| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,788.75 |
2,787.00 |
-1.75 |
-0.1% |
2,688.25 |
| High |
2,805.25 |
2,807.25 |
2.00 |
0.1% |
2,792.00 |
| Low |
2,783.75 |
2,762.50 |
-21.25 |
-0.8% |
2,669.00 |
| Close |
2,789.00 |
2,772.75 |
-16.25 |
-0.6% |
2,788.75 |
| Range |
21.50 |
44.75 |
23.25 |
108.1% |
123.00 |
| ATR |
47.46 |
47.27 |
-0.19 |
-0.4% |
0.00 |
| Volume |
1,658,456 |
2,226,645 |
568,189 |
34.3% |
2,563,732 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,915.00 |
2,888.75 |
2,797.25 |
|
| R3 |
2,870.25 |
2,844.00 |
2,785.00 |
|
| R2 |
2,825.50 |
2,825.50 |
2,781.00 |
|
| R1 |
2,799.25 |
2,799.25 |
2,776.75 |
2,790.00 |
| PP |
2,780.75 |
2,780.75 |
2,780.75 |
2,776.25 |
| S1 |
2,754.50 |
2,754.50 |
2,768.75 |
2,745.25 |
| S2 |
2,736.00 |
2,736.00 |
2,764.50 |
|
| S3 |
2,691.25 |
2,709.75 |
2,760.50 |
|
| S4 |
2,646.50 |
2,665.00 |
2,748.25 |
|
|
| 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 |
2,807.25 |
2,686.50 |
120.75 |
4.4% |
38.50 |
1.4% |
71% |
True |
False |
1,253,140 |
| 10 |
2,807.25 |
2,651.75 |
155.50 |
5.6% |
45.25 |
1.6% |
78% |
True |
False |
658,410 |
| 20 |
2,807.25 |
2,630.25 |
177.00 |
6.4% |
46.00 |
1.7% |
81% |
True |
False |
338,578 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
50.75 |
1.8% |
68% |
False |
False |
180,018 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
39.50 |
1.4% |
68% |
False |
False |
121,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,997.50 |
|
2.618 |
2,924.50 |
|
1.618 |
2,879.75 |
|
1.000 |
2,852.00 |
|
0.618 |
2,835.00 |
|
HIGH |
2,807.25 |
|
0.618 |
2,790.25 |
|
0.500 |
2,785.00 |
|
0.382 |
2,779.50 |
|
LOW |
2,762.50 |
|
0.618 |
2,734.75 |
|
1.000 |
2,717.75 |
|
1.618 |
2,690.00 |
|
2.618 |
2,645.25 |
|
4.250 |
2,572.25 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,785.00 |
2,772.25 |
| PP |
2,780.75 |
2,771.75 |
| S1 |
2,776.75 |
2,771.50 |
|