| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,718.25 |
2,645.75 |
-72.50 |
-2.7% |
2,756.25 |
| High |
2,726.25 |
2,658.75 |
-67.50 |
-2.5% |
2,756.50 |
| Low |
2,641.75 |
2,586.00 |
-55.75 |
-2.1% |
2,586.00 |
| Close |
2,643.25 |
2,597.75 |
-45.50 |
-1.7% |
2,597.75 |
| Range |
84.50 |
72.75 |
-11.75 |
-13.9% |
170.50 |
| ATR |
44.21 |
46.25 |
2.04 |
4.6% |
0.00 |
| Volume |
2,548,609 |
2,875,654 |
327,045 |
12.8% |
9,934,730 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.50 |
2,787.75 |
2,637.75 |
|
| R3 |
2,759.75 |
2,715.00 |
2,617.75 |
|
| R2 |
2,687.00 |
2,687.00 |
2,611.00 |
|
| R1 |
2,642.25 |
2,642.25 |
2,604.50 |
2,628.25 |
| PP |
2,614.25 |
2,614.25 |
2,614.25 |
2,607.00 |
| S1 |
2,569.50 |
2,569.50 |
2,591.00 |
2,555.50 |
| S2 |
2,541.50 |
2,541.50 |
2,584.50 |
|
| S3 |
2,468.75 |
2,496.75 |
2,577.75 |
|
| S4 |
2,396.00 |
2,424.00 |
2,557.75 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.25 |
3,048.50 |
2,691.50 |
|
| R3 |
2,987.75 |
2,878.00 |
2,644.75 |
|
| R2 |
2,817.25 |
2,817.25 |
2,629.00 |
|
| R1 |
2,707.50 |
2,707.50 |
2,613.50 |
2,677.00 |
| PP |
2,646.75 |
2,646.75 |
2,646.75 |
2,631.50 |
| S1 |
2,537.00 |
2,537.00 |
2,582.00 |
2,506.50 |
| S2 |
2,476.25 |
2,476.25 |
2,566.50 |
|
| S3 |
2,305.75 |
2,366.50 |
2,550.75 |
|
| S4 |
2,135.25 |
2,196.00 |
2,504.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,756.50 |
2,586.00 |
170.50 |
6.6% |
52.75 |
2.0% |
7% |
False |
True |
1,986,946 |
| 10 |
2,807.25 |
2,586.00 |
221.25 |
8.5% |
40.50 |
1.6% |
5% |
False |
True |
1,828,520 |
| 20 |
2,807.25 |
2,586.00 |
221.25 |
8.5% |
44.25 |
1.7% |
5% |
False |
True |
1,051,951 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
13.5% |
54.00 |
2.1% |
19% |
False |
False |
537,304 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.5% |
43.00 |
1.7% |
19% |
False |
False |
360,995 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.5% |
37.25 |
1.4% |
19% |
False |
False |
271,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,968.00 |
|
2.618 |
2,849.25 |
|
1.618 |
2,776.50 |
|
1.000 |
2,731.50 |
|
0.618 |
2,703.75 |
|
HIGH |
2,658.75 |
|
0.618 |
2,631.00 |
|
0.500 |
2,622.50 |
|
0.382 |
2,613.75 |
|
LOW |
2,586.00 |
|
0.618 |
2,541.00 |
|
1.000 |
2,513.25 |
|
1.618 |
2,468.25 |
|
2.618 |
2,395.50 |
|
4.250 |
2,276.75 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,622.50 |
2,665.00 |
| PP |
2,614.25 |
2,642.50 |
| S1 |
2,606.00 |
2,620.25 |
|