| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,692.25 |
6,549.75 |
-142.50 |
-2.1% |
7,043.00 |
| High |
6,721.25 |
6,779.00 |
57.75 |
0.9% |
7,043.00 |
| Low |
6,519.00 |
6,525.00 |
6.00 |
0.1% |
6,519.00 |
| Close |
6,554.25 |
6,773.50 |
219.25 |
3.3% |
6,554.25 |
| Range |
202.25 |
254.00 |
51.75 |
25.6% |
524.00 |
| ATR |
135.27 |
143.75 |
8.48 |
6.3% |
0.00 |
| Volume |
748,098 |
637,180 |
-110,918 |
-14.8% |
2,861,179 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,454.50 |
7,368.00 |
6,913.25 |
|
| R3 |
7,200.50 |
7,114.00 |
6,843.25 |
|
| R2 |
6,946.50 |
6,946.50 |
6,820.00 |
|
| R1 |
6,860.00 |
6,860.00 |
6,796.75 |
6,903.25 |
| PP |
6,692.50 |
6,692.50 |
6,692.50 |
6,714.00 |
| S1 |
6,606.00 |
6,606.00 |
6,750.25 |
6,649.25 |
| S2 |
6,438.50 |
6,438.50 |
6,727.00 |
|
| S3 |
6,184.50 |
6,352.00 |
6,703.75 |
|
| S4 |
5,930.50 |
6,098.00 |
6,633.75 |
|
|
| 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 |
6,951.00 |
6,519.00 |
432.00 |
6.4% |
171.75 |
2.5% |
59% |
False |
False |
585,276 |
| 10 |
7,214.50 |
6,519.00 |
695.50 |
10.3% |
145.50 |
2.1% |
37% |
False |
False |
516,163 |
| 20 |
7,214.50 |
6,519.00 |
695.50 |
10.3% |
134.25 |
2.0% |
37% |
False |
False |
295,296 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
15.2% |
155.25 |
2.3% |
57% |
False |
False |
148,538 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.2% |
127.75 |
1.9% |
57% |
False |
False |
99,239 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.2% |
112.25 |
1.7% |
57% |
False |
False |
74,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,858.50 |
|
2.618 |
7,444.00 |
|
1.618 |
7,190.00 |
|
1.000 |
7,033.00 |
|
0.618 |
6,936.00 |
|
HIGH |
6,779.00 |
|
0.618 |
6,682.00 |
|
0.500 |
6,652.00 |
|
0.382 |
6,622.00 |
|
LOW |
6,525.00 |
|
0.618 |
6,368.00 |
|
1.000 |
6,271.00 |
|
1.618 |
6,114.00 |
|
2.618 |
5,860.00 |
|
4.250 |
5,445.50 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,733.00 |
6,754.75 |
| PP |
6,692.50 |
6,735.75 |
| S1 |
6,652.00 |
6,717.00 |
|