| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
9,331.88 |
9,000.72 |
-331.16 |
-3.5% |
11,038.42 |
| High |
9,410.02 |
9,892.50 |
482.48 |
5.1% |
11,680.88 |
| Low |
8,398.34 |
8,492.10 |
93.76 |
1.1% |
8,398.34 |
| Close |
9,006.66 |
9,009.62 |
2.96 |
0.0% |
9,006.66 |
| Range |
1,011.68 |
1,400.40 |
388.72 |
38.4% |
3,282.54 |
| ATR |
1,077.33 |
1,100.40 |
23.08 |
2.1% |
0.00 |
| Volume |
207,046 |
139,120 |
-67,926 |
-32.8% |
684,006 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,332.61 |
12,571.51 |
9,779.84 |
|
| R3 |
11,932.21 |
11,171.11 |
9,394.73 |
|
| R2 |
10,531.81 |
10,531.81 |
9,266.36 |
|
| R1 |
9,770.71 |
9,770.71 |
9,137.99 |
10,151.26 |
| PP |
9,131.41 |
9,131.41 |
9,131.41 |
9,321.68 |
| S1 |
8,370.31 |
8,370.31 |
8,881.25 |
8,750.86 |
| S2 |
7,731.01 |
7,731.01 |
8,752.88 |
|
| S3 |
6,330.61 |
6,969.91 |
8,624.51 |
|
| S4 |
4,930.21 |
5,569.51 |
8,239.40 |
|
|
| 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 |
11,611.41 |
8,398.34 |
3,213.07 |
35.7% |
1,169.32 |
13.0% |
19% |
False |
False |
151,319 |
| 10 |
11,680.88 |
8,398.34 |
3,282.54 |
36.4% |
915.04 |
10.2% |
19% |
False |
False |
116,675 |
| 20 |
11,770.87 |
8,368.83 |
3,402.04 |
37.8% |
934.16 |
10.4% |
19% |
False |
False |
121,252 |
| 40 |
13,909.21 |
5,963.26 |
7,945.95 |
88.2% |
1,260.38 |
14.0% |
38% |
False |
False |
151,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,844.20 |
|
2.618 |
13,558.75 |
|
1.618 |
12,158.35 |
|
1.000 |
11,292.90 |
|
0.618 |
10,757.95 |
|
HIGH |
9,892.50 |
|
0.618 |
9,357.55 |
|
0.500 |
9,192.30 |
|
0.382 |
9,027.05 |
|
LOW |
8,492.10 |
|
0.618 |
7,626.65 |
|
1.000 |
7,091.70 |
|
1.618 |
6,226.25 |
|
2.618 |
4,825.85 |
|
4.250 |
2,540.40 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
9,192.30 |
9,255.20 |
| PP |
9,131.41 |
9,173.34 |
| S1 |
9,070.51 |
9,091.48 |
|