| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,375.5 |
12,443.5 |
68.0 |
0.5% |
11,914.5 |
| High |
12,421.5 |
12,487.0 |
65.5 |
0.5% |
12,421.5 |
| Low |
12,299.0 |
12,374.5 |
75.5 |
0.6% |
11,754.5 |
| Close |
12,342.0 |
12,439.5 |
97.5 |
0.8% |
12,342.0 |
| Range |
122.5 |
112.5 |
-10.0 |
-8.2% |
667.0 |
| ATR |
215.5 |
210.5 |
-5.0 |
-2.3% |
0.0 |
| Volume |
45,867 |
89,249 |
43,382 |
94.6% |
62,748 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,771.2 |
12,717.8 |
12,501.4 |
|
| R3 |
12,658.7 |
12,605.3 |
12,470.4 |
|
| R2 |
12,546.2 |
12,546.2 |
12,460.1 |
|
| R1 |
12,492.8 |
12,492.8 |
12,449.8 |
12,463.3 |
| PP |
12,433.7 |
12,433.7 |
12,433.7 |
12,418.9 |
| S1 |
12,380.3 |
12,380.3 |
12,429.2 |
12,350.8 |
| S2 |
12,321.2 |
12,321.2 |
12,418.9 |
|
| S3 |
12,208.7 |
12,267.8 |
12,408.6 |
|
| S4 |
12,096.2 |
12,155.3 |
12,377.6 |
|
|
| 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 |
12,487.0 |
12,010.0 |
477.0 |
3.8% |
175.5 |
1.4% |
90% |
True |
False |
30,044 |
| 10 |
12,590.0 |
11,754.5 |
835.5 |
6.7% |
211.3 |
1.7% |
82% |
False |
False |
15,679 |
| 20 |
12,614.5 |
11,754.5 |
860.0 |
6.9% |
183.5 |
1.5% |
80% |
False |
False |
8,018 |
| 40 |
13,611.0 |
11,754.5 |
1,856.5 |
14.9% |
192.6 |
1.5% |
37% |
False |
False |
4,196 |
| 60 |
13,611.0 |
11,754.5 |
1,856.5 |
14.9% |
166.7 |
1.3% |
37% |
False |
False |
2,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,965.1 |
|
2.618 |
12,781.5 |
|
1.618 |
12,669.0 |
|
1.000 |
12,599.5 |
|
0.618 |
12,556.5 |
|
HIGH |
12,487.0 |
|
0.618 |
12,444.0 |
|
0.500 |
12,430.8 |
|
0.382 |
12,417.5 |
|
LOW |
12,374.5 |
|
0.618 |
12,305.0 |
|
1.000 |
12,262.0 |
|
1.618 |
12,192.5 |
|
2.618 |
12,080.0 |
|
4.250 |
11,896.4 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,436.6 |
12,406.4 |
| PP |
12,433.7 |
12,373.3 |
| S1 |
12,430.8 |
12,340.3 |
|