| 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 |
6,790.0 |
6,864.5 |
74.5 |
1.1% |
7,057.5 |
| High |
6,872.5 |
6,957.5 |
85.0 |
1.2% |
7,068.5 |
| Low |
6,780.0 |
6,827.0 |
47.0 |
0.7% |
6,766.5 |
| Close |
6,799.0 |
6,906.5 |
107.5 |
1.6% |
6,847.0 |
| Range |
92.5 |
130.5 |
38.0 |
41.1% |
302.0 |
| ATR |
85.9 |
91.1 |
5.2 |
6.0% |
0.0 |
| Volume |
117,107 |
139,116 |
22,009 |
18.8% |
594,285 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,288.5 |
7,228.0 |
6,978.5 |
|
| R3 |
7,158.0 |
7,097.5 |
6,942.5 |
|
| R2 |
7,027.5 |
7,027.5 |
6,930.5 |
|
| R1 |
6,967.0 |
6,967.0 |
6,918.5 |
6,997.0 |
| PP |
6,897.0 |
6,897.0 |
6,897.0 |
6,912.0 |
| S1 |
6,836.5 |
6,836.5 |
6,894.5 |
6,867.0 |
| S2 |
6,766.5 |
6,766.5 |
6,882.5 |
|
| S3 |
6,636.0 |
6,706.0 |
6,870.5 |
|
| S4 |
6,505.5 |
6,575.5 |
6,834.5 |
|
|
| 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 |
6,987.0 |
6,766.5 |
220.5 |
3.2% |
110.0 |
1.6% |
63% |
False |
False |
127,294 |
| 10 |
7,102.5 |
6,766.5 |
336.0 |
4.9% |
92.5 |
1.3% |
42% |
False |
False |
133,436 |
| 20 |
7,194.0 |
6,766.5 |
427.5 |
6.2% |
85.5 |
1.2% |
33% |
False |
False |
113,979 |
| 40 |
7,407.5 |
6,766.5 |
641.0 |
9.3% |
78.0 |
1.1% |
22% |
False |
False |
57,090 |
| 60 |
7,647.0 |
6,766.5 |
880.5 |
12.7% |
57.0 |
0.8% |
16% |
False |
False |
38,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,512.0 |
|
2.618 |
7,299.0 |
|
1.618 |
7,168.5 |
|
1.000 |
7,088.0 |
|
0.618 |
7,038.0 |
|
HIGH |
6,957.5 |
|
0.618 |
6,907.5 |
|
0.500 |
6,892.0 |
|
0.382 |
6,877.0 |
|
LOW |
6,827.0 |
|
0.618 |
6,746.5 |
|
1.000 |
6,696.5 |
|
1.618 |
6,616.0 |
|
2.618 |
6,485.5 |
|
4.250 |
6,272.5 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,902.0 |
6,891.5 |
| PP |
6,897.0 |
6,877.0 |
| S1 |
6,892.0 |
6,862.0 |
|