| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,595.00 |
2,659.50 |
64.50 |
2.5% |
2,756.25 |
| High |
2,662.75 |
2,679.75 |
17.00 |
0.6% |
2,756.50 |
| Low |
2,591.00 |
2,596.00 |
5.00 |
0.2% |
2,586.00 |
| Close |
2,659.50 |
2,615.75 |
-43.75 |
-1.6% |
2,597.75 |
| Range |
71.75 |
83.75 |
12.00 |
16.7% |
170.50 |
| ATR |
48.07 |
50.62 |
2.55 |
5.3% |
0.00 |
| Volume |
2,302,375 |
2,448,450 |
146,075 |
6.3% |
9,934,730 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,881.75 |
2,832.50 |
2,661.75 |
|
| R3 |
2,798.00 |
2,748.75 |
2,638.75 |
|
| R2 |
2,714.25 |
2,714.25 |
2,631.00 |
|
| R1 |
2,665.00 |
2,665.00 |
2,623.50 |
2,647.75 |
| PP |
2,630.50 |
2,630.50 |
2,630.50 |
2,622.00 |
| S1 |
2,581.25 |
2,581.25 |
2,608.00 |
2,564.00 |
| S2 |
2,546.75 |
2,546.75 |
2,600.50 |
|
| S3 |
2,463.00 |
2,497.50 |
2,592.75 |
|
| S4 |
2,379.25 |
2,413.75 |
2,569.75 |
|
|
| 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 |
2,744.00 |
2,586.00 |
158.00 |
6.0% |
68.75 |
2.6% |
19% |
False |
False |
2,319,769 |
| 10 |
2,783.50 |
2,586.00 |
197.50 |
7.6% |
49.25 |
1.9% |
15% |
False |
False |
1,915,093 |
| 20 |
2,807.25 |
2,586.00 |
221.25 |
8.5% |
47.25 |
1.8% |
13% |
False |
False |
1,286,751 |
| 40 |
2,862.25 |
2,532.50 |
329.75 |
12.6% |
56.25 |
2.2% |
25% |
False |
False |
655,286 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.4% |
45.50 |
1.7% |
24% |
False |
False |
440,065 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.4% |
38.50 |
1.5% |
24% |
False |
False |
330,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,035.75 |
|
2.618 |
2,899.00 |
|
1.618 |
2,815.25 |
|
1.000 |
2,763.50 |
|
0.618 |
2,731.50 |
|
HIGH |
2,679.75 |
|
0.618 |
2,647.75 |
|
0.500 |
2,638.00 |
|
0.382 |
2,628.00 |
|
LOW |
2,596.00 |
|
0.618 |
2,544.25 |
|
1.000 |
2,512.25 |
|
1.618 |
2,460.50 |
|
2.618 |
2,376.75 |
|
4.250 |
2,240.00 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,638.00 |
2,633.00 |
| PP |
2,630.50 |
2,627.25 |
| S1 |
2,623.00 |
2,621.50 |
|