| 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 |
12,427.0 |
12,196.0 |
-231.0 |
-1.9% |
11,914.5 |
| High |
12,470.5 |
12,333.5 |
-137.0 |
-1.1% |
12,421.5 |
| Low |
12,130.5 |
12,178.0 |
47.5 |
0.4% |
11,754.5 |
| Close |
12,211.0 |
12,231.0 |
20.0 |
0.2% |
12,342.0 |
| Range |
340.0 |
155.5 |
-184.5 |
-54.3% |
667.0 |
| ATR |
219.7 |
215.1 |
-4.6 |
-2.1% |
0.0 |
| Volume |
65,662 |
65,662 |
0 |
0.0% |
62,748 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,714.0 |
12,628.0 |
12,316.5 |
|
| R3 |
12,558.5 |
12,472.5 |
12,273.8 |
|
| R2 |
12,403.0 |
12,403.0 |
12,259.5 |
|
| R1 |
12,317.0 |
12,317.0 |
12,245.3 |
12,360.0 |
| PP |
12,247.5 |
12,247.5 |
12,247.5 |
12,269.0 |
| S1 |
12,161.5 |
12,161.5 |
12,216.7 |
12,204.5 |
| S2 |
12,092.0 |
12,092.0 |
12,202.5 |
|
| S3 |
11,936.5 |
12,006.0 |
12,188.2 |
|
| S4 |
11,781.0 |
11,850.5 |
12,145.5 |
|
|
| 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 |
12,130.5 |
356.5 |
2.9% |
186.5 |
1.5% |
28% |
False |
False |
54,847 |
| 10 |
12,487.0 |
11,754.5 |
732.5 |
6.0% |
234.5 |
1.9% |
65% |
False |
False |
28,631 |
| 20 |
12,614.5 |
11,754.5 |
860.0 |
7.0% |
187.6 |
1.5% |
55% |
False |
False |
14,532 |
| 40 |
13,611.0 |
11,754.5 |
1,856.5 |
15.2% |
198.2 |
1.6% |
26% |
False |
False |
7,448 |
| 60 |
13,611.0 |
11,754.5 |
1,856.5 |
15.2% |
171.2 |
1.4% |
26% |
False |
False |
5,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,994.4 |
|
2.618 |
12,740.6 |
|
1.618 |
12,585.1 |
|
1.000 |
12,489.0 |
|
0.618 |
12,429.6 |
|
HIGH |
12,333.5 |
|
0.618 |
12,274.1 |
|
0.500 |
12,255.8 |
|
0.382 |
12,237.4 |
|
LOW |
12,178.0 |
|
0.618 |
12,081.9 |
|
1.000 |
12,022.5 |
|
1.618 |
11,926.4 |
|
2.618 |
11,770.9 |
|
4.250 |
11,517.1 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,255.8 |
12,308.8 |
| PP |
12,247.5 |
12,282.8 |
| S1 |
12,239.3 |
12,256.9 |
|