| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,645.75 |
2,595.00 |
-50.75 |
-1.9% |
2,756.25 |
| High |
2,658.75 |
2,662.75 |
4.00 |
0.2% |
2,756.50 |
| Low |
2,586.00 |
2,591.00 |
5.00 |
0.2% |
2,586.00 |
| Close |
2,597.75 |
2,659.50 |
61.75 |
2.4% |
2,597.75 |
| Range |
72.75 |
71.75 |
-1.00 |
-1.4% |
170.50 |
| ATR |
46.25 |
48.07 |
1.82 |
3.9% |
0.00 |
| Volume |
2,875,654 |
2,302,375 |
-573,279 |
-19.9% |
9,934,730 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.00 |
2,828.00 |
2,699.00 |
|
| R3 |
2,781.25 |
2,756.25 |
2,679.25 |
|
| R2 |
2,709.50 |
2,709.50 |
2,672.75 |
|
| R1 |
2,684.50 |
2,684.50 |
2,666.00 |
2,697.00 |
| PP |
2,637.75 |
2,637.75 |
2,637.75 |
2,644.00 |
| S1 |
2,612.75 |
2,612.75 |
2,653.00 |
2,625.25 |
| S2 |
2,566.00 |
2,566.00 |
2,646.25 |
|
| S3 |
2,494.25 |
2,541.00 |
2,639.75 |
|
| S4 |
2,422.50 |
2,469.25 |
2,620.00 |
|
|
| 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 |
2,744.00 |
2,586.00 |
158.00 |
5.9% |
55.25 |
2.1% |
47% |
False |
False |
2,050,059 |
| 10 |
2,807.25 |
2,586.00 |
221.25 |
8.3% |
45.50 |
1.7% |
33% |
False |
False |
1,892,912 |
| 20 |
2,807.25 |
2,586.00 |
221.25 |
8.3% |
45.50 |
1.7% |
33% |
False |
False |
1,165,998 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
55.00 |
2.1% |
36% |
False |
False |
594,749 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
44.25 |
1.7% |
36% |
False |
False |
399,310 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.2% |
37.75 |
1.4% |
36% |
False |
False |
300,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.75 |
|
2.618 |
2,850.50 |
|
1.618 |
2,778.75 |
|
1.000 |
2,734.50 |
|
0.618 |
2,707.00 |
|
HIGH |
2,662.75 |
|
0.618 |
2,635.25 |
|
0.500 |
2,627.00 |
|
0.382 |
2,618.50 |
|
LOW |
2,591.00 |
|
0.618 |
2,546.75 |
|
1.000 |
2,519.25 |
|
1.618 |
2,475.00 |
|
2.618 |
2,403.25 |
|
4.250 |
2,286.00 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.50 |
2,658.50 |
| PP |
2,637.75 |
2,657.25 |
| S1 |
2,627.00 |
2,656.00 |
|