
11,256.8 |
12,158.6 |
|
| S4 |
10,171.7 |
10,589.8 |
11,975.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,421.5 |
11,754.5 |
667.0 |
5.4% |
236.6 |
1.9% |
88% |
True |
False |
12,549 |
| 10 |
12,614.5 |
11,754.5 |
860.0 |
7.0% |
212.0 |
1.7% |
68% |
False |
False |
6,794 |
| 20 |
12,614.5 |
11,754.5 |
860.0 |
7.0% |
184.3 |
1.5% |
68% |
False |
False |
3,583 |
| 40 |
13,611.0 |
11,754.5 |
1,856.5 |
15.0% |
191.1 |
1.5% |
32% |
False |
False |
1,972 |
| 60 |
13,611.0 |
11,754.5 |
1,856.5 |
15.0% |
166.3 |
1.3% |
32% |
False |
False |
1,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,942.1 |
|
2.618 |
12,742.2 |
|
1.618 |
12,619.7 |
|
1.000 |
12,544.0 |
|
0.618 |
12,497.2 |
|
HIGH |
12,421.5 |
|
0.618 |
12,374.7 |
|
0.500 |
12,360.3 |
|
0.382 |
12,345.8 |
|
LOW |
12,299.0 |
|
0.618 |
12,223.3 |
|
1.000 |
12,176.5 |
|
1.618 |
12,100.8 |
|
2.618 |
11,978.3 |
|
4.250 |
11,778.4 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,360.3 |
12,299.9 |
| PP |
12,354.2 |
12,257.8 |
| S1 |
12,348.1 |
12,215.8 |
|