| 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 |
3,201.0 |
3,237.0 |
36.0 |
1.1% |
3,333.0 |
| High |
3,232.0 |
3,249.0 |
17.0 |
0.5% |
3,343.0 |
| Low |
3,172.0 |
3,180.0 |
8.0 |
0.3% |
3,173.0 |
| Close |
3,184.0 |
3,229.0 |
45.0 |
1.4% |
3,214.0 |
| Range |
60.0 |
69.0 |
9.0 |
15.0% |
170.0 |
| ATR |
54.3 |
55.3 |
1.1 |
1.9% |
0.0 |
| Volume |
1,200,386 |
1,148,112 |
-52,274 |
-4.4% |
6,196,491 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,426.3 |
3,396.7 |
3,267.0 |
|
| R3 |
3,357.3 |
3,327.7 |
3,248.0 |
|
| R2 |
3,288.3 |
3,288.3 |
3,241.7 |
|
| R1 |
3,258.7 |
3,258.7 |
3,235.3 |
3,239.0 |
| PP |
3,219.3 |
3,219.3 |
3,219.3 |
3,209.5 |
| S1 |
3,189.7 |
3,189.7 |
3,222.7 |
3,170.0 |
| S2 |
3,150.3 |
3,150.3 |
3,216.4 |
|
| S3 |
3,081.3 |
3,120.7 |
3,210.0 |
|
| S4 |
3,012.3 |
3,051.7 |
3,191.1 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,753.3 |
3,653.7 |
3,307.5 |
|
| R3 |
3,583.3 |
3,483.7 |
3,260.8 |
|
| R2 |
3,413.3 |
3,413.3 |
3,245.2 |
|
| R1 |
3,313.7 |
3,313.7 |
3,229.6 |
3,278.5 |
| PP |
3,243.3 |
3,243.3 |
3,243.3 |
3,225.8 |
| S1 |
3,143.7 |
3,143.7 |
3,198.4 |
3,108.5 |
| S2 |
3,073.3 |
3,073.3 |
3,182.8 |
|
| S3 |
2,903.3 |
2,973.7 |
3,167.3 |
|
| S4 |
2,733.3 |
2,803.7 |
3,120.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,335.0 |
3,172.0 |
163.0 |
5.0% |
63.0 |
2.0% |
35% |
False |
False |
1,330,070 |
| 10 |
3,360.0 |
3,172.0 |
188.0 |
5.8% |
51.0 |
1.6% |
30% |
False |
False |
1,227,720 |
| 20 |
3,376.0 |
3,172.0 |
204.0 |
6.3% |
53.3 |
1.7% |
28% |
False |
False |
858,716 |
| 40 |
3,548.0 |
3,172.0 |
376.0 |
11.6% |
56.6 |
1.8% |
15% |
False |
False |
432,812 |
| 60 |
3,595.0 |
3,172.0 |
423.0 |
13.1% |
47.3 |
1.5% |
13% |
False |
False |
289,888 |
| 80 |
3,595.0 |
3,172.0 |
423.0 |
13.1% |
42.4 |
1.3% |
13% |
False |
False |
217,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,542.3 |
|
2.618 |
3,429.6 |
|
1.618 |
3,360.6 |
|
1.000 |
3,318.0 |
|
0.618 |
3,291.6 |
|
HIGH |
3,249.0 |
|
0.618 |
3,222.6 |
|
0.500 |
3,214.5 |
|
0.382 |
3,206.4 |
|
LOW |
3,180.0 |
|
0.618 |
3,137.4 |
|
1.000 |
3,111.0 |
|
1.618 |
3,068.4 |
|
2.618 |
2,999.4 |
|
4.250 |
2,886.8 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,224.2 |
3,222.8 |
| PP |
3,219.3 |
3,216.7 |
| S1 |
3,214.5 |
3,210.5 |
|