| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,549.75 |
6,775.75 |
226.00 |
3.5% |
7,043.00 |
| High |
6,779.00 |
6,849.25 |
70.25 |
1.0% |
7,043.00 |
| Low |
6,525.00 |
6,490.00 |
-35.00 |
-0.5% |
6,519.00 |
| Close |
6,773.50 |
6,561.25 |
-212.25 |
-3.1% |
6,554.25 |
| Range |
254.00 |
359.25 |
105.25 |
41.4% |
524.00 |
| ATR |
143.75 |
159.15 |
15.39 |
10.7% |
0.00 |
| Volume |
637,180 |
731,553 |
94,373 |
14.8% |
2,861,179 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,711.25 |
7,495.50 |
6,758.75 |
|
| R3 |
7,352.00 |
7,136.25 |
6,660.00 |
|
| R2 |
6,992.75 |
6,992.75 |
6,627.00 |
|
| R1 |
6,777.00 |
6,777.00 |
6,594.25 |
6,705.25 |
| PP |
6,633.50 |
6,633.50 |
6,633.50 |
6,597.50 |
| S1 |
6,417.75 |
6,417.75 |
6,528.25 |
6,346.00 |
| S2 |
6,274.25 |
6,274.25 |
6,495.50 |
|
| S3 |
5,915.00 |
6,058.50 |
6,462.50 |
|
| S4 |
5,555.75 |
5,699.25 |
6,363.75 |
|
|
| 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 |
6,490.00 |
461.00 |
7.0% |
230.75 |
3.5% |
15% |
False |
True |
651,378 |
| 10 |
7,121.50 |
6,490.00 |
631.50 |
9.6% |
165.00 |
2.5% |
11% |
False |
True |
533,694 |
| 20 |
7,214.50 |
6,490.00 |
724.50 |
11.0% |
147.00 |
2.2% |
10% |
False |
True |
331,734 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
15.7% |
162.50 |
2.5% |
36% |
False |
False |
166,811 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.7% |
133.00 |
2.0% |
36% |
False |
False |
111,426 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.7% |
115.00 |
1.8% |
36% |
False |
False |
83,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,376.00 |
|
2.618 |
7,789.75 |
|
1.618 |
7,430.50 |
|
1.000 |
7,208.50 |
|
0.618 |
7,071.25 |
|
HIGH |
6,849.25 |
|
0.618 |
6,712.00 |
|
0.500 |
6,669.50 |
|
0.382 |
6,627.25 |
|
LOW |
6,490.00 |
|
0.618 |
6,268.00 |
|
1.000 |
6,130.75 |
|
1.618 |
5,908.75 |
|
2.618 |
5,549.50 |
|
4.250 |
4,963.25 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,669.50 |
6,669.50 |
| PP |
6,633.50 |
6,633.50 |
| S1 |
6,597.50 |
6,597.50 |
|