| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
9,000.72 |
9,009.51 |
8.79 |
0.1% |
11,038.42 |
| High |
9,892.50 |
9,478.75 |
-413.75 |
-4.2% |
11,680.88 |
| Low |
8,492.10 |
8,853.87 |
361.77 |
4.3% |
8,398.34 |
| Close |
9,009.62 |
9,059.03 |
49.41 |
0.5% |
9,006.66 |
| Range |
1,400.40 |
624.88 |
-775.52 |
-55.4% |
3,282.54 |
| ATR |
1,100.40 |
1,066.44 |
-33.97 |
-3.1% |
0.00 |
| Volume |
139,120 |
127,785 |
-11,335 |
-8.1% |
684,006 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,005.19 |
10,656.99 |
9,402.71 |
|
| R3 |
10,380.31 |
10,032.11 |
9,230.87 |
|
| R2 |
9,755.43 |
9,755.43 |
9,173.59 |
|
| R1 |
9,407.23 |
9,407.23 |
9,116.31 |
9,581.33 |
| PP |
9,130.55 |
9,130.55 |
9,130.55 |
9,217.60 |
| S1 |
8,782.35 |
8,782.35 |
9,001.75 |
8,956.45 |
| S2 |
8,505.67 |
8,505.67 |
8,944.47 |
|
| S3 |
7,880.79 |
8,157.47 |
8,887.19 |
|
| S4 |
7,255.91 |
7,532.59 |
8,715.35 |
|
|
| 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 |
10,906.03 |
8,398.34 |
2,507.69 |
27.7% |
1,088.67 |
12.0% |
26% |
False |
False |
156,747 |
| 10 |
11,680.88 |
8,398.34 |
3,282.54 |
36.2% |
905.33 |
10.0% |
20% |
False |
False |
120,325 |
| 20 |
11,770.87 |
8,398.34 |
3,372.53 |
37.2% |
934.64 |
10.3% |
20% |
False |
False |
122,932 |
| 40 |
12,998.57 |
5,963.26 |
7,035.31 |
77.7% |
1,186.43 |
13.1% |
44% |
False |
False |
148,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,134.49 |
|
2.618 |
11,114.69 |
|
1.618 |
10,489.81 |
|
1.000 |
10,103.63 |
|
0.618 |
9,864.93 |
|
HIGH |
9,478.75 |
|
0.618 |
9,240.05 |
|
0.500 |
9,166.31 |
|
0.382 |
9,092.57 |
|
LOW |
8,853.87 |
|
0.618 |
8,467.69 |
|
1.000 |
8,228.99 |
|
1.618 |
7,842.81 |
|
2.618 |
7,217.93 |
|
4.250 |
6,198.13 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
9,166.31 |
9,145.42 |
| PP |
9,130.55 |
9,116.62 |
| S1 |
9,094.79 |
9,087.83 |
|