| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,754.75 |
2,757.50 |
2.75 |
0.1% |
2,788.75 |
| High |
2,767.25 |
2,766.25 |
-1.00 |
0.0% |
2,807.25 |
| Low |
2,745.00 |
2,750.25 |
5.25 |
0.2% |
2,745.00 |
| Close |
2,755.50 |
2,756.00 |
0.50 |
0.0% |
2,756.00 |
| Range |
22.25 |
16.00 |
-6.25 |
-28.1% |
62.25 |
| ATR |
44.69 |
42.64 |
-2.05 |
-4.6% |
0.00 |
| Volume |
1,392,307 |
1,142,517 |
-249,790 |
-17.9% |
8,350,477 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.50 |
2,796.75 |
2,764.75 |
|
| R3 |
2,789.50 |
2,780.75 |
2,760.50 |
|
| R2 |
2,773.50 |
2,773.50 |
2,759.00 |
|
| R1 |
2,764.75 |
2,764.75 |
2,757.50 |
2,761.00 |
| PP |
2,757.50 |
2,757.50 |
2,757.50 |
2,755.75 |
| S1 |
2,748.75 |
2,748.75 |
2,754.50 |
2,745.00 |
| S2 |
2,741.50 |
2,741.50 |
2,753.00 |
|
| S3 |
2,725.50 |
2,732.75 |
2,751.50 |
|
| S4 |
2,709.50 |
2,716.75 |
2,747.25 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,956.25 |
2,918.25 |
2,790.25 |
|
| R3 |
2,894.00 |
2,856.00 |
2,773.00 |
|
| R2 |
2,831.75 |
2,831.75 |
2,767.50 |
|
| R1 |
2,793.75 |
2,793.75 |
2,761.75 |
2,781.50 |
| PP |
2,769.50 |
2,769.50 |
2,769.50 |
2,763.25 |
| S1 |
2,731.50 |
2,731.50 |
2,750.25 |
2,719.50 |
| S2 |
2,707.25 |
2,707.25 |
2,744.50 |
|
| S3 |
2,645.00 |
2,669.25 |
2,739.00 |
|
| S4 |
2,582.75 |
2,607.00 |
2,721.75 |
|
|
| 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 |
2,745.00 |
62.25 |
2.3% |
28.00 |
1.0% |
18% |
False |
False |
1,670,095 |
| 10 |
2,807.25 |
2,669.00 |
138.25 |
5.0% |
35.25 |
1.3% |
63% |
False |
False |
1,091,420 |
| 20 |
2,807.25 |
2,651.75 |
155.50 |
5.6% |
41.75 |
1.5% |
67% |
False |
False |
559,056 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.7% |
50.50 |
1.8% |
64% |
False |
False |
290,954 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.7% |
39.75 |
1.4% |
64% |
False |
False |
195,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.25 |
|
2.618 |
2,808.25 |
|
1.618 |
2,792.25 |
|
1.000 |
2,782.25 |
|
0.618 |
2,776.25 |
|
HIGH |
2,766.25 |
|
0.618 |
2,760.25 |
|
0.500 |
2,758.25 |
|
0.382 |
2,756.25 |
|
LOW |
2,750.25 |
|
0.618 |
2,740.25 |
|
1.000 |
2,734.25 |
|
1.618 |
2,724.25 |
|
2.618 |
2,708.25 |
|
4.250 |
2,682.25 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,758.25 |
2,764.25 |
| PP |
2,757.50 |
2,761.50 |
| S1 |
2,756.75 |
2,758.75 |
|