| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
11,924.0 |
11,880.0 |
-44.0 |
-0.4% |
12,344.0 |
| High |
12,008.0 |
11,987.5 |
-20.5 |
-0.2% |
12,377.5 |
| Low |
11,759.5 |
11,706.5 |
-53.0 |
-0.5% |
11,759.5 |
| Close |
11,908.0 |
11,762.5 |
-145.5 |
-1.2% |
11,908.0 |
| Range |
248.5 |
281.0 |
32.5 |
13.1% |
618.0 |
| ATR |
218.9 |
223.4 |
4.4 |
2.0% |
0.0 |
| Volume |
147,004 |
105,611 |
-41,393 |
-28.2% |
642,401 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,661.8 |
12,493.2 |
11,917.1 |
|
| R3 |
12,380.8 |
12,212.2 |
11,839.8 |
|
| R2 |
12,099.8 |
12,099.8 |
11,814.0 |
|
| R1 |
11,931.2 |
11,931.2 |
11,788.3 |
11,875.0 |
| PP |
11,818.8 |
11,818.8 |
11,818.8 |
11,790.8 |
| S1 |
11,650.2 |
11,650.2 |
11,736.7 |
11,594.0 |
| S2 |
11,537.8 |
11,537.8 |
11,711.0 |
|
| S3 |
11,256.8 |
11,369.2 |
11,685.2 |
|
| S4 |
10,975.8 |
11,088.2 |
11,608.0 |
|
|
| 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 |
12,375.5 |
11,706.5 |
669.0 |
5.7% |
228.8 |
1.9% |
8% |
False |
True |
129,766 |
| 10 |
12,470.5 |
11,706.5 |
764.0 |
6.5% |
211.9 |
1.8% |
7% |
False |
True |
107,984 |
| 20 |
12,590.0 |
11,706.5 |
883.5 |
7.5% |
211.6 |
1.8% |
6% |
False |
True |
61,832 |
| 40 |
13,318.5 |
11,706.5 |
1,612.0 |
13.7% |
216.8 |
1.8% |
3% |
False |
True |
31,121 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
16.2% |
182.9 |
1.6% |
3% |
False |
True |
20,823 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
16.2% |
164.3 |
1.4% |
3% |
False |
True |
15,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,181.8 |
|
2.618 |
12,723.2 |
|
1.618 |
12,442.2 |
|
1.000 |
12,268.5 |
|
0.618 |
12,161.2 |
|
HIGH |
11,987.5 |
|
0.618 |
11,880.2 |
|
0.500 |
11,847.0 |
|
0.382 |
11,813.8 |
|
LOW |
11,706.5 |
|
0.618 |
11,532.8 |
|
1.000 |
11,425.5 |
|
1.618 |
11,251.8 |
|
2.618 |
10,970.8 |
|
4.250 |
10,512.3 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,847.0 |
11,991.3 |
| PP |
11,818.8 |
11,915.0 |
| S1 |
11,790.7 |
11,838.8 |
|