| 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 |
1,594.2 |
1,580.0 |
-14.2 |
-0.9% |
1,526.3 |
| High |
1,604.9 |
1,589.7 |
-15.2 |
-0.9% |
1,598.3 |
| Low |
1,582.8 |
1,572.4 |
-10.4 |
-0.7% |
1,515.0 |
| Close |
1,585.0 |
1,579.1 |
-5.9 |
-0.4% |
1,596.9 |
| Range |
22.1 |
17.3 |
-4.8 |
-21.7% |
83.3 |
| ATR |
29.0 |
28.2 |
-0.8 |
-2.9% |
0.0 |
| Volume |
4,431 |
2,576 |
-1,855 |
-41.9% |
70,391 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,632.3 |
1,623.0 |
1,588.5 |
|
| R3 |
1,615.0 |
1,605.8 |
1,583.8 |
|
| R2 |
1,597.8 |
1,597.8 |
1,582.3 |
|
| R1 |
1,588.5 |
1,588.5 |
1,580.8 |
1,584.5 |
| PP |
1,580.5 |
1,580.5 |
1,580.5 |
1,578.5 |
| S1 |
1,571.0 |
1,571.0 |
1,577.5 |
1,567.0 |
| S2 |
1,563.0 |
1,563.0 |
1,576.0 |
|
| S3 |
1,545.8 |
1,553.8 |
1,574.3 |
|
| S4 |
1,528.5 |
1,536.5 |
1,569.5 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,820.0 |
1,791.8 |
1,642.8 |
|
| R3 |
1,736.8 |
1,708.5 |
1,619.8 |
|
| R2 |
1,653.3 |
1,653.3 |
1,612.3 |
|
| R1 |
1,625.3 |
1,625.3 |
1,604.5 |
1,639.3 |
| PP |
1,570.0 |
1,570.0 |
1,570.0 |
1,577.0 |
| S1 |
1,541.8 |
1,541.8 |
1,589.3 |
1,556.0 |
| S2 |
1,486.8 |
1,486.8 |
1,581.8 |
|
| S3 |
1,403.5 |
1,458.5 |
1,574.0 |
|
| S4 |
1,320.3 |
1,375.3 |
1,551.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,611.3 |
1,569.9 |
41.4 |
2.6% |
20.5 |
1.3% |
22% |
False |
False |
5,113 |
| 10 |
1,611.3 |
1,490.4 |
120.9 |
7.7% |
26.8 |
1.7% |
73% |
False |
False |
10,810 |
| 20 |
1,611.3 |
1,490.4 |
120.9 |
7.7% |
27.3 |
1.7% |
73% |
False |
False |
14,229 |
| 40 |
1,619.2 |
1,411.8 |
207.4 |
13.1% |
31.0 |
2.0% |
81% |
False |
False |
21,950 |
| 60 |
1,619.2 |
1,411.8 |
207.4 |
13.1% |
26.3 |
1.7% |
81% |
False |
False |
20,522 |
| 80 |
1,619.2 |
1,411.8 |
207.4 |
13.1% |
23.5 |
1.5% |
81% |
False |
False |
17,575 |
| 100 |
1,619.2 |
1,411.8 |
207.4 |
13.1% |
19.8 |
1.3% |
81% |
False |
False |
14,062 |
| 120 |
1,619.2 |
1,411.8 |
207.4 |
13.1% |
17.3 |
1.1% |
81% |
False |
False |
11,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,663.3 |
|
2.618 |
1,635.0 |
|
1.618 |
1,617.8 |
|
1.000 |
1,607.0 |
|
0.618 |
1,600.5 |
|
HIGH |
1,589.8 |
|
0.618 |
1,583.0 |
|
0.500 |
1,581.0 |
|
0.382 |
1,579.0 |
|
LOW |
1,572.5 |
|
0.618 |
1,561.8 |
|
1.000 |
1,555.0 |
|
1.618 |
1,544.5 |
|
2.618 |
1,527.0 |
|
4.250 |
1,499.0 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,581.0 |
1,591.8 |
| PP |
1,580.5 |
1,587.5 |
| S1 |
1,579.8 |
1,583.3 |
|