| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,344.0 |
12,284.0 |
-60.0 |
-0.5% |
12,443.5 |
| High |
12,377.5 |
12,352.5 |
-25.0 |
-0.2% |
12,487.0 |
| Low |
12,160.0 |
12,193.0 |
33.0 |
0.3% |
12,130.5 |
| Close |
12,214.5 |
12,323.5 |
109.0 |
0.9% |
12,415.5 |
| Range |
217.5 |
159.5 |
-58.0 |
-26.7% |
356.5 |
| ATR |
208.1 |
204.6 |
-3.5 |
-1.7% |
0.0 |
| Volume |
99,182 |
101,653 |
2,471 |
2.5% |
421,084 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,768.2 |
12,705.3 |
12,411.2 |
|
| R3 |
12,608.7 |
12,545.8 |
12,367.4 |
|
| R2 |
12,449.2 |
12,449.2 |
12,352.7 |
|
| R1 |
12,386.3 |
12,386.3 |
12,338.1 |
12,417.8 |
| PP |
12,289.7 |
12,289.7 |
12,289.7 |
12,305.4 |
| S1 |
12,226.8 |
12,226.8 |
12,308.9 |
12,258.3 |
| S2 |
12,130.2 |
12,130.2 |
12,294.3 |
|
| S3 |
11,970.7 |
12,067.3 |
12,279.6 |
|
| S4 |
11,811.2 |
11,907.8 |
12,235.8 |
|
|
| 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 |
12,462.0 |
12,160.0 |
302.0 |
2.5% |
158.8 |
1.3% |
54% |
False |
False |
93,401 |
| 10 |
12,487.0 |
12,010.0 |
477.0 |
3.9% |
184.9 |
1.5% |
66% |
False |
False |
67,929 |
| 20 |
12,614.5 |
11,754.5 |
860.0 |
7.0% |
187.8 |
1.5% |
66% |
False |
False |
34,543 |
| 40 |
13,591.0 |
11,754.5 |
1,836.5 |
14.9% |
205.8 |
1.7% |
31% |
False |
False |
17,460 |
| 60 |
13,611.0 |
11,754.5 |
1,856.5 |
15.1% |
171.9 |
1.4% |
31% |
False |
False |
11,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,030.4 |
|
2.618 |
12,770.1 |
|
1.618 |
12,610.6 |
|
1.000 |
12,512.0 |
|
0.618 |
12,451.1 |
|
HIGH |
12,352.5 |
|
0.618 |
12,291.6 |
|
0.500 |
12,272.8 |
|
0.382 |
12,253.9 |
|
LOW |
12,193.0 |
|
0.618 |
12,094.4 |
|
1.000 |
12,033.5 |
|
1.618 |
11,934.9 |
|
2.618 |
11,775.4 |
|
4.250 |
11,515.1 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,306.6 |
12,319.3 |
| PP |
12,289.7 |
12,315.2 |
| S1 |
12,272.8 |
12,311.0 |
|