| 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 |
1,326.7 |
1,324.7 |
-2.0 |
-0.2% |
1,324.9 |
| High |
1,330.5 |
1,328.1 |
-2.4 |
-0.2% |
1,342.0 |
| Low |
1,321.7 |
1,314.9 |
-6.8 |
-0.5% |
1,313.2 |
| Close |
1,325.6 |
1,317.8 |
-7.8 |
-0.6% |
1,324.0 |
| Range |
8.8 |
13.2 |
4.4 |
50.0% |
28.8 |
| ATR |
14.8 |
14.7 |
-0.1 |
-0.8% |
0.0 |
| Volume |
252,583 |
257,888 |
5,305 |
2.1% |
1,410,356 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.9 |
1,352.0 |
1,325.1 |
|
| R3 |
1,346.7 |
1,338.8 |
1,321.4 |
|
| R2 |
1,333.5 |
1,333.5 |
1,320.2 |
|
| R1 |
1,325.6 |
1,325.6 |
1,319.0 |
1,323.0 |
| PP |
1,320.3 |
1,320.3 |
1,320.3 |
1,318.9 |
| S1 |
1,312.4 |
1,312.4 |
1,316.6 |
1,309.8 |
| S2 |
1,307.1 |
1,307.1 |
1,315.4 |
|
| S3 |
1,293.9 |
1,299.2 |
1,314.2 |
|
| S4 |
1,280.7 |
1,286.0 |
1,310.5 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,412.8 |
1,397.2 |
1,339.8 |
|
| R3 |
1,384.0 |
1,368.4 |
1,331.9 |
|
| R2 |
1,355.2 |
1,355.2 |
1,329.3 |
|
| R1 |
1,339.6 |
1,339.6 |
1,326.6 |
1,333.0 |
| PP |
1,326.4 |
1,326.4 |
1,326.4 |
1,323.1 |
| S1 |
1,310.8 |
1,310.8 |
1,321.4 |
1,304.2 |
| S2 |
1,297.6 |
1,297.6 |
1,318.7 |
|
| S3 |
1,268.8 |
1,282.0 |
1,316.1 |
|
| S4 |
1,240.0 |
1,253.2 |
1,308.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,330.5 |
1,313.2 |
17.3 |
1.3% |
11.9 |
0.9% |
27% |
False |
False |
281,281 |
| 10 |
1,342.0 |
1,313.2 |
28.8 |
2.2% |
12.9 |
1.0% |
16% |
False |
False |
273,583 |
| 20 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
13.7 |
1.0% |
23% |
False |
False |
275,645 |
| 40 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.2 |
1.2% |
21% |
False |
False |
265,237 |
| 60 |
1,370.5 |
1,260.5 |
110.0 |
8.3% |
14.0 |
1.1% |
52% |
False |
False |
183,590 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.6 |
1.0% |
59% |
False |
False |
138,647 |
| 100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
12.9 |
1.0% |
59% |
False |
False |
111,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,384.2 |
|
2.618 |
1,362.7 |
|
1.618 |
1,349.5 |
|
1.000 |
1,341.3 |
|
0.618 |
1,336.3 |
|
HIGH |
1,328.1 |
|
0.618 |
1,323.1 |
|
0.500 |
1,321.5 |
|
0.382 |
1,319.9 |
|
LOW |
1,314.9 |
|
0.618 |
1,306.7 |
|
1.000 |
1,301.7 |
|
1.618 |
1,293.5 |
|
2.618 |
1,280.3 |
|
4.250 |
1,258.8 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,321.5 |
1,322.2 |
| PP |
1,320.3 |
1,320.7 |
| S1 |
1,319.0 |
1,319.3 |
|