| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
9,945.97 |
9,331.88 |
-614.09 |
-6.2% |
11,038.42 |
| High |
10,112.05 |
9,410.02 |
-702.03 |
-6.9% |
11,680.88 |
| Low |
9,121.64 |
8,398.34 |
-723.30 |
-7.9% |
8,398.34 |
| Close |
9,333.84 |
9,006.66 |
-327.18 |
-3.5% |
9,006.66 |
| Range |
990.41 |
1,011.68 |
21.27 |
2.1% |
3,282.54 |
| ATR |
1,082.38 |
1,077.33 |
-5.05 |
-0.5% |
0.00 |
| Volume |
148,807 |
207,046 |
58,239 |
39.1% |
684,006 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,973.38 |
11,501.70 |
9,563.08 |
|
| R3 |
10,961.70 |
10,490.02 |
9,284.87 |
|
| R2 |
9,950.02 |
9,950.02 |
9,192.13 |
|
| R1 |
9,478.34 |
9,478.34 |
9,099.40 |
9,208.34 |
| PP |
8,938.34 |
8,938.34 |
8,938.34 |
8,803.34 |
| S1 |
8,466.66 |
8,466.66 |
8,913.92 |
8,196.66 |
| S2 |
7,926.66 |
7,926.66 |
8,821.19 |
|
| S3 |
6,914.98 |
7,454.98 |
8,728.45 |
|
| S4 |
5,903.30 |
6,443.30 |
8,450.24 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,542.91 |
17,557.33 |
10,812.06 |
|
| R3 |
16,260.37 |
14,274.79 |
9,909.36 |
|
| R2 |
12,977.83 |
12,977.83 |
9,608.46 |
|
| R1 |
10,992.25 |
10,992.25 |
9,307.56 |
10,343.77 |
| PP |
9,695.29 |
9,695.29 |
9,695.29 |
9,371.06 |
| S1 |
7,709.71 |
7,709.71 |
8,705.76 |
7,061.23 |
| S2 |
6,412.75 |
6,412.75 |
8,404.86 |
|
| S3 |
3,130.21 |
4,427.17 |
8,103.96 |
|
| S4 |
-152.33 |
1,144.63 |
7,201.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,680.88 |
8,398.34 |
3,282.54 |
36.4% |
1,030.10 |
11.4% |
19% |
False |
True |
136,801 |
| 10 |
11,680.88 |
8,398.34 |
3,282.54 |
36.4% |
880.12 |
9.8% |
19% |
False |
True |
113,436 |
| 20 |
11,770.87 |
7,854.06 |
3,916.81 |
43.5% |
925.02 |
10.3% |
29% |
False |
False |
119,719 |
| 40 |
14,557.96 |
5,963.26 |
8,594.70 |
95.4% |
1,264.10 |
14.0% |
35% |
False |
False |
150,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,709.66 |
|
2.618 |
12,058.60 |
|
1.618 |
11,046.92 |
|
1.000 |
10,421.70 |
|
0.618 |
10,035.24 |
|
HIGH |
9,410.02 |
|
0.618 |
9,023.56 |
|
0.500 |
8,904.18 |
|
0.382 |
8,784.80 |
|
LOW |
8,398.34 |
|
0.618 |
7,773.12 |
|
1.000 |
7,386.66 |
|
1.618 |
6,761.44 |
|
2.618 |
5,749.76 |
|
4.250 |
4,098.70 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
8,972.50 |
9,652.19 |
| PP |
8,938.34 |
9,437.01 |
| S1 |
8,904.18 |
9,221.84 |
|