| 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 |
1,516.6 |
1,519.8 |
3.2 |
0.2% |
1,591.2 |
| High |
1,526.8 |
1,543.6 |
16.8 |
1.1% |
1,594.2 |
| Low |
1,506.2 |
1,514.5 |
8.3 |
0.6% |
1,513.1 |
| Close |
1,517.4 |
1,531.2 |
13.8 |
0.9% |
1,518.4 |
| Range |
20.6 |
29.1 |
8.5 |
41.3% |
81.1 |
| ATR |
29.6 |
29.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
158,398 |
142,313 |
-16,085 |
-10.2% |
681,092 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,617.1 |
1,603.2 |
1,547.2 |
|
| R3 |
1,588.0 |
1,574.1 |
1,539.2 |
|
| R2 |
1,558.9 |
1,558.9 |
1,536.5 |
|
| R1 |
1,545.0 |
1,545.0 |
1,533.9 |
1,552.0 |
| PP |
1,529.8 |
1,529.8 |
1,529.8 |
1,533.2 |
| S1 |
1,515.9 |
1,515.9 |
1,528.5 |
1,522.9 |
| S2 |
1,500.7 |
1,500.7 |
1,525.9 |
|
| S3 |
1,471.6 |
1,486.8 |
1,523.2 |
|
| S4 |
1,442.5 |
1,457.7 |
1,515.2 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.2 |
1,732.9 |
1,563.0 |
|
| R3 |
1,704.1 |
1,651.8 |
1,540.7 |
|
| R2 |
1,623.0 |
1,623.0 |
1,533.3 |
|
| R1 |
1,570.7 |
1,570.7 |
1,525.8 |
1,556.3 |
| PP |
1,541.9 |
1,541.9 |
1,541.9 |
1,534.7 |
| S1 |
1,489.6 |
1,489.6 |
1,511.0 |
1,475.2 |
| S2 |
1,460.8 |
1,460.8 |
1,503.5 |
|
| S3 |
1,379.7 |
1,408.5 |
1,496.1 |
|
| S4 |
1,298.6 |
1,327.4 |
1,473.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,557.5 |
1,506.2 |
51.3 |
3.4% |
34.1 |
2.2% |
49% |
False |
False |
156,058 |
| 10 |
1,594.8 |
1,506.2 |
88.6 |
5.8% |
30.7 |
2.0% |
28% |
False |
False |
138,576 |
| 20 |
1,615.8 |
1,493.8 |
122.0 |
8.0% |
29.0 |
1.9% |
31% |
False |
False |
118,694 |
| 40 |
1,615.8 |
1,421.3 |
194.5 |
12.7% |
33.2 |
2.2% |
57% |
False |
False |
59,371 |
| 60 |
1,622.5 |
1,421.3 |
201.2 |
13.1% |
27.5 |
1.8% |
55% |
False |
False |
39,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,667.3 |
|
2.618 |
1,619.8 |
|
1.618 |
1,590.7 |
|
1.000 |
1,572.7 |
|
0.618 |
1,561.6 |
|
HIGH |
1,543.6 |
|
0.618 |
1,532.5 |
|
0.500 |
1,529.1 |
|
0.382 |
1,525.6 |
|
LOW |
1,514.5 |
|
0.618 |
1,496.5 |
|
1.000 |
1,485.4 |
|
1.618 |
1,467.4 |
|
2.618 |
1,438.3 |
|
4.250 |
1,390.8 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,530.5 |
1,531.9 |
| PP |
1,529.8 |
1,531.6 |
| S1 |
1,529.1 |
1,531.4 |
|