| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,247.0 |
11,924.0 |
-323.0 |
-2.6% |
12,344.0 |
| High |
12,276.0 |
12,008.0 |
-268.0 |
-2.2% |
12,377.5 |
| Low |
11,975.5 |
11,759.5 |
-216.0 |
-1.8% |
11,759.5 |
| Close |
12,087.0 |
11,908.0 |
-179.0 |
-1.5% |
11,908.0 |
| Range |
300.5 |
248.5 |
-52.0 |
-17.3% |
618.0 |
| ATR |
210.6 |
218.9 |
8.4 |
4.0% |
0.0 |
| Volume |
147,004 |
147,004 |
0 |
0.0% |
642,401 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,637.3 |
12,521.2 |
12,044.7 |
|
| R3 |
12,388.8 |
12,272.7 |
11,976.3 |
|
| R2 |
12,140.3 |
12,140.3 |
11,953.6 |
|
| R1 |
12,024.2 |
12,024.2 |
11,930.8 |
11,958.0 |
| PP |
11,891.8 |
11,891.8 |
11,891.8 |
11,858.8 |
| S1 |
11,775.7 |
11,775.7 |
11,885.2 |
11,709.5 |
| S2 |
11,643.3 |
11,643.3 |
11,862.4 |
|
| S3 |
11,394.8 |
11,527.2 |
11,839.7 |
|
| S4 |
11,146.3 |
11,278.7 |
11,771.3 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,869.0 |
13,506.5 |
12,247.9 |
|
| R3 |
13,251.0 |
12,888.5 |
12,078.0 |
|
| R2 |
12,633.0 |
12,633.0 |
12,021.3 |
|
| R1 |
12,270.5 |
12,270.5 |
11,964.7 |
12,142.8 |
| PP |
12,015.0 |
12,015.0 |
12,015.0 |
11,951.1 |
| S1 |
11,652.5 |
11,652.5 |
11,851.4 |
11,524.8 |
| S2 |
11,397.0 |
11,397.0 |
11,794.7 |
|
| S3 |
10,779.0 |
11,034.5 |
11,738.1 |
|
| S4 |
10,161.0 |
10,416.5 |
11,568.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,377.5 |
11,759.5 |
618.0 |
5.2% |
216.1 |
1.8% |
24% |
False |
True |
128,480 |
| 10 |
12,487.0 |
11,759.5 |
727.5 |
6.1% |
195.0 |
1.6% |
20% |
False |
True |
106,348 |
| 20 |
12,614.5 |
11,754.5 |
860.0 |
7.2% |
203.5 |
1.7% |
18% |
False |
False |
56,571 |
| 40 |
13,383.5 |
11,754.5 |
1,629.0 |
13.7% |
211.8 |
1.8% |
9% |
False |
False |
28,486 |
| 60 |
13,611.0 |
11,754.5 |
1,856.5 |
15.6% |
180.4 |
1.5% |
8% |
False |
False |
19,066 |
| 80 |
13,611.0 |
11,754.5 |
1,856.5 |
15.6% |
162.7 |
1.4% |
8% |
False |
False |
14,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,064.1 |
|
2.618 |
12,658.6 |
|
1.618 |
12,410.1 |
|
1.000 |
12,256.5 |
|
0.618 |
12,161.6 |
|
HIGH |
12,008.0 |
|
0.618 |
11,913.1 |
|
0.500 |
11,883.8 |
|
0.382 |
11,854.4 |
|
LOW |
11,759.5 |
|
0.618 |
11,605.9 |
|
1.000 |
11,511.0 |
|
1.618 |
11,357.4 |
|
2.618 |
11,108.9 |
|
4.250 |
10,703.4 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,899.9 |
12,067.5 |
| PP |
11,891.8 |
12,014.3 |
| S1 |
11,883.8 |
11,961.2 |
|