| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1,345.0 |
1,324.0 |
-21.0 |
-1.6% |
1,312.9 |
| High |
1,346.4 |
1,327.1 |
-19.3 |
-1.4% |
1,350.4 |
| Low |
1,322.3 |
1,321.7 |
-0.6 |
0.0% |
1,306.6 |
| Close |
1,324.2 |
1,322.8 |
-1.4 |
-0.1% |
1,349.9 |
| Range |
24.1 |
5.4 |
-18.7 |
-77.6% |
43.8 |
| ATR |
16.1 |
15.3 |
-0.8 |
-4.7% |
0.0 |
| Volume |
59,284 |
5,585 |
-53,699 |
-90.6% |
1,875,774 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.1 |
1,336.8 |
1,325.8 |
|
| R3 |
1,334.7 |
1,331.4 |
1,324.3 |
|
| R2 |
1,329.3 |
1,329.3 |
1,323.8 |
|
| R1 |
1,326.0 |
1,326.0 |
1,323.3 |
1,325.0 |
| PP |
1,323.9 |
1,323.9 |
1,323.9 |
1,323.3 |
| S1 |
1,320.6 |
1,320.6 |
1,322.3 |
1,319.6 |
| S2 |
1,318.5 |
1,318.5 |
1,321.8 |
|
| S3 |
1,313.1 |
1,315.2 |
1,321.3 |
|
| S4 |
1,307.7 |
1,309.8 |
1,319.8 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.0 |
1,452.3 |
1,374.0 |
|
| R3 |
1,423.2 |
1,408.5 |
1,361.9 |
|
| R2 |
1,379.4 |
1,379.4 |
1,357.9 |
|
| R1 |
1,364.7 |
1,364.7 |
1,353.9 |
1,372.1 |
| PP |
1,335.6 |
1,335.6 |
1,335.6 |
1,339.3 |
| S1 |
1,320.9 |
1,320.9 |
1,345.9 |
1,328.3 |
| S2 |
1,291.8 |
1,291.8 |
1,341.9 |
|
| S3 |
1,248.0 |
1,277.1 |
1,337.9 |
|
| S4 |
1,204.2 |
1,233.3 |
1,325.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,356.8 |
1,321.7 |
35.1 |
2.7% |
16.2 |
1.2% |
3% |
False |
True |
231,186 |
| 10 |
1,356.8 |
1,306.6 |
50.2 |
3.8% |
15.5 |
1.2% |
32% |
False |
False |
286,718 |
| 20 |
1,356.8 |
1,306.6 |
50.2 |
3.8% |
14.2 |
1.1% |
32% |
False |
False |
280,150 |
| 40 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
15.5 |
1.2% |
32% |
False |
False |
294,427 |
| 60 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.0 |
1.1% |
29% |
False |
False |
230,249 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.8 |
1.0% |
63% |
False |
False |
173,994 |
| 100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.5 |
1.0% |
63% |
False |
False |
139,873 |
| 120 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.1 |
1.0% |
63% |
False |
False |
116,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,350.1 |
|
2.618 |
1,341.2 |
|
1.618 |
1,335.8 |
|
1.000 |
1,332.5 |
|
0.618 |
1,330.4 |
|
HIGH |
1,327.1 |
|
0.618 |
1,325.0 |
|
0.500 |
1,324.4 |
|
0.382 |
1,323.8 |
|
LOW |
1,321.7 |
|
0.618 |
1,318.4 |
|
1.000 |
1,316.3 |
|
1.618 |
1,313.0 |
|
2.618 |
1,307.6 |
|
4.250 |
1,298.8 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,324.4 |
1,339.3 |
| PP |
1,323.9 |
1,333.8 |
| S1 |
1,323.3 |
1,328.3 |
|