| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
8,616.10 |
7,895.77 |
-720.33 |
-8.4% |
8,526.98 |
| High |
9,005.83 |
8,252.10 |
-753.73 |
-8.4% |
9,168.65 |
| Low |
7,871.84 |
7,755.18 |
-116.66 |
-1.5% |
7,310.07 |
| Close |
7,897.76 |
7,994.12 |
96.36 |
1.2% |
8,618.66 |
| Range |
1,133.99 |
496.92 |
-637.07 |
-56.2% |
1,858.58 |
| ATR |
924.68 |
894.13 |
-30.55 |
-3.3% |
0.00 |
| Volume |
114,030 |
114,898 |
868 |
0.8% |
612,075 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,491.23 |
9,239.59 |
8,267.43 |
|
| R3 |
8,994.31 |
8,742.67 |
8,130.77 |
|
| R2 |
8,497.39 |
8,497.39 |
8,085.22 |
|
| R1 |
8,245.75 |
8,245.75 |
8,039.67 |
8,371.57 |
| PP |
8,000.47 |
8,000.47 |
8,000.47 |
8,063.38 |
| S1 |
7,748.83 |
7,748.83 |
7,948.57 |
7,874.65 |
| S2 |
7,503.55 |
7,503.55 |
7,903.02 |
|
| S3 |
7,006.63 |
7,251.91 |
7,857.47 |
|
| S4 |
6,509.71 |
6,754.99 |
7,720.81 |
|
|
| 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 |
7,755.18 |
1,413.47 |
17.7% |
619.47 |
7.7% |
17% |
False |
True |
107,210 |
| 10 |
9,362.36 |
7,310.07 |
2,052.29 |
25.7% |
756.86 |
9.5% |
33% |
False |
False |
128,844 |
| 20 |
11,680.88 |
7,310.07 |
4,370.81 |
54.7% |
831.10 |
10.4% |
16% |
False |
False |
124,584 |
| 40 |
11,770.87 |
5,963.26 |
5,807.61 |
72.6% |
1,000.12 |
12.5% |
35% |
False |
False |
146,069 |
| 60 |
17,224.62 |
5,963.26 |
11,261.36 |
140.9% |
1,224.79 |
15.3% |
18% |
False |
False |
138,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,364.01 |
|
2.618 |
9,553.04 |
|
1.618 |
9,056.12 |
|
1.000 |
8,749.02 |
|
0.618 |
8,559.20 |
|
HIGH |
8,252.10 |
|
0.618 |
8,062.28 |
|
0.500 |
8,003.64 |
|
0.382 |
7,945.00 |
|
LOW |
7,755.18 |
|
0.618 |
7,448.08 |
|
1.000 |
7,258.26 |
|
1.618 |
6,951.16 |
|
2.618 |
6,454.24 |
|
4.250 |
5,643.27 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
8,003.64 |
8,380.51 |
| PP |
8,000.47 |
8,251.71 |
| S1 |
7,997.29 |
8,122.92 |
|