| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,443.5 |
12,427.0 |
-16.5 |
-0.1% |
11,914.5 |
| High |
12,487.0 |
12,470.5 |
-16.5 |
-0.1% |
12,421.5 |
| Low |
12,374.5 |
12,130.5 |
-244.0 |
-2.0% |
11,754.5 |
| Close |
12,439.5 |
12,211.0 |
-228.5 |
-1.8% |
12,342.0 |
| Range |
112.5 |
340.0 |
227.5 |
202.2% |
667.0 |
| ATR |
210.5 |
219.7 |
9.3 |
4.4% |
0.0 |
| Volume |
89,249 |
65,662 |
-23,587 |
-26.4% |
62,748 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,290.7 |
13,090.8 |
12,398.0 |
|
| R3 |
12,950.7 |
12,750.8 |
12,304.5 |
|
| R2 |
12,610.7 |
12,610.7 |
12,273.3 |
|
| R1 |
12,410.8 |
12,410.8 |
12,242.2 |
12,340.8 |
| PP |
12,270.7 |
12,270.7 |
12,270.7 |
12,235.6 |
| S1 |
12,070.8 |
12,070.8 |
12,179.8 |
12,000.8 |
| S2 |
11,930.7 |
11,930.7 |
12,148.7 |
|
| S3 |
11,590.7 |
11,730.8 |
12,117.5 |
|
| S4 |
11,250.7 |
11,390.8 |
12,024.0 |
|
|
| 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 |
3.9% |
211.0 |
1.7% |
42% |
False |
False |
42,457 |
| 10 |
12,518.0 |
11,754.5 |
763.5 |
6.3% |
230.2 |
1.9% |
60% |
False |
False |
22,211 |
| 20 |
12,614.5 |
11,754.5 |
860.0 |
7.0% |
195.8 |
1.6% |
53% |
False |
False |
11,259 |
| 40 |
13,611.0 |
11,754.5 |
1,856.5 |
15.2% |
196.6 |
1.6% |
25% |
False |
False |
5,810 |
| 60 |
13,611.0 |
11,754.5 |
1,856.5 |
15.2% |
170.5 |
1.4% |
25% |
False |
False |
3,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,915.5 |
|
2.618 |
13,360.6 |
|
1.618 |
13,020.6 |
|
1.000 |
12,810.5 |
|
0.618 |
12,680.6 |
|
HIGH |
12,470.5 |
|
0.618 |
12,340.6 |
|
0.500 |
12,300.5 |
|
0.382 |
12,260.4 |
|
LOW |
12,130.5 |
|
0.618 |
11,920.4 |
|
1.000 |
11,790.5 |
|
1.618 |
11,580.4 |
|
2.618 |
11,240.4 |
|
4.250 |
10,685.5 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,300.5 |
12,308.8 |
| PP |
12,270.7 |
12,276.2 |
| S1 |
12,240.8 |
12,243.6 |
|