| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,883.25 |
6,692.25 |
-191.00 |
-2.8% |
7,043.00 |
| High |
6,915.00 |
6,721.25 |
-193.75 |
-2.8% |
7,043.00 |
| Low |
6,686.00 |
6,519.00 |
-167.00 |
-2.5% |
6,519.00 |
| Close |
6,692.00 |
6,554.25 |
-137.75 |
-2.1% |
6,554.25 |
| Range |
229.00 |
202.25 |
-26.75 |
-11.7% |
524.00 |
| ATR |
130.12 |
135.27 |
5.15 |
4.0% |
0.00 |
| Volume |
685,491 |
748,098 |
62,607 |
9.1% |
2,861,179 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,205.00 |
7,081.75 |
6,665.50 |
|
| R3 |
7,002.75 |
6,879.50 |
6,609.75 |
|
| R2 |
6,800.50 |
6,800.50 |
6,591.25 |
|
| R1 |
6,677.25 |
6,677.25 |
6,572.75 |
6,637.75 |
| PP |
6,598.25 |
6,598.25 |
6,598.25 |
6,578.50 |
| S1 |
6,475.00 |
6,475.00 |
6,535.75 |
6,435.50 |
| S2 |
6,396.00 |
6,396.00 |
6,517.25 |
|
| S3 |
6,193.75 |
6,272.75 |
6,498.75 |
|
| S4 |
5,991.50 |
6,070.50 |
6,443.00 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,277.50 |
7,939.75 |
6,842.50 |
|
| R3 |
7,753.50 |
7,415.75 |
6,698.25 |
|
| R2 |
7,229.50 |
7,229.50 |
6,650.25 |
|
| R1 |
6,891.75 |
6,891.75 |
6,602.25 |
6,798.50 |
| PP |
6,705.50 |
6,705.50 |
6,705.50 |
6,658.75 |
| S1 |
6,367.75 |
6,367.75 |
6,506.25 |
6,274.50 |
| S2 |
6,181.50 |
6,181.50 |
6,458.25 |
|
| S3 |
5,657.50 |
5,843.75 |
6,410.25 |
|
| S4 |
5,133.50 |
5,319.75 |
6,266.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,043.00 |
6,519.00 |
524.00 |
8.0% |
165.25 |
2.5% |
7% |
False |
True |
572,235 |
| 10 |
7,214.50 |
6,519.00 |
695.50 |
10.6% |
126.00 |
1.9% |
5% |
False |
True |
487,388 |
| 20 |
7,214.50 |
6,519.00 |
695.50 |
10.6% |
127.25 |
1.9% |
5% |
False |
True |
263,507 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
15.7% |
151.25 |
2.3% |
36% |
False |
False |
132,621 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.7% |
124.00 |
1.9% |
36% |
False |
False |
88,624 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.7% |
109.50 |
1.7% |
36% |
False |
False |
66,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,580.75 |
|
2.618 |
7,250.75 |
|
1.618 |
7,048.50 |
|
1.000 |
6,923.50 |
|
0.618 |
6,846.25 |
|
HIGH |
6,721.25 |
|
0.618 |
6,644.00 |
|
0.500 |
6,620.00 |
|
0.382 |
6,596.25 |
|
LOW |
6,519.00 |
|
0.618 |
6,394.00 |
|
1.000 |
6,316.75 |
|
1.618 |
6,191.75 |
|
2.618 |
5,989.50 |
|
4.250 |
5,659.50 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,620.00 |
6,735.00 |
| PP |
6,598.25 |
6,674.75 |
| S1 |
6,576.25 |
6,614.50 |
|