| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
8,885.57 |
8,599.70 |
-285.87 |
-3.2% |
8,526.98 |
| High |
9,091.40 |
8,766.41 |
-324.99 |
-3.6% |
9,168.65 |
| Low |
8,482.49 |
8,300.94 |
-181.55 |
-2.1% |
7,310.07 |
| Close |
8,599.33 |
8,618.66 |
19.33 |
0.2% |
8,618.66 |
| Range |
608.91 |
465.47 |
-143.44 |
-23.6% |
1,858.58 |
| ATR |
942.67 |
908.58 |
-34.09 |
-3.6% |
0.00 |
| Volume |
106,286 |
99,051 |
-7,235 |
-6.8% |
612,075 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,958.41 |
9,754.01 |
8,874.67 |
|
| R3 |
9,492.94 |
9,288.54 |
8,746.66 |
|
| R2 |
9,027.47 |
9,027.47 |
8,704.00 |
|
| R1 |
8,823.07 |
8,823.07 |
8,661.33 |
8,925.27 |
| PP |
8,562.00 |
8,562.00 |
8,562.00 |
8,613.11 |
| S1 |
8,357.60 |
8,357.60 |
8,575.99 |
8,459.80 |
| S2 |
8,096.53 |
8,096.53 |
8,533.32 |
|
| S3 |
7,631.06 |
7,892.13 |
8,490.66 |
|
| S4 |
7,165.59 |
7,426.66 |
8,362.65 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,941.53 |
13,138.68 |
9,640.88 |
|
| R3 |
12,082.95 |
11,280.10 |
9,129.77 |
|
| R2 |
10,224.37 |
10,224.37 |
8,959.40 |
|
| R1 |
9,421.52 |
9,421.52 |
8,789.03 |
9,822.95 |
| PP |
8,365.79 |
8,365.79 |
8,365.79 |
8,566.51 |
| S1 |
7,562.94 |
7,562.94 |
8,448.29 |
7,964.37 |
| S2 |
6,507.21 |
6,507.21 |
8,277.92 |
|
| S3 |
4,648.63 |
5,704.36 |
8,107.55 |
|
| S4 |
2,790.05 |
3,845.78 |
7,596.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,168.65 |
7,310.07 |
1,858.58 |
21.6% |
707.69 |
8.2% |
70% |
False |
False |
122,415 |
| 10 |
9,892.50 |
7,310.07 |
2,582.43 |
30.0% |
796.30 |
9.2% |
51% |
False |
False |
132,641 |
| 20 |
11,680.88 |
7,310.07 |
4,370.81 |
50.7% |
838.21 |
9.7% |
30% |
False |
False |
123,039 |
| 40 |
11,815.61 |
5,963.26 |
5,852.35 |
67.9% |
1,021.04 |
11.8% |
45% |
False |
False |
145,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,744.66 |
|
2.618 |
9,985.01 |
|
1.618 |
9,519.54 |
|
1.000 |
9,231.88 |
|
0.618 |
9,054.07 |
|
HIGH |
8,766.41 |
|
0.618 |
8,588.60 |
|
0.500 |
8,533.68 |
|
0.382 |
8,478.75 |
|
LOW |
8,300.94 |
|
0.618 |
8,013.28 |
|
1.000 |
7,835.47 |
|
1.618 |
7,547.81 |
|
2.618 |
7,082.34 |
|
4.250 |
6,322.69 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
8,590.33 |
8,734.80 |
| PP |
8,562.00 |
8,696.08 |
| S1 |
8,533.68 |
8,657.37 |
|