| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,775.75 |
6,550.25 |
-225.50 |
-3.3% |
7,043.00 |
| High |
6,849.25 |
6,582.25 |
-267.00 |
-3.9% |
7,043.00 |
| Low |
6,490.00 |
6,421.00 |
-69.00 |
-1.1% |
6,519.00 |
| Close |
6,561.25 |
6,477.25 |
-84.00 |
-1.3% |
6,554.25 |
| Range |
359.25 |
161.25 |
-198.00 |
-55.1% |
524.00 |
| ATR |
159.15 |
159.30 |
0.15 |
0.1% |
0.00 |
| Volume |
731,553 |
948,120 |
216,567 |
29.6% |
2,861,179 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,977.25 |
6,888.50 |
6,566.00 |
|
| R3 |
6,816.00 |
6,727.25 |
6,521.50 |
|
| R2 |
6,654.75 |
6,654.75 |
6,506.75 |
|
| R1 |
6,566.00 |
6,566.00 |
6,492.00 |
6,529.75 |
| PP |
6,493.50 |
6,493.50 |
6,493.50 |
6,475.50 |
| S1 |
6,404.75 |
6,404.75 |
6,462.50 |
6,368.50 |
| S2 |
6,332.25 |
6,332.25 |
6,447.75 |
|
| S3 |
6,171.00 |
6,243.50 |
6,433.00 |
|
| S4 |
6,009.75 |
6,082.25 |
6,388.50 |
|
|
| 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 |
6,915.00 |
6,421.00 |
494.00 |
7.6% |
241.25 |
3.7% |
11% |
False |
True |
750,088 |
| 10 |
7,100.00 |
6,421.00 |
679.00 |
10.5% |
172.50 |
2.7% |
8% |
False |
True |
581,478 |
| 20 |
7,214.50 |
6,421.00 |
793.50 |
12.3% |
149.50 |
2.3% |
7% |
False |
True |
379,027 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
15.9% |
164.00 |
2.5% |
28% |
False |
False |
190,496 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.9% |
134.50 |
2.1% |
28% |
False |
False |
127,224 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.9% |
116.00 |
1.8% |
28% |
False |
False |
95,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,267.50 |
|
2.618 |
7,004.50 |
|
1.618 |
6,843.25 |
|
1.000 |
6,743.50 |
|
0.618 |
6,682.00 |
|
HIGH |
6,582.25 |
|
0.618 |
6,520.75 |
|
0.500 |
6,501.50 |
|
0.382 |
6,482.50 |
|
LOW |
6,421.00 |
|
0.618 |
6,321.25 |
|
1.000 |
6,259.75 |
|
1.618 |
6,160.00 |
|
2.618 |
5,998.75 |
|
4.250 |
5,735.75 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,501.50 |
6,635.00 |
| PP |
6,493.50 |
6,582.50 |
| S1 |
6,485.50 |
6,530.00 |
|