| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,787.00 |
2,767.00 |
-20.00 |
-0.7% |
2,688.25 |
| High |
2,807.25 |
2,783.50 |
-23.75 |
-0.8% |
2,792.00 |
| Low |
2,762.50 |
2,748.25 |
-14.25 |
-0.5% |
2,669.00 |
| Close |
2,772.75 |
2,754.00 |
-18.75 |
-0.7% |
2,788.75 |
| Range |
44.75 |
35.25 |
-9.50 |
-21.2% |
123.00 |
| ATR |
47.27 |
46.41 |
-0.86 |
-1.8% |
0.00 |
| Volume |
2,226,645 |
1,930,552 |
-296,093 |
-13.3% |
2,563,732 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.75 |
2,846.00 |
2,773.50 |
|
| R3 |
2,832.50 |
2,810.75 |
2,763.75 |
|
| R2 |
2,797.25 |
2,797.25 |
2,760.50 |
|
| R1 |
2,775.50 |
2,775.50 |
2,757.25 |
2,768.75 |
| PP |
2,762.00 |
2,762.00 |
2,762.00 |
2,758.50 |
| S1 |
2,740.25 |
2,740.25 |
2,750.75 |
2,733.50 |
| S2 |
2,726.75 |
2,726.75 |
2,747.50 |
|
| S3 |
2,691.50 |
2,705.00 |
2,744.25 |
|
| S4 |
2,656.25 |
2,669.75 |
2,734.50 |
|
|
| 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 |
2,724.25 |
83.00 |
3.0% |
35.75 |
1.3% |
36% |
False |
False |
1,591,725 |
| 10 |
2,807.25 |
2,651.75 |
155.50 |
5.6% |
43.75 |
1.6% |
66% |
False |
False |
847,981 |
| 20 |
2,807.25 |
2,630.25 |
177.00 |
6.4% |
46.00 |
1.7% |
70% |
False |
False |
434,459 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.7% |
50.75 |
1.8% |
63% |
False |
False |
227,977 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.7% |
39.75 |
1.4% |
63% |
False |
False |
153,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,933.25 |
|
2.618 |
2,875.75 |
|
1.618 |
2,840.50 |
|
1.000 |
2,818.75 |
|
0.618 |
2,805.25 |
|
HIGH |
2,783.50 |
|
0.618 |
2,770.00 |
|
0.500 |
2,766.00 |
|
0.382 |
2,761.75 |
|
LOW |
2,748.25 |
|
0.618 |
2,726.50 |
|
1.000 |
2,713.00 |
|
1.618 |
2,691.25 |
|
2.618 |
2,656.00 |
|
4.250 |
2,598.50 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.00 |
2,777.75 |
| PP |
2,762.00 |
2,769.75 |
| S1 |
2,758.00 |
2,762.00 |
|