| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,659.50 |
2,612.75 |
-46.75 |
-1.8% |
2,756.25 |
| High |
2,679.75 |
2,633.75 |
-46.00 |
-1.7% |
2,756.50 |
| Low |
2,596.00 |
2,593.00 |
-3.00 |
-0.1% |
2,586.00 |
| Close |
2,615.75 |
2,607.50 |
-8.25 |
-0.3% |
2,597.75 |
| Range |
83.75 |
40.75 |
-43.00 |
-51.3% |
170.50 |
| ATR |
50.62 |
49.92 |
-0.71 |
-1.4% |
0.00 |
| Volume |
2,448,450 |
2,802,883 |
354,433 |
14.5% |
9,934,730 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.75 |
2,711.25 |
2,630.00 |
|
| R3 |
2,693.00 |
2,670.50 |
2,618.75 |
|
| R2 |
2,652.25 |
2,652.25 |
2,615.00 |
|
| R1 |
2,629.75 |
2,629.75 |
2,611.25 |
2,620.50 |
| PP |
2,611.50 |
2,611.50 |
2,611.50 |
2,606.75 |
| S1 |
2,589.00 |
2,589.00 |
2,603.75 |
2,580.00 |
| S2 |
2,570.75 |
2,570.75 |
2,600.00 |
|
| S3 |
2,530.00 |
2,548.25 |
2,596.25 |
|
| S4 |
2,489.25 |
2,507.50 |
2,585.00 |
|
|
| 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 |
2,726.25 |
2,586.00 |
140.25 |
5.4% |
70.75 |
2.7% |
15% |
False |
False |
2,595,594 |
| 10 |
2,767.25 |
2,586.00 |
181.25 |
7.0% |
50.00 |
1.9% |
12% |
False |
False |
2,002,326 |
| 20 |
2,807.25 |
2,586.00 |
221.25 |
8.5% |
46.75 |
1.8% |
10% |
False |
False |
1,425,153 |
| 40 |
2,844.25 |
2,532.50 |
311.75 |
12.0% |
56.50 |
2.2% |
24% |
False |
False |
724,174 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.5% |
45.50 |
1.7% |
21% |
False |
False |
486,668 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.5% |
38.50 |
1.5% |
21% |
False |
False |
365,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,807.00 |
|
2.618 |
2,740.50 |
|
1.618 |
2,699.75 |
|
1.000 |
2,674.50 |
|
0.618 |
2,659.00 |
|
HIGH |
2,633.75 |
|
0.618 |
2,618.25 |
|
0.500 |
2,613.50 |
|
0.382 |
2,608.50 |
|
LOW |
2,593.00 |
|
0.618 |
2,567.75 |
|
1.000 |
2,552.25 |
|
1.618 |
2,527.00 |
|
2.618 |
2,486.25 |
|
4.250 |
2,419.75 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,613.50 |
2,635.50 |
| PP |
2,611.50 |
2,626.00 |
| S1 |
2,609.50 |
2,616.75 |
|