| 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 |
1,350.6 |
1,359.3 |
8.7 |
0.6% |
1,319.5 |
| High |
1,361.8 |
1,362.6 |
0.8 |
0.1% |
1,356.3 |
| Low |
1,349.2 |
1,345.4 |
-3.8 |
-0.3% |
1,312.4 |
| Close |
1,360.9 |
1,347.9 |
-13.0 |
-1.0% |
1,355.7 |
| Range |
12.6 |
17.2 |
4.6 |
36.5% |
43.9 |
| ATR |
15.1 |
15.2 |
0.2 |
1.0% |
0.0 |
| Volume |
192,809 |
296,478 |
103,669 |
53.8% |
371,143 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.6 |
1,392.9 |
1,357.4 |
|
| R3 |
1,386.4 |
1,375.7 |
1,352.6 |
|
| R2 |
1,369.2 |
1,369.2 |
1,351.1 |
|
| R1 |
1,358.5 |
1,358.5 |
1,349.5 |
1,355.3 |
| PP |
1,352.0 |
1,352.0 |
1,352.0 |
1,350.3 |
| S1 |
1,341.3 |
1,341.3 |
1,346.3 |
1,338.1 |
| S2 |
1,334.8 |
1,334.8 |
1,344.7 |
|
| S3 |
1,317.6 |
1,324.1 |
1,343.2 |
|
| S4 |
1,300.4 |
1,306.9 |
1,338.4 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,473.2 |
1,458.3 |
1,379.8 |
|
| R3 |
1,429.3 |
1,414.4 |
1,367.8 |
|
| R2 |
1,385.4 |
1,385.4 |
1,363.7 |
|
| R1 |
1,370.5 |
1,370.5 |
1,359.7 |
1,378.0 |
| PP |
1,341.5 |
1,341.5 |
1,341.5 |
1,345.2 |
| S1 |
1,326.6 |
1,326.6 |
1,351.7 |
1,334.1 |
| S2 |
1,297.6 |
1,297.6 |
1,347.7 |
|
| S3 |
1,253.7 |
1,282.7 |
1,343.6 |
|
| S4 |
1,209.8 |
1,238.8 |
1,331.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,362.6 |
1,315.4 |
47.2 |
3.5% |
17.8 |
1.3% |
69% |
True |
False |
150,777 |
| 10 |
1,362.6 |
1,312.4 |
50.2 |
3.7% |
14.7 |
1.1% |
71% |
True |
False |
93,018 |
| 20 |
1,362.6 |
1,309.3 |
53.3 |
4.0% |
13.8 |
1.0% |
72% |
True |
False |
60,010 |
| 40 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
15.1 |
1.1% |
64% |
False |
False |
34,419 |
| 60 |
1,375.5 |
1,305.4 |
70.1 |
5.2% |
14.5 |
1.1% |
61% |
False |
False |
25,275 |
| 80 |
1,375.5 |
1,247.2 |
128.3 |
9.5% |
13.5 |
1.0% |
78% |
False |
False |
19,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,435.7 |
|
2.618 |
1,407.6 |
|
1.618 |
1,390.4 |
|
1.000 |
1,379.8 |
|
0.618 |
1,373.2 |
|
HIGH |
1,362.6 |
|
0.618 |
1,356.0 |
|
0.500 |
1,354.0 |
|
0.382 |
1,352.0 |
|
LOW |
1,345.4 |
|
0.618 |
1,334.8 |
|
1.000 |
1,328.2 |
|
1.618 |
1,317.6 |
|
2.618 |
1,300.4 |
|
4.250 |
1,272.3 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,354.0 |
1,348.7 |
| PP |
1,352.0 |
1,348.4 |
| S1 |
1,349.9 |
1,348.2 |
|