| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
7,043.00 |
6,911.75 |
-131.25 |
-1.9% |
7,132.75 |
| High |
7,043.00 |
6,927.75 |
-115.25 |
-1.6% |
7,214.50 |
| Low |
6,821.25 |
6,863.00 |
41.75 |
0.6% |
7,027.25 |
| Close |
6,914.25 |
6,917.50 |
3.25 |
0.0% |
7,044.00 |
| Range |
221.75 |
64.75 |
-157.00 |
-70.8% |
187.25 |
| ATR |
128.10 |
123.57 |
-4.52 |
-3.5% |
0.00 |
| Volume |
571,979 |
401,041 |
-170,938 |
-29.9% |
2,012,701 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,097.00 |
7,072.00 |
6,953.00 |
|
| R3 |
7,032.25 |
7,007.25 |
6,935.25 |
|
| R2 |
6,967.50 |
6,967.50 |
6,929.25 |
|
| R1 |
6,942.50 |
6,942.50 |
6,923.50 |
6,955.00 |
| PP |
6,902.75 |
6,902.75 |
6,902.75 |
6,909.00 |
| S1 |
6,877.75 |
6,877.75 |
6,911.50 |
6,890.25 |
| S2 |
6,838.00 |
6,838.00 |
6,905.75 |
|
| S3 |
6,773.25 |
6,813.00 |
6,899.75 |
|
| S4 |
6,708.50 |
6,748.25 |
6,882.00 |
|
|
| 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 |
7,121.50 |
6,821.25 |
300.25 |
4.3% |
99.25 |
1.4% |
32% |
False |
False |
416,010 |
| 10 |
7,214.50 |
6,821.25 |
393.25 |
5.7% |
106.25 |
1.5% |
24% |
False |
False |
334,012 |
| 20 |
7,214.50 |
6,674.25 |
540.25 |
7.8% |
120.50 |
1.7% |
45% |
False |
False |
169,530 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
144.25 |
2.1% |
71% |
False |
False |
85,494 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
117.25 |
1.7% |
71% |
False |
False |
57,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,203.00 |
|
2.618 |
7,097.25 |
|
1.618 |
7,032.50 |
|
1.000 |
6,992.50 |
|
0.618 |
6,967.75 |
|
HIGH |
6,927.75 |
|
0.618 |
6,903.00 |
|
0.500 |
6,895.50 |
|
0.382 |
6,887.75 |
|
LOW |
6,863.00 |
|
0.618 |
6,823.00 |
|
1.000 |
6,798.25 |
|
1.618 |
6,758.25 |
|
2.618 |
6,693.50 |
|
4.250 |
6,587.75 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,910.00 |
6,953.00 |
| PP |
6,902.75 |
6,941.25 |
| S1 |
6,895.50 |
6,929.25 |
|