| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,742.00 |
2,788.75 |
46.75 |
1.7% |
2,688.25 |
| High |
2,792.00 |
2,805.25 |
13.25 |
0.5% |
2,792.00 |
| Low |
2,735.50 |
2,783.75 |
48.25 |
1.8% |
2,669.00 |
| Close |
2,788.75 |
2,789.00 |
0.25 |
0.0% |
2,788.75 |
| Range |
56.50 |
21.50 |
-35.00 |
-61.9% |
123.00 |
| ATR |
49.46 |
47.46 |
-2.00 |
-4.0% |
0.00 |
| Volume |
1,489,394 |
1,658,456 |
169,062 |
11.4% |
2,563,732 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.25 |
2,844.50 |
2,800.75 |
|
| R3 |
2,835.75 |
2,823.00 |
2,795.00 |
|
| R2 |
2,814.25 |
2,814.25 |
2,793.00 |
|
| R1 |
2,801.50 |
2,801.50 |
2,791.00 |
2,808.00 |
| PP |
2,792.75 |
2,792.75 |
2,792.75 |
2,795.75 |
| S1 |
2,780.00 |
2,780.00 |
2,787.00 |
2,786.50 |
| S2 |
2,771.25 |
2,771.25 |
2,785.00 |
|
| S3 |
2,749.75 |
2,758.50 |
2,783.00 |
|
| S4 |
2,728.25 |
2,737.00 |
2,777.25 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.00 |
3,076.75 |
2,856.50 |
|
| R3 |
2,996.00 |
2,953.75 |
2,822.50 |
|
| R2 |
2,873.00 |
2,873.00 |
2,811.25 |
|
| R1 |
2,830.75 |
2,830.75 |
2,800.00 |
2,852.00 |
| PP |
2,750.00 |
2,750.00 |
2,750.00 |
2,760.50 |
| S1 |
2,707.75 |
2,707.75 |
2,777.50 |
2,729.00 |
| S2 |
2,627.00 |
2,627.00 |
2,766.25 |
|
| S3 |
2,504.00 |
2,584.75 |
2,755.00 |
|
| S4 |
2,381.00 |
2,461.75 |
2,721.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,805.25 |
2,686.50 |
118.75 |
4.3% |
34.25 |
1.2% |
86% |
True |
False |
833,272 |
| 10 |
2,805.25 |
2,651.75 |
153.50 |
5.5% |
45.50 |
1.6% |
89% |
True |
False |
439,083 |
| 20 |
2,805.25 |
2,623.25 |
182.00 |
6.5% |
46.25 |
1.7% |
91% |
True |
False |
227,670 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
50.25 |
1.8% |
73% |
False |
False |
124,603 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
39.00 |
1.4% |
73% |
False |
False |
84,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,896.50 |
|
2.618 |
2,861.50 |
|
1.618 |
2,840.00 |
|
1.000 |
2,826.75 |
|
0.618 |
2,818.50 |
|
HIGH |
2,805.25 |
|
0.618 |
2,797.00 |
|
0.500 |
2,794.50 |
|
0.382 |
2,792.00 |
|
LOW |
2,783.75 |
|
0.618 |
2,770.50 |
|
1.000 |
2,762.25 |
|
1.618 |
2,749.00 |
|
2.618 |
2,727.50 |
|
4.250 |
2,692.50 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.50 |
2,781.00 |
| PP |
2,792.75 |
2,772.75 |
| S1 |
2,790.75 |
2,764.75 |
|