| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
11,991.0 |
11,844.5 |
-146.5 |
-1.2% |
12,344.0 |
| High |
12,047.0 |
12,017.5 |
-29.5 |
-0.2% |
12,377.5 |
| Low |
11,805.0 |
11,771.5 |
-33.5 |
-0.3% |
11,759.5 |
| Close |
11,978.0 |
11,921.0 |
-57.0 |
-0.5% |
11,908.0 |
| Range |
242.0 |
246.0 |
4.0 |
1.7% |
618.0 |
| ATR |
227.7 |
229.0 |
1.3 |
0.6% |
0.0 |
| Volume |
135,445 |
112,292 |
-23,153 |
-17.1% |
642,401 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,641.3 |
12,527.2 |
12,056.3 |
|
| R3 |
12,395.3 |
12,281.2 |
11,988.7 |
|
| R2 |
12,149.3 |
12,149.3 |
11,966.1 |
|
| R1 |
12,035.2 |
12,035.2 |
11,943.6 |
12,092.3 |
| PP |
11,903.3 |
11,903.3 |
11,903.3 |
11,931.9 |
| S1 |
11,789.2 |
11,789.2 |
11,898.5 |
11,846.3 |
| S2 |
11,657.3 |
11,657.3 |
11,875.9 |
|
| S3 |
11,411.3 |
11,543.2 |
11,853.4 |
|
| S4 |
11,165.3 |
11,297.2 |
11,785.7 |
|
|
| 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 |
12,276.0 |
11,706.5 |
569.5 |
4.8% |
263.6 |
2.2% |
38% |
False |
False |
129,471 |
| 10 |
12,462.0 |
11,706.5 |
755.5 |
6.3% |
211.1 |
1.8% |
28% |
False |
False |
119,626 |
| 20 |
12,487.0 |
11,706.5 |
780.5 |
6.5% |
222.8 |
1.9% |
27% |
False |
False |
74,128 |
| 40 |
13,275.0 |
11,706.5 |
1,568.5 |
13.2% |
224.0 |
1.9% |
14% |
False |
False |
37,302 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
16.0% |
186.2 |
1.6% |
11% |
False |
False |
24,947 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
16.0% |
166.8 |
1.4% |
11% |
False |
False |
18,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,063.0 |
|
2.618 |
12,661.5 |
|
1.618 |
12,415.5 |
|
1.000 |
12,263.5 |
|
0.618 |
12,169.5 |
|
HIGH |
12,017.5 |
|
0.618 |
11,923.5 |
|
0.500 |
11,894.5 |
|
0.382 |
11,865.5 |
|
LOW |
11,771.5 |
|
0.618 |
11,619.5 |
|
1.000 |
11,525.5 |
|
1.618 |
11,373.5 |
|
2.618 |
11,127.5 |
|
4.250 |
10,726.0 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,912.2 |
11,906.3 |
| PP |
11,903.3 |
11,891.5 |
| S1 |
11,894.5 |
11,876.8 |
|