| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,196.0 |
12,262.5 |
66.5 |
0.5% |
11,914.5 |
| High |
12,333.5 |
12,388.0 |
54.5 |
0.4% |
12,421.5 |
| Low |
12,178.0 |
12,245.5 |
67.5 |
0.6% |
11,754.5 |
| Close |
12,231.0 |
12,368.5 |
137.5 |
1.1% |
12,342.0 |
| Range |
155.5 |
142.5 |
-13.0 |
-8.4% |
667.0 |
| ATR |
215.1 |
211.0 |
-4.2 |
-1.9% |
0.0 |
| Volume |
65,662 |
93,872 |
28,210 |
43.0% |
62,748 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,761.5 |
12,707.5 |
12,446.9 |
|
| R3 |
12,619.0 |
12,565.0 |
12,407.7 |
|
| R2 |
12,476.5 |
12,476.5 |
12,394.6 |
|
| R1 |
12,422.5 |
12,422.5 |
12,381.6 |
12,449.5 |
| PP |
12,334.0 |
12,334.0 |
12,334.0 |
12,347.5 |
| S1 |
12,280.0 |
12,280.0 |
12,355.4 |
12,307.0 |
| S2 |
12,191.5 |
12,191.5 |
12,342.4 |
|
| S3 |
12,049.0 |
12,137.5 |
12,329.3 |
|
| S4 |
11,906.5 |
11,995.0 |
12,290.1 |
|
|
| 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% |
174.6 |
1.4% |
67% |
False |
False |
72,062 |
| 10 |
12,487.0 |
11,754.5 |
732.5 |
5.9% |
213.1 |
1.7% |
84% |
False |
False |
37,854 |
| 20 |
12,614.5 |
11,754.5 |
860.0 |
7.0% |
185.0 |
1.5% |
71% |
False |
False |
19,215 |
| 40 |
13,611.0 |
11,754.5 |
1,856.5 |
15.0% |
199.7 |
1.6% |
33% |
False |
False |
9,792 |
| 60 |
13,611.0 |
11,754.5 |
1,856.5 |
15.0% |
171.1 |
1.4% |
33% |
False |
False |
6,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,993.6 |
|
2.618 |
12,761.1 |
|
1.618 |
12,618.6 |
|
1.000 |
12,530.5 |
|
0.618 |
12,476.1 |
|
HIGH |
12,388.0 |
|
0.618 |
12,333.6 |
|
0.500 |
12,316.8 |
|
0.382 |
12,299.9 |
|
LOW |
12,245.5 |
|
0.618 |
12,157.4 |
|
1.000 |
12,103.0 |
|
1.618 |
12,014.9 |
|
2.618 |
11,872.4 |
|
4.250 |
11,639.9 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,351.3 |
12,345.8 |
| PP |
12,334.0 |
12,323.2 |
| S1 |
12,316.8 |
12,300.5 |
|