| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
11,844.5 |
11,946.0 |
101.5 |
0.9% |
12,344.0 |
| High |
12,017.5 |
12,168.0 |
150.5 |
1.3% |
12,377.5 |
| Low |
11,771.5 |
11,930.0 |
158.5 |
1.3% |
11,759.5 |
| Close |
11,921.0 |
12,119.5 |
198.5 |
1.7% |
11,908.0 |
| Range |
246.0 |
238.0 |
-8.0 |
-3.3% |
618.0 |
| ATR |
229.0 |
230.3 |
1.3 |
0.6% |
0.0 |
| Volume |
112,292 |
125,570 |
13,278 |
11.8% |
642,401 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,786.5 |
12,691.0 |
12,250.4 |
|
| R3 |
12,548.5 |
12,453.0 |
12,185.0 |
|
| R2 |
12,310.5 |
12,310.5 |
12,163.1 |
|
| R1 |
12,215.0 |
12,215.0 |
12,141.3 |
12,262.8 |
| PP |
12,072.5 |
12,072.5 |
12,072.5 |
12,096.4 |
| S1 |
11,977.0 |
11,977.0 |
12,097.7 |
12,024.8 |
| S2 |
11,834.5 |
11,834.5 |
12,075.9 |
|
| S3 |
11,596.5 |
11,739.0 |
12,054.1 |
|
| S4 |
11,358.5 |
11,501.0 |
11,988.6 |
|
|
| 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 |
12,168.0 |
11,706.5 |
461.5 |
3.8% |
251.1 |
2.1% |
89% |
True |
False |
125,184 |
| 10 |
12,462.0 |
11,706.5 |
755.5 |
6.2% |
220.7 |
1.8% |
55% |
False |
False |
122,795 |
| 20 |
12,487.0 |
11,706.5 |
780.5 |
6.4% |
216.9 |
1.8% |
53% |
False |
False |
80,325 |
| 40 |
12,963.0 |
11,706.5 |
1,256.5 |
10.4% |
221.8 |
1.8% |
33% |
False |
False |
40,431 |
| 60 |
13,611.0 |
11,706.5 |
1,904.5 |
15.7% |
187.6 |
1.5% |
22% |
False |
False |
27,039 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.7% |
168.9 |
1.4% |
22% |
False |
False |
20,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,179.5 |
|
2.618 |
12,791.1 |
|
1.618 |
12,553.1 |
|
1.000 |
12,406.0 |
|
0.618 |
12,315.1 |
|
HIGH |
12,168.0 |
|
0.618 |
12,077.1 |
|
0.500 |
12,049.0 |
|
0.382 |
12,020.9 |
|
LOW |
11,930.0 |
|
0.618 |
11,782.9 |
|
1.000 |
11,692.0 |
|
1.618 |
11,544.9 |
|
2.618 |
11,306.9 |
|
4.250 |
10,918.5 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,096.0 |
12,069.6 |
| PP |
12,072.5 |
12,019.7 |
| S1 |
12,049.0 |
11,969.8 |
|