| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,911.75 |
6,912.50 |
0.75 |
0.0% |
7,132.75 |
| High |
6,927.75 |
6,951.00 |
23.25 |
0.3% |
7,214.50 |
| Low |
6,863.00 |
6,842.25 |
-20.75 |
-0.3% |
7,027.25 |
| Close |
6,917.50 |
6,884.00 |
-33.50 |
-0.5% |
7,044.00 |
| Range |
64.75 |
108.75 |
44.00 |
68.0% |
187.25 |
| ATR |
123.57 |
122.52 |
-1.06 |
-0.9% |
0.00 |
| Volume |
401,041 |
454,570 |
53,529 |
13.3% |
2,012,701 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,218.75 |
7,160.00 |
6,943.75 |
|
| R3 |
7,110.00 |
7,051.25 |
6,914.00 |
|
| R2 |
7,001.25 |
7,001.25 |
6,904.00 |
|
| R1 |
6,942.50 |
6,942.50 |
6,894.00 |
6,917.50 |
| PP |
6,892.50 |
6,892.50 |
6,892.50 |
6,880.00 |
| S1 |
6,833.75 |
6,833.75 |
6,874.00 |
6,808.75 |
| S2 |
6,783.75 |
6,783.75 |
6,864.00 |
|
| S3 |
6,675.00 |
6,725.00 |
6,854.00 |
|
| S4 |
6,566.25 |
6,616.25 |
6,824.25 |
|
|
| 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 |
7,100.00 |
6,821.25 |
278.75 |
4.0% |
104.00 |
1.5% |
23% |
False |
False |
412,867 |
| 10 |
7,214.50 |
6,821.25 |
393.25 |
5.7% |
103.50 |
1.5% |
16% |
False |
False |
377,508 |
| 20 |
7,214.50 |
6,674.25 |
540.25 |
7.8% |
119.00 |
1.7% |
39% |
False |
False |
192,098 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
145.50 |
2.1% |
68% |
False |
False |
96,830 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
118.25 |
1.7% |
68% |
False |
False |
64,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,413.25 |
|
2.618 |
7,235.75 |
|
1.618 |
7,127.00 |
|
1.000 |
7,059.75 |
|
0.618 |
7,018.25 |
|
HIGH |
6,951.00 |
|
0.618 |
6,909.50 |
|
0.500 |
6,896.50 |
|
0.382 |
6,883.75 |
|
LOW |
6,842.25 |
|
0.618 |
6,775.00 |
|
1.000 |
6,733.50 |
|
1.618 |
6,666.25 |
|
2.618 |
6,557.50 |
|
4.250 |
6,380.00 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,896.50 |
6,932.00 |
| PP |
6,892.50 |
6,916.00 |
| S1 |
6,888.25 |
6,900.00 |
|