| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,721.50 |
2,723.25 |
1.75 |
0.1% |
2,788.75 |
| High |
2,729.00 |
2,744.00 |
15.00 |
0.5% |
2,807.25 |
| Low |
2,712.75 |
2,712.50 |
-0.25 |
0.0% |
2,745.00 |
| Close |
2,723.50 |
2,718.25 |
-5.25 |
-0.2% |
2,756.00 |
| Range |
16.25 |
31.50 |
15.25 |
93.8% |
62.25 |
| ATR |
41.85 |
41.11 |
-0.74 |
-1.8% |
0.00 |
| Volume |
1,099,899 |
1,423,759 |
323,860 |
29.4% |
8,350,477 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,819.50 |
2,800.25 |
2,735.50 |
|
| R3 |
2,788.00 |
2,768.75 |
2,727.00 |
|
| R2 |
2,756.50 |
2,756.50 |
2,724.00 |
|
| R1 |
2,737.25 |
2,737.25 |
2,721.25 |
2,731.00 |
| PP |
2,725.00 |
2,725.00 |
2,725.00 |
2,721.75 |
| S1 |
2,705.75 |
2,705.75 |
2,715.25 |
2,699.50 |
| S2 |
2,693.50 |
2,693.50 |
2,712.50 |
|
| S3 |
2,662.00 |
2,674.25 |
2,709.50 |
|
| S4 |
2,630.50 |
2,642.75 |
2,701.00 |
|
|
| 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 |
2,767.25 |
2,697.25 |
70.00 |
2.6% |
29.00 |
1.1% |
30% |
False |
False |
1,409,058 |
| 10 |
2,807.25 |
2,697.25 |
110.00 |
4.0% |
32.50 |
1.2% |
19% |
False |
False |
1,500,391 |
| 20 |
2,807.25 |
2,651.75 |
155.50 |
5.7% |
40.75 |
1.5% |
43% |
False |
False |
782,224 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
51.25 |
1.9% |
53% |
False |
False |
402,953 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
40.75 |
1.5% |
53% |
False |
False |
270,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,878.00 |
|
2.618 |
2,826.50 |
|
1.618 |
2,795.00 |
|
1.000 |
2,775.50 |
|
0.618 |
2,763.50 |
|
HIGH |
2,744.00 |
|
0.618 |
2,732.00 |
|
0.500 |
2,728.25 |
|
0.382 |
2,724.50 |
|
LOW |
2,712.50 |
|
0.618 |
2,693.00 |
|
1.000 |
2,681.00 |
|
1.618 |
2,661.50 |
|
2.618 |
2,630.00 |
|
4.250 |
2,578.50 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,728.25 |
2,727.00 |
| PP |
2,725.00 |
2,724.00 |
| S1 |
2,721.50 |
2,721.00 |
|