| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,550.25 |
6,490.75 |
-59.50 |
-0.9% |
7,043.00 |
| High |
6,582.25 |
6,653.75 |
71.50 |
1.1% |
7,043.00 |
| Low |
6,421.00 |
6,443.75 |
22.75 |
0.4% |
6,519.00 |
| Close |
6,477.25 |
6,594.00 |
116.75 |
1.8% |
6,554.25 |
| Range |
161.25 |
210.00 |
48.75 |
30.2% |
524.00 |
| ATR |
159.30 |
162.92 |
3.62 |
2.3% |
0.00 |
| Volume |
948,120 |
647,977 |
-300,143 |
-31.7% |
2,861,179 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,193.75 |
7,104.00 |
6,709.50 |
|
| R3 |
6,983.75 |
6,894.00 |
6,651.75 |
|
| R2 |
6,773.75 |
6,773.75 |
6,632.50 |
|
| R1 |
6,684.00 |
6,684.00 |
6,613.25 |
6,729.00 |
| PP |
6,563.75 |
6,563.75 |
6,563.75 |
6,586.25 |
| S1 |
6,474.00 |
6,474.00 |
6,574.75 |
6,519.00 |
| S2 |
6,353.75 |
6,353.75 |
6,555.50 |
|
| S3 |
6,143.75 |
6,264.00 |
6,536.25 |
|
| S4 |
5,933.75 |
6,054.00 |
6,478.50 |
|
|
| 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 |
6,849.25 |
6,421.00 |
428.25 |
6.5% |
237.25 |
3.6% |
40% |
False |
False |
742,585 |
| 10 |
7,084.75 |
6,421.00 |
663.75 |
10.1% |
186.25 |
2.8% |
26% |
False |
False |
611,344 |
| 20 |
7,214.50 |
6,421.00 |
793.50 |
12.0% |
149.50 |
2.3% |
22% |
False |
False |
411,011 |
| 40 |
7,214.50 |
6,187.50 |
1,027.00 |
15.6% |
167.50 |
2.5% |
40% |
False |
False |
206,681 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.6% |
135.75 |
2.1% |
40% |
False |
False |
138,011 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.6% |
117.25 |
1.8% |
40% |
False |
False |
103,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,546.25 |
|
2.618 |
7,203.50 |
|
1.618 |
6,993.50 |
|
1.000 |
6,863.75 |
|
0.618 |
6,783.50 |
|
HIGH |
6,653.75 |
|
0.618 |
6,573.50 |
|
0.500 |
6,548.75 |
|
0.382 |
6,524.00 |
|
LOW |
6,443.75 |
|
0.618 |
6,314.00 |
|
1.000 |
6,233.75 |
|
1.618 |
6,104.00 |
|
2.618 |
5,894.00 |
|
4.250 |
5,551.25 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,579.00 |
6,635.00 |
| PP |
6,563.75 |
6,621.50 |
| S1 |
6,548.75 |
6,607.75 |
|