| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,756.25 |
2,721.50 |
-34.75 |
-1.3% |
2,788.75 |
| High |
2,756.50 |
2,729.00 |
-27.50 |
-1.0% |
2,807.25 |
| Low |
2,697.25 |
2,712.75 |
15.50 |
0.6% |
2,745.00 |
| Close |
2,722.75 |
2,723.50 |
0.75 |
0.0% |
2,756.00 |
| Range |
59.25 |
16.25 |
-43.00 |
-72.6% |
62.25 |
| ATR |
43.82 |
41.85 |
-1.97 |
-4.5% |
0.00 |
| Volume |
1,986,809 |
1,099,899 |
-886,910 |
-44.6% |
8,350,477 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,770.50 |
2,763.25 |
2,732.50 |
|
| R3 |
2,754.25 |
2,747.00 |
2,728.00 |
|
| R2 |
2,738.00 |
2,738.00 |
2,726.50 |
|
| R1 |
2,730.75 |
2,730.75 |
2,725.00 |
2,734.50 |
| PP |
2,721.75 |
2,721.75 |
2,721.75 |
2,723.50 |
| S1 |
2,714.50 |
2,714.50 |
2,722.00 |
2,718.00 |
| S2 |
2,705.50 |
2,705.50 |
2,720.50 |
|
| S3 |
2,689.25 |
2,698.25 |
2,719.00 |
|
| S4 |
2,673.00 |
2,682.00 |
2,714.50 |
|
|
| 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 |
2,783.50 |
2,697.25 |
86.25 |
3.2% |
29.75 |
1.1% |
30% |
False |
False |
1,510,416 |
| 10 |
2,807.25 |
2,686.50 |
120.75 |
4.4% |
34.25 |
1.3% |
31% |
False |
False |
1,381,778 |
| 20 |
2,807.25 |
2,651.75 |
155.50 |
5.7% |
41.75 |
1.5% |
46% |
False |
False |
712,047 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
51.00 |
1.9% |
54% |
False |
False |
367,554 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
40.50 |
1.5% |
54% |
False |
False |
247,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,798.00 |
|
2.618 |
2,771.50 |
|
1.618 |
2,755.25 |
|
1.000 |
2,745.25 |
|
0.618 |
2,739.00 |
|
HIGH |
2,729.00 |
|
0.618 |
2,722.75 |
|
0.500 |
2,721.00 |
|
0.382 |
2,719.00 |
|
LOW |
2,712.75 |
|
0.618 |
2,702.75 |
|
1.000 |
2,696.50 |
|
1.618 |
2,686.50 |
|
2.618 |
2,670.25 |
|
4.250 |
2,643.75 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,722.50 |
2,731.75 |
| PP |
2,721.75 |
2,729.00 |
| S1 |
2,721.00 |
2,726.25 |
|