| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
9,009.51 |
9,059.90 |
50.39 |
0.6% |
11,038.42 |
| High |
9,478.75 |
9,362.36 |
-116.39 |
-1.2% |
11,680.88 |
| Low |
8,853.87 |
8,232.39 |
-621.48 |
-7.0% |
8,398.34 |
| Close |
9,059.03 |
8,299.89 |
-759.14 |
-8.4% |
9,006.66 |
| Range |
624.88 |
1,129.97 |
505.09 |
80.8% |
3,282.54 |
| ATR |
1,066.44 |
1,070.98 |
4.54 |
0.4% |
0.00 |
| Volume |
127,785 |
137,682 |
9,897 |
7.7% |
684,006 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,021.46 |
11,290.64 |
8,921.37 |
|
| R3 |
10,891.49 |
10,160.67 |
8,610.63 |
|
| R2 |
9,761.52 |
9,761.52 |
8,507.05 |
|
| R1 |
9,030.70 |
9,030.70 |
8,403.47 |
8,831.13 |
| PP |
8,631.55 |
8,631.55 |
8,631.55 |
8,531.76 |
| S1 |
7,900.73 |
7,900.73 |
8,196.31 |
7,701.16 |
| S2 |
7,501.58 |
7,501.58 |
8,092.73 |
|
| S3 |
6,371.61 |
6,770.76 |
7,989.15 |
|
| S4 |
5,241.64 |
5,640.79 |
7,678.41 |
|
|
| 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 |
10,112.05 |
8,232.39 |
1,879.66 |
22.6% |
1,031.47 |
12.4% |
4% |
False |
True |
152,088 |
| 10 |
11,680.88 |
8,232.39 |
3,448.49 |
41.5% |
953.20 |
11.5% |
2% |
False |
True |
124,627 |
| 20 |
11,770.87 |
8,232.39 |
3,538.48 |
42.6% |
947.04 |
11.4% |
2% |
False |
True |
124,037 |
| 40 |
12,998.57 |
5,963.26 |
7,035.31 |
84.8% |
1,150.39 |
13.9% |
33% |
False |
False |
144,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,164.73 |
|
2.618 |
12,320.62 |
|
1.618 |
11,190.65 |
|
1.000 |
10,492.33 |
|
0.618 |
10,060.68 |
|
HIGH |
9,362.36 |
|
0.618 |
8,930.71 |
|
0.500 |
8,797.38 |
|
0.382 |
8,664.04 |
|
LOW |
8,232.39 |
|
0.618 |
7,534.07 |
|
1.000 |
7,102.42 |
|
1.618 |
6,404.10 |
|
2.618 |
5,274.13 |
|
4.250 |
3,430.02 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
8,797.38 |
9,062.45 |
| PP |
8,631.55 |
8,808.26 |
| S1 |
8,465.72 |
8,554.08 |
|