| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,344.0 |
12,247.0 |
-97.0 |
-0.8% |
12,443.5 |
| High |
12,375.5 |
12,276.0 |
-99.5 |
-0.8% |
12,487.0 |
| Low |
12,221.0 |
11,975.5 |
-245.5 |
-2.0% |
12,130.5 |
| Close |
12,310.5 |
12,087.0 |
-223.5 |
-1.8% |
12,415.5 |
| Range |
154.5 |
300.5 |
146.0 |
94.5% |
356.5 |
| ATR |
201.0 |
210.6 |
9.6 |
4.8% |
0.0 |
| Volume |
147,558 |
147,004 |
-554 |
-0.4% |
421,084 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,014.3 |
12,851.2 |
12,252.3 |
|
| R3 |
12,713.8 |
12,550.7 |
12,169.6 |
|
| R2 |
12,413.3 |
12,413.3 |
12,142.1 |
|
| R1 |
12,250.2 |
12,250.2 |
12,114.5 |
12,181.5 |
| PP |
12,112.8 |
12,112.8 |
12,112.8 |
12,078.5 |
| S1 |
11,949.7 |
11,949.7 |
12,059.5 |
11,881.0 |
| S2 |
11,812.3 |
11,812.3 |
12,031.9 |
|
| S3 |
11,511.8 |
11,649.2 |
12,004.4 |
|
| S4 |
11,211.3 |
11,348.7 |
11,921.7 |
|
|
| 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 |
11,975.5 |
486.5 |
4.0% |
190.2 |
1.6% |
23% |
False |
True |
120,407 |
| 10 |
12,487.0 |
11,975.5 |
511.5 |
4.2% |
182.4 |
1.5% |
22% |
False |
True |
96,234 |
| 20 |
12,614.5 |
11,754.5 |
860.0 |
7.1% |
196.1 |
1.6% |
39% |
False |
False |
49,240 |
| 40 |
13,383.5 |
11,754.5 |
1,629.0 |
13.5% |
207.1 |
1.7% |
20% |
False |
False |
24,816 |
| 60 |
13,611.0 |
11,754.5 |
1,856.5 |
15.4% |
177.6 |
1.5% |
18% |
False |
False |
16,617 |
| 80 |
13,611.0 |
11,754.5 |
1,856.5 |
15.4% |
160.7 |
1.3% |
18% |
False |
False |
12,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,553.1 |
|
2.618 |
13,062.7 |
|
1.618 |
12,762.2 |
|
1.000 |
12,576.5 |
|
0.618 |
12,461.7 |
|
HIGH |
12,276.0 |
|
0.618 |
12,161.2 |
|
0.500 |
12,125.8 |
|
0.382 |
12,090.3 |
|
LOW |
11,975.5 |
|
0.618 |
11,789.8 |
|
1.000 |
11,675.0 |
|
1.618 |
11,489.3 |
|
2.618 |
11,188.8 |
|
4.250 |
10,698.4 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,125.8 |
12,175.5 |
| PP |
12,112.8 |
12,146.0 |
| S1 |
12,099.9 |
12,116.5 |
|