| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,767.00 |
2,754.75 |
-12.25 |
-0.4% |
2,688.25 |
| High |
2,783.50 |
2,767.25 |
-16.25 |
-0.6% |
2,792.00 |
| Low |
2,748.25 |
2,745.00 |
-3.25 |
-0.1% |
2,669.00 |
| Close |
2,754.00 |
2,755.50 |
1.50 |
0.1% |
2,788.75 |
| Range |
35.25 |
22.25 |
-13.00 |
-36.9% |
123.00 |
| ATR |
46.41 |
44.69 |
-1.73 |
-3.7% |
0.00 |
| Volume |
1,930,552 |
1,392,307 |
-538,245 |
-27.9% |
2,563,732 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,822.75 |
2,811.25 |
2,767.75 |
|
| R3 |
2,800.50 |
2,789.00 |
2,761.50 |
|
| R2 |
2,778.25 |
2,778.25 |
2,759.50 |
|
| R1 |
2,766.75 |
2,766.75 |
2,757.50 |
2,772.50 |
| PP |
2,756.00 |
2,756.00 |
2,756.00 |
2,758.75 |
| S1 |
2,744.50 |
2,744.50 |
2,753.50 |
2,750.25 |
| S2 |
2,733.75 |
2,733.75 |
2,751.50 |
|
| S3 |
2,711.50 |
2,722.25 |
2,749.50 |
|
| S4 |
2,689.25 |
2,700.00 |
2,743.25 |
|
|
| 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 |
2,735.50 |
71.75 |
2.6% |
36.00 |
1.3% |
28% |
False |
False |
1,739,470 |
| 10 |
2,807.25 |
2,651.75 |
155.50 |
5.6% |
38.50 |
1.4% |
67% |
False |
False |
981,689 |
| 20 |
2,807.25 |
2,651.75 |
155.50 |
5.6% |
43.50 |
1.6% |
67% |
False |
False |
503,372 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.7% |
50.50 |
1.8% |
64% |
False |
False |
262,666 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.7% |
39.75 |
1.4% |
64% |
False |
False |
176,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,861.75 |
|
2.618 |
2,825.50 |
|
1.618 |
2,803.25 |
|
1.000 |
2,789.50 |
|
0.618 |
2,781.00 |
|
HIGH |
2,767.25 |
|
0.618 |
2,758.75 |
|
0.500 |
2,756.00 |
|
0.382 |
2,753.50 |
|
LOW |
2,745.00 |
|
0.618 |
2,731.25 |
|
1.000 |
2,722.75 |
|
1.618 |
2,709.00 |
|
2.618 |
2,686.75 |
|
4.250 |
2,650.50 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,756.00 |
2,776.00 |
| PP |
2,756.00 |
2,769.25 |
| S1 |
2,755.75 |
2,762.50 |
|