| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,284.0 |
12,344.0 |
60.0 |
0.5% |
12,443.5 |
| High |
12,352.5 |
12,375.5 |
23.0 |
0.2% |
12,487.0 |
| Low |
12,193.0 |
12,221.0 |
28.0 |
0.2% |
12,130.5 |
| Close |
12,323.5 |
12,310.5 |
-13.0 |
-0.1% |
12,415.5 |
| Range |
159.5 |
154.5 |
-5.0 |
-3.1% |
356.5 |
| ATR |
204.6 |
201.0 |
-3.6 |
-1.7% |
0.0 |
| Volume |
101,653 |
147,558 |
45,905 |
45.2% |
421,084 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,765.8 |
12,692.7 |
12,395.5 |
|
| R3 |
12,611.3 |
12,538.2 |
12,353.0 |
|
| R2 |
12,456.8 |
12,456.8 |
12,338.8 |
|
| R1 |
12,383.7 |
12,383.7 |
12,324.7 |
12,343.0 |
| PP |
12,302.3 |
12,302.3 |
12,302.3 |
12,282.0 |
| S1 |
12,229.2 |
12,229.2 |
12,296.3 |
12,188.5 |
| S2 |
12,147.8 |
12,147.8 |
12,282.2 |
|
| S3 |
11,993.3 |
12,074.7 |
12,268.0 |
|
| S4 |
11,838.8 |
11,920.2 |
12,225.5 |
|
|
| 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% |
158.6 |
1.3% |
50% |
False |
False |
109,780 |
| 10 |
12,487.0 |
12,130.5 |
356.5 |
2.9% |
172.6 |
1.4% |
50% |
False |
False |
82,314 |
| 20 |
12,614.5 |
11,754.5 |
860.0 |
7.0% |
190.9 |
1.6% |
65% |
False |
False |
41,919 |
| 40 |
13,460.0 |
11,754.5 |
1,705.5 |
13.9% |
205.2 |
1.7% |
33% |
False |
False |
21,142 |
| 60 |
13,611.0 |
11,754.5 |
1,856.5 |
15.1% |
173.9 |
1.4% |
30% |
False |
False |
14,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,032.1 |
|
2.618 |
12,780.0 |
|
1.618 |
12,625.5 |
|
1.000 |
12,530.0 |
|
0.618 |
12,471.0 |
|
HIGH |
12,375.5 |
|
0.618 |
12,316.5 |
|
0.500 |
12,298.3 |
|
0.382 |
12,280.0 |
|
LOW |
12,221.0 |
|
0.618 |
12,125.5 |
|
1.000 |
12,066.5 |
|
1.618 |
11,971.0 |
|
2.618 |
11,816.5 |
|
4.250 |
11,564.4 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,306.4 |
12,296.6 |
| PP |
12,302.3 |
12,282.7 |
| S1 |
12,298.3 |
12,268.8 |
|