| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,612.75 |
2,609.75 |
-3.00 |
-0.1% |
2,756.25 |
| High |
2,633.75 |
2,659.50 |
25.75 |
1.0% |
2,756.50 |
| Low |
2,593.00 |
2,601.00 |
8.00 |
0.3% |
2,586.00 |
| Close |
2,607.50 |
2,643.00 |
35.50 |
1.4% |
2,597.75 |
| Range |
40.75 |
58.50 |
17.75 |
43.6% |
170.50 |
| ATR |
49.92 |
50.53 |
0.61 |
1.2% |
0.00 |
| Volume |
2,802,883 |
2,042,949 |
-759,934 |
-27.1% |
9,934,730 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.00 |
2,785.00 |
2,675.25 |
|
| R3 |
2,751.50 |
2,726.50 |
2,659.00 |
|
| R2 |
2,693.00 |
2,693.00 |
2,653.75 |
|
| R1 |
2,668.00 |
2,668.00 |
2,648.25 |
2,680.50 |
| PP |
2,634.50 |
2,634.50 |
2,634.50 |
2,640.75 |
| S1 |
2,609.50 |
2,609.50 |
2,637.75 |
2,622.00 |
| S2 |
2,576.00 |
2,576.00 |
2,632.25 |
|
| S3 |
2,517.50 |
2,551.00 |
2,627.00 |
|
| S4 |
2,459.00 |
2,492.50 |
2,610.75 |
|
|
| 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 |
2,679.75 |
2,586.00 |
93.75 |
3.5% |
65.50 |
2.5% |
61% |
False |
False |
2,494,462 |
| 10 |
2,766.25 |
2,586.00 |
180.25 |
6.8% |
53.50 |
2.0% |
32% |
False |
False |
2,067,390 |
| 20 |
2,807.25 |
2,586.00 |
221.25 |
8.4% |
46.00 |
1.7% |
26% |
False |
False |
1,524,539 |
| 40 |
2,841.75 |
2,532.50 |
309.25 |
11.7% |
57.25 |
2.2% |
36% |
False |
False |
773,933 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
46.25 |
1.7% |
32% |
False |
False |
520,604 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.3% |
38.75 |
1.5% |
32% |
False |
False |
391,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,908.00 |
|
2.618 |
2,812.75 |
|
1.618 |
2,754.25 |
|
1.000 |
2,718.00 |
|
0.618 |
2,695.75 |
|
HIGH |
2,659.50 |
|
0.618 |
2,637.25 |
|
0.500 |
2,630.25 |
|
0.382 |
2,623.25 |
|
LOW |
2,601.00 |
|
0.618 |
2,564.75 |
|
1.000 |
2,542.50 |
|
1.618 |
2,506.25 |
|
2.618 |
2,447.75 |
|
4.250 |
2,352.50 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,638.75 |
2,640.75 |
| PP |
2,634.50 |
2,638.50 |
| S1 |
2,630.25 |
2,636.50 |
|