| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
11,880.0 |
11,991.0 |
111.0 |
0.9% |
12,344.0 |
| High |
11,987.5 |
12,047.0 |
59.5 |
0.5% |
12,377.5 |
| Low |
11,706.5 |
11,805.0 |
98.5 |
0.8% |
11,759.5 |
| Close |
11,762.5 |
11,978.0 |
215.5 |
1.8% |
11,908.0 |
| Range |
281.0 |
242.0 |
-39.0 |
-13.9% |
618.0 |
| ATR |
223.4 |
227.7 |
4.4 |
2.0% |
0.0 |
| Volume |
105,611 |
135,445 |
29,834 |
28.2% |
642,401 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,669.3 |
12,565.7 |
12,111.1 |
|
| R3 |
12,427.3 |
12,323.7 |
12,044.6 |
|
| R2 |
12,185.3 |
12,185.3 |
12,022.4 |
|
| R1 |
12,081.7 |
12,081.7 |
12,000.2 |
12,012.5 |
| PP |
11,943.3 |
11,943.3 |
11,943.3 |
11,908.8 |
| S1 |
11,839.7 |
11,839.7 |
11,955.8 |
11,770.5 |
| S2 |
11,701.3 |
11,701.3 |
11,933.6 |
|
| S3 |
11,459.3 |
11,597.7 |
11,911.5 |
|
| S4 |
11,217.3 |
11,355.7 |
11,844.9 |
|
|
| 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 |
5.6% |
245.3 |
2.0% |
41% |
False |
False |
136,524 |
| 10 |
12,462.0 |
11,706.5 |
755.5 |
6.3% |
202.1 |
1.7% |
36% |
False |
False |
114,963 |
| 20 |
12,518.0 |
11,706.5 |
811.5 |
6.8% |
216.1 |
1.8% |
33% |
False |
False |
68,587 |
| 40 |
13,281.0 |
11,706.5 |
1,574.5 |
13.1% |
219.8 |
1.8% |
17% |
False |
False |
34,505 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.9% |
183.8 |
1.5% |
14% |
False |
False |
23,080 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.9% |
166.1 |
1.4% |
14% |
False |
False |
17,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,075.5 |
|
2.618 |
12,680.6 |
|
1.618 |
12,438.6 |
|
1.000 |
12,289.0 |
|
0.618 |
12,196.6 |
|
HIGH |
12,047.0 |
|
0.618 |
11,954.6 |
|
0.500 |
11,926.0 |
|
0.382 |
11,897.4 |
|
LOW |
11,805.0 |
|
0.618 |
11,655.4 |
|
1.000 |
11,563.0 |
|
1.618 |
11,413.4 |
|
2.618 |
11,171.4 |
|
4.250 |
10,776.5 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,960.7 |
11,944.3 |
| PP |
11,943.3 |
11,910.5 |
| S1 |
11,926.0 |
11,876.8 |
|