| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,374.0 |
12,344.0 |
-30.0 |
-0.2% |
12,443.5 |
| High |
12,462.0 |
12,377.5 |
-84.5 |
-0.7% |
12,487.0 |
| Low |
12,343.0 |
12,160.0 |
-183.0 |
-1.5% |
12,130.5 |
| Close |
12,415.5 |
12,214.5 |
-201.0 |
-1.6% |
12,415.5 |
| Range |
119.0 |
217.5 |
98.5 |
82.8% |
356.5 |
| ATR |
204.4 |
208.1 |
3.6 |
1.8% |
0.0 |
| Volume |
106,639 |
99,182 |
-7,457 |
-7.0% |
421,084 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,903.2 |
12,776.3 |
12,334.1 |
|
| R3 |
12,685.7 |
12,558.8 |
12,274.3 |
|
| R2 |
12,468.2 |
12,468.2 |
12,254.4 |
|
| R1 |
12,341.3 |
12,341.3 |
12,234.4 |
12,296.0 |
| PP |
12,250.7 |
12,250.7 |
12,250.7 |
12,228.0 |
| S1 |
12,123.8 |
12,123.8 |
12,194.6 |
12,078.5 |
| S2 |
12,033.2 |
12,033.2 |
12,174.6 |
|
| S3 |
11,815.7 |
11,906.3 |
12,154.7 |
|
| S4 |
11,598.2 |
11,688.8 |
12,094.9 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,413.8 |
13,271.2 |
12,611.6 |
|
| R3 |
13,057.3 |
12,914.7 |
12,513.5 |
|
| R2 |
12,700.8 |
12,700.8 |
12,480.9 |
|
| R1 |
12,558.2 |
12,558.2 |
12,448.2 |
12,451.3 |
| PP |
12,344.3 |
12,344.3 |
12,344.3 |
12,290.9 |
| S1 |
12,201.7 |
12,201.7 |
12,382.8 |
12,094.8 |
| S2 |
11,987.8 |
11,987.8 |
12,350.1 |
|
| S3 |
11,631.3 |
11,845.2 |
12,317.5 |
|
| S4 |
11,274.8 |
11,488.7 |
12,219.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,470.5 |
12,130.5 |
340.0 |
2.8% |
194.9 |
1.6% |
25% |
False |
False |
86,203 |
| 10 |
12,487.0 |
12,010.0 |
477.0 |
3.9% |
185.2 |
1.5% |
43% |
False |
False |
58,124 |
| 20 |
12,614.5 |
11,754.5 |
860.0 |
7.0% |
186.8 |
1.5% |
53% |
False |
False |
29,474 |
| 40 |
13,611.0 |
11,754.5 |
1,856.5 |
15.2% |
203.2 |
1.7% |
25% |
False |
False |
14,926 |
| 60 |
13,611.0 |
11,754.5 |
1,856.5 |
15.2% |
171.1 |
1.4% |
25% |
False |
False |
10,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,301.9 |
|
2.618 |
12,946.9 |
|
1.618 |
12,729.4 |
|
1.000 |
12,595.0 |
|
0.618 |
12,511.9 |
|
HIGH |
12,377.5 |
|
0.618 |
12,294.4 |
|
0.500 |
12,268.8 |
|
0.382 |
12,243.1 |
|
LOW |
12,160.0 |
|
0.618 |
12,025.6 |
|
1.000 |
11,942.5 |
|
1.618 |
11,808.1 |
|
2.618 |
11,590.6 |
|
4.250 |
11,235.6 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,268.8 |
12,311.0 |
| PP |
12,250.7 |
12,278.8 |
| S1 |
12,232.6 |
12,246.7 |
|