| 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 |
6,777.0 |
6,790.0 |
13.0 |
0.2% |
7,057.5 |
| High |
6,867.5 |
6,872.5 |
5.0 |
0.1% |
7,068.5 |
| Low |
6,766.5 |
6,780.0 |
13.5 |
0.2% |
6,766.5 |
| Close |
6,847.0 |
6,799.0 |
-48.0 |
-0.7% |
6,847.0 |
| Range |
101.0 |
92.5 |
-8.5 |
-8.4% |
302.0 |
| ATR |
85.4 |
85.9 |
0.5 |
0.6% |
0.0 |
| Volume |
151,600 |
117,107 |
-34,493 |
-22.8% |
594,285 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,094.5 |
7,039.5 |
6,850.0 |
|
| R3 |
7,002.0 |
6,947.0 |
6,824.5 |
|
| R2 |
6,909.5 |
6,909.5 |
6,816.0 |
|
| R1 |
6,854.5 |
6,854.5 |
6,807.5 |
6,882.0 |
| PP |
6,817.0 |
6,817.0 |
6,817.0 |
6,831.0 |
| S1 |
6,762.0 |
6,762.0 |
6,790.5 |
6,789.5 |
| S2 |
6,724.5 |
6,724.5 |
6,782.0 |
|
| S3 |
6,632.0 |
6,669.5 |
6,773.5 |
|
| S4 |
6,539.5 |
6,577.0 |
6,748.0 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,800.0 |
7,625.5 |
7,013.0 |
|
| R3 |
7,498.0 |
7,323.5 |
6,930.0 |
|
| R2 |
7,196.0 |
7,196.0 |
6,902.5 |
|
| R1 |
7,021.5 |
7,021.5 |
6,874.5 |
6,958.0 |
| PP |
6,894.0 |
6,894.0 |
6,894.0 |
6,862.0 |
| S1 |
6,719.5 |
6,719.5 |
6,819.5 |
6,656.0 |
| S2 |
6,592.0 |
6,592.0 |
6,791.5 |
|
| S3 |
6,290.0 |
6,417.5 |
6,764.0 |
|
| S4 |
5,988.0 |
6,115.5 |
6,681.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,994.5 |
6,766.5 |
228.0 |
3.4% |
92.0 |
1.4% |
14% |
False |
False |
118,410 |
| 10 |
7,138.5 |
6,766.5 |
372.0 |
5.5% |
91.5 |
1.3% |
9% |
False |
False |
164,162 |
| 20 |
7,231.0 |
6,766.5 |
464.5 |
6.8% |
83.0 |
1.2% |
7% |
False |
False |
107,063 |
| 40 |
7,515.0 |
6,766.5 |
748.5 |
11.0% |
76.0 |
1.1% |
4% |
False |
False |
53,615 |
| 60 |
7,647.0 |
6,766.5 |
880.5 |
13.0% |
55.0 |
0.8% |
4% |
False |
False |
35,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,265.5 |
|
2.618 |
7,114.5 |
|
1.618 |
7,022.0 |
|
1.000 |
6,965.0 |
|
0.618 |
6,929.5 |
|
HIGH |
6,872.5 |
|
0.618 |
6,837.0 |
|
0.500 |
6,826.0 |
|
0.382 |
6,815.5 |
|
LOW |
6,780.0 |
|
0.618 |
6,723.0 |
|
1.000 |
6,687.5 |
|
1.618 |
6,630.5 |
|
2.618 |
6,538.0 |
|
4.250 |
6,387.0 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,826.0 |
6,860.5 |
| PP |
6,817.0 |
6,840.0 |
| S1 |
6,808.0 |
6,819.5 |
|