| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
9,059.90 |
8,299.89 |
-760.01 |
-8.4% |
11,038.42 |
| High |
9,362.36 |
8,299.89 |
-1,062.47 |
-11.3% |
11,680.88 |
| Low |
8,232.39 |
7,682.87 |
-549.52 |
-6.7% |
8,398.34 |
| Close |
8,299.89 |
8,263.65 |
-36.24 |
-0.4% |
9,006.66 |
| Range |
1,129.97 |
617.02 |
-512.95 |
-45.4% |
3,282.54 |
| ATR |
1,070.98 |
1,038.55 |
-32.43 |
-3.0% |
0.00 |
| Volume |
137,682 |
191,935 |
54,253 |
39.4% |
684,006 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,933.20 |
9,715.44 |
8,603.01 |
|
| R3 |
9,316.18 |
9,098.42 |
8,433.33 |
|
| R2 |
8,699.16 |
8,699.16 |
8,376.77 |
|
| R1 |
8,481.40 |
8,481.40 |
8,320.21 |
8,281.77 |
| PP |
8,082.14 |
8,082.14 |
8,082.14 |
7,982.32 |
| S1 |
7,864.38 |
7,864.38 |
8,207.09 |
7,664.75 |
| S2 |
7,465.12 |
7,465.12 |
8,150.53 |
|
| S3 |
6,848.10 |
7,247.36 |
8,093.97 |
|
| S4 |
6,231.08 |
6,630.34 |
7,924.29 |
|
|
| 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 |
9,892.50 |
7,682.87 |
2,209.63 |
26.7% |
956.79 |
11.6% |
26% |
False |
True |
160,713 |
| 10 |
11,680.88 |
7,682.87 |
3,998.01 |
48.4% |
931.00 |
11.3% |
15% |
False |
True |
135,455 |
| 20 |
11,770.87 |
7,682.87 |
4,088.00 |
49.5% |
929.63 |
11.2% |
14% |
False |
True |
126,025 |
| 40 |
12,998.57 |
5,963.26 |
7,035.31 |
85.1% |
1,130.58 |
13.7% |
33% |
False |
False |
144,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,922.23 |
|
2.618 |
9,915.25 |
|
1.618 |
9,298.23 |
|
1.000 |
8,916.91 |
|
0.618 |
8,681.21 |
|
HIGH |
8,299.89 |
|
0.618 |
8,064.19 |
|
0.500 |
7,991.38 |
|
0.382 |
7,918.57 |
|
LOW |
7,682.87 |
|
0.618 |
7,301.55 |
|
1.000 |
7,065.85 |
|
1.618 |
6,684.53 |
|
2.618 |
6,067.51 |
|
4.250 |
5,060.54 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
8,172.89 |
8,580.81 |
| PP |
8,082.14 |
8,475.09 |
| S1 |
7,991.38 |
8,369.37 |
|