| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,757.50 |
2,756.25 |
-1.25 |
0.0% |
2,788.75 |
| High |
2,766.25 |
2,756.50 |
-9.75 |
-0.4% |
2,807.25 |
| Low |
2,750.25 |
2,697.25 |
-53.00 |
-1.9% |
2,745.00 |
| Close |
2,756.00 |
2,722.75 |
-33.25 |
-1.2% |
2,756.00 |
| Range |
16.00 |
59.25 |
43.25 |
270.3% |
62.25 |
| ATR |
42.64 |
43.82 |
1.19 |
2.8% |
0.00 |
| Volume |
1,142,517 |
1,986,809 |
844,292 |
73.9% |
8,350,477 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,903.25 |
2,872.25 |
2,755.25 |
|
| R3 |
2,844.00 |
2,813.00 |
2,739.00 |
|
| R2 |
2,784.75 |
2,784.75 |
2,733.50 |
|
| R1 |
2,753.75 |
2,753.75 |
2,728.25 |
2,739.50 |
| PP |
2,725.50 |
2,725.50 |
2,725.50 |
2,718.50 |
| S1 |
2,694.50 |
2,694.50 |
2,717.25 |
2,680.50 |
| S2 |
2,666.25 |
2,666.25 |
2,712.00 |
|
| S3 |
2,607.00 |
2,635.25 |
2,706.50 |
|
| S4 |
2,547.75 |
2,576.00 |
2,690.25 |
|
|
| 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 |
2,697.25 |
110.00 |
4.0% |
35.50 |
1.3% |
23% |
False |
True |
1,735,766 |
| 10 |
2,807.25 |
2,686.50 |
120.75 |
4.4% |
35.00 |
1.3% |
30% |
False |
False |
1,284,519 |
| 20 |
2,807.25 |
2,651.75 |
155.50 |
5.7% |
43.25 |
1.6% |
46% |
False |
False |
657,506 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
51.50 |
1.9% |
54% |
False |
False |
340,343 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
40.50 |
1.5% |
54% |
False |
False |
228,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,008.25 |
|
2.618 |
2,911.50 |
|
1.618 |
2,852.25 |
|
1.000 |
2,815.75 |
|
0.618 |
2,793.00 |
|
HIGH |
2,756.50 |
|
0.618 |
2,733.75 |
|
0.500 |
2,727.00 |
|
0.382 |
2,720.00 |
|
LOW |
2,697.25 |
|
0.618 |
2,660.75 |
|
1.000 |
2,638.00 |
|
1.618 |
2,601.50 |
|
2.618 |
2,542.25 |
|
4.250 |
2,445.50 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,727.00 |
2,732.25 |
| PP |
2,725.50 |
2,729.00 |
| S1 |
2,724.00 |
2,726.00 |
|