| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
7,072.75 |
7,043.00 |
-29.75 |
-0.4% |
7,132.75 |
| High |
7,084.75 |
7,043.00 |
-41.75 |
-0.6% |
7,214.50 |
| Low |
7,033.00 |
6,821.25 |
-211.75 |
-3.0% |
7,027.25 |
| Close |
7,044.00 |
6,914.25 |
-129.75 |
-1.8% |
7,044.00 |
| Range |
51.75 |
221.75 |
170.00 |
328.5% |
187.25 |
| ATR |
120.82 |
128.10 |
7.28 |
6.0% |
0.00 |
| Volume |
287,434 |
571,979 |
284,545 |
99.0% |
2,012,701 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,591.50 |
7,474.50 |
7,036.25 |
|
| R3 |
7,369.75 |
7,252.75 |
6,975.25 |
|
| R2 |
7,148.00 |
7,148.00 |
6,955.00 |
|
| R1 |
7,031.00 |
7,031.00 |
6,934.50 |
6,978.50 |
| PP |
6,926.25 |
6,926.25 |
6,926.25 |
6,900.00 |
| S1 |
6,809.25 |
6,809.25 |
6,894.00 |
6,757.00 |
| S2 |
6,704.50 |
6,704.50 |
6,873.50 |
|
| S3 |
6,482.75 |
6,587.50 |
6,853.25 |
|
| S4 |
6,261.00 |
6,365.75 |
6,792.25 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,657.00 |
7,537.75 |
7,147.00 |
|
| R3 |
7,469.75 |
7,350.50 |
7,095.50 |
|
| R2 |
7,282.50 |
7,282.50 |
7,078.25 |
|
| R1 |
7,163.25 |
7,163.25 |
7,061.25 |
7,129.25 |
| PP |
7,095.25 |
7,095.25 |
7,095.25 |
7,078.25 |
| S1 |
6,976.00 |
6,976.00 |
7,026.75 |
6,942.00 |
| S2 |
6,908.00 |
6,908.00 |
7,009.75 |
|
| S3 |
6,720.75 |
6,788.75 |
6,992.50 |
|
| S4 |
6,533.50 |
6,601.50 |
6,941.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,214.50 |
6,821.25 |
393.25 |
5.7% |
119.00 |
1.7% |
24% |
False |
True |
447,050 |
| 10 |
7,214.50 |
6,821.25 |
393.25 |
5.7% |
106.50 |
1.5% |
24% |
False |
True |
295,215 |
| 20 |
7,214.50 |
6,674.25 |
540.25 |
7.8% |
123.25 |
1.8% |
44% |
False |
False |
149,568 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
145.50 |
2.1% |
71% |
False |
False |
75,481 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
117.25 |
1.7% |
71% |
False |
False |
50,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,985.50 |
|
2.618 |
7,623.50 |
|
1.618 |
7,401.75 |
|
1.000 |
7,264.75 |
|
0.618 |
7,180.00 |
|
HIGH |
7,043.00 |
|
0.618 |
6,958.25 |
|
0.500 |
6,932.00 |
|
0.382 |
6,906.00 |
|
LOW |
6,821.25 |
|
0.618 |
6,684.25 |
|
1.000 |
6,599.50 |
|
1.618 |
6,462.50 |
|
2.618 |
6,240.75 |
|
4.250 |
5,878.75 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,932.00 |
6,960.50 |
| PP |
6,926.25 |
6,945.25 |
| S1 |
6,920.25 |
6,929.75 |
|