| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
8,526.98 |
8,422.27 |
-104.71 |
-1.2% |
9,000.72 |
| High |
8,687.47 |
9,030.74 |
343.27 |
4.0% |
9,892.50 |
| Low |
7,310.07 |
8,336.15 |
1,026.08 |
14.0% |
7,682.87 |
| Close |
8,422.27 |
8,917.49 |
495.22 |
5.9% |
8,526.98 |
| Range |
1,377.40 |
694.59 |
-682.81 |
-49.6% |
2,209.63 |
| ATR |
1,037.14 |
1,012.67 |
-24.47 |
-2.4% |
0.00 |
| Volume |
183,970 |
120,979 |
-62,991 |
-34.2% |
714,343 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,845.23 |
10,575.95 |
9,299.51 |
|
| R3 |
10,150.64 |
9,881.36 |
9,108.50 |
|
| R2 |
9,456.05 |
9,456.05 |
9,044.83 |
|
| R1 |
9,186.77 |
9,186.77 |
8,981.16 |
9,321.41 |
| PP |
8,761.46 |
8,761.46 |
8,761.46 |
8,828.78 |
| S1 |
8,492.18 |
8,492.18 |
8,853.82 |
8,626.82 |
| S2 |
8,066.87 |
8,066.87 |
8,790.15 |
|
| S3 |
7,372.28 |
7,797.59 |
8,726.48 |
|
| S4 |
6,677.69 |
7,103.00 |
8,535.47 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,329.67 |
14,137.96 |
9,742.28 |
|
| R3 |
13,120.04 |
11,928.33 |
9,134.63 |
|
| R2 |
10,910.41 |
10,910.41 |
8,932.08 |
|
| R1 |
9,718.70 |
9,718.70 |
8,729.53 |
9,209.74 |
| PP |
8,700.78 |
8,700.78 |
8,700.78 |
8,446.31 |
| S1 |
7,509.07 |
7,509.07 |
8,324.43 |
7,000.11 |
| S2 |
6,491.15 |
6,491.15 |
8,121.88 |
|
| S3 |
4,281.52 |
5,299.44 |
7,919.33 |
|
| S4 |
2,071.89 |
3,089.81 |
7,311.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,362.36 |
7,310.07 |
2,052.29 |
23.0% |
894.26 |
10.0% |
78% |
False |
False |
150,477 |
| 10 |
10,906.03 |
7,310.07 |
3,595.96 |
40.3% |
991.46 |
11.1% |
45% |
False |
False |
153,612 |
| 20 |
11,770.87 |
7,310.07 |
4,460.80 |
50.0% |
941.31 |
10.6% |
36% |
False |
False |
131,885 |
| 40 |
11,815.61 |
5,963.26 |
5,852.35 |
65.6% |
1,062.66 |
11.9% |
50% |
False |
False |
145,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,982.75 |
|
2.618 |
10,849.18 |
|
1.618 |
10,154.59 |
|
1.000 |
9,725.33 |
|
0.618 |
9,460.00 |
|
HIGH |
9,030.74 |
|
0.618 |
8,765.41 |
|
0.500 |
8,683.45 |
|
0.382 |
8,601.48 |
|
LOW |
8,336.15 |
|
0.618 |
7,906.89 |
|
1.000 |
7,641.56 |
|
1.618 |
7,212.30 |
|
2.618 |
6,517.71 |
|
4.250 |
5,384.14 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
8,839.48 |
8,668.46 |
| PP |
8,761.46 |
8,419.43 |
| S1 |
8,683.45 |
8,170.41 |
|