| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,912.50 |
6,883.25 |
-29.25 |
-0.4% |
7,132.75 |
| High |
6,951.00 |
6,915.00 |
-36.00 |
-0.5% |
7,214.50 |
| Low |
6,842.25 |
6,686.00 |
-156.25 |
-2.3% |
7,027.25 |
| Close |
6,884.00 |
6,692.00 |
-192.00 |
-2.8% |
7,044.00 |
| Range |
108.75 |
229.00 |
120.25 |
110.6% |
187.25 |
| ATR |
122.52 |
130.12 |
7.61 |
6.2% |
0.00 |
| Volume |
454,570 |
685,491 |
230,921 |
50.8% |
2,012,701 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,451.25 |
7,300.75 |
6,818.00 |
|
| R3 |
7,222.25 |
7,071.75 |
6,755.00 |
|
| R2 |
6,993.25 |
6,993.25 |
6,734.00 |
|
| R1 |
6,842.75 |
6,842.75 |
6,713.00 |
6,803.50 |
| PP |
6,764.25 |
6,764.25 |
6,764.25 |
6,744.75 |
| S1 |
6,613.75 |
6,613.75 |
6,671.00 |
6,574.50 |
| S2 |
6,535.25 |
6,535.25 |
6,650.00 |
|
| S3 |
6,306.25 |
6,384.75 |
6,629.00 |
|
| S4 |
6,077.25 |
6,155.75 |
6,566.00 |
|
|
| 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 |
7,084.75 |
6,686.00 |
398.75 |
6.0% |
135.25 |
2.0% |
2% |
False |
True |
480,103 |
| 10 |
7,214.50 |
6,686.00 |
528.50 |
7.9% |
120.00 |
1.8% |
1% |
False |
True |
440,307 |
| 20 |
7,214.50 |
6,674.25 |
540.25 |
8.1% |
123.75 |
1.8% |
3% |
False |
False |
226,285 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
15.3% |
148.25 |
2.2% |
49% |
False |
False |
113,935 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.3% |
121.50 |
1.8% |
49% |
False |
False |
76,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,888.25 |
|
2.618 |
7,514.50 |
|
1.618 |
7,285.50 |
|
1.000 |
7,144.00 |
|
0.618 |
7,056.50 |
|
HIGH |
6,915.00 |
|
0.618 |
6,827.50 |
|
0.500 |
6,800.50 |
|
0.382 |
6,773.50 |
|
LOW |
6,686.00 |
|
0.618 |
6,544.50 |
|
1.000 |
6,457.00 |
|
1.618 |
6,315.50 |
|
2.618 |
6,086.50 |
|
4.250 |
5,712.75 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,800.50 |
6,818.50 |
| PP |
6,764.25 |
6,776.25 |
| S1 |
6,728.25 |
6,734.25 |
|