| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,723.25 |
2,718.25 |
-5.00 |
-0.2% |
2,788.75 |
| High |
2,744.00 |
2,726.25 |
-17.75 |
-0.6% |
2,807.25 |
| Low |
2,712.50 |
2,641.75 |
-70.75 |
-2.6% |
2,745.00 |
| Close |
2,718.25 |
2,643.25 |
-75.00 |
-2.8% |
2,756.00 |
| Range |
31.50 |
84.50 |
53.00 |
168.3% |
62.25 |
| ATR |
41.11 |
44.21 |
3.10 |
7.5% |
0.00 |
| Volume |
1,423,759 |
2,548,609 |
1,124,850 |
79.0% |
8,350,477 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.00 |
2,868.00 |
2,689.75 |
|
| R3 |
2,839.50 |
2,783.50 |
2,666.50 |
|
| R2 |
2,755.00 |
2,755.00 |
2,658.75 |
|
| R1 |
2,699.00 |
2,699.00 |
2,651.00 |
2,684.75 |
| PP |
2,670.50 |
2,670.50 |
2,670.50 |
2,663.25 |
| S1 |
2,614.50 |
2,614.50 |
2,635.50 |
2,600.25 |
| S2 |
2,586.00 |
2,586.00 |
2,627.75 |
|
| S3 |
2,501.50 |
2,530.00 |
2,620.00 |
|
| S4 |
2,417.00 |
2,445.50 |
2,596.75 |
|
|
| 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 |
2,766.25 |
2,641.75 |
124.50 |
4.7% |
41.50 |
1.6% |
1% |
False |
True |
1,640,318 |
| 10 |
2,807.25 |
2,641.75 |
165.50 |
6.3% |
38.75 |
1.5% |
1% |
False |
True |
1,689,894 |
| 20 |
2,807.25 |
2,641.75 |
165.50 |
6.3% |
42.50 |
1.6% |
1% |
False |
True |
908,917 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
52.75 |
2.0% |
32% |
False |
False |
466,157 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
42.00 |
1.6% |
32% |
False |
False |
313,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,085.50 |
|
2.618 |
2,947.50 |
|
1.618 |
2,863.00 |
|
1.000 |
2,810.75 |
|
0.618 |
2,778.50 |
|
HIGH |
2,726.25 |
|
0.618 |
2,694.00 |
|
0.500 |
2,684.00 |
|
0.382 |
2,674.00 |
|
LOW |
2,641.75 |
|
0.618 |
2,589.50 |
|
1.000 |
2,557.25 |
|
1.618 |
2,505.00 |
|
2.618 |
2,420.50 |
|
4.250 |
2,282.50 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,684.00 |
2,693.00 |
| PP |
2,670.50 |
2,676.25 |
| S1 |
2,656.75 |
2,659.75 |
|