| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,262.5 |
12,374.0 |
111.5 |
0.9% |
12,443.5 |
| High |
12,388.0 |
12,462.0 |
74.0 |
0.6% |
12,487.0 |
| Low |
12,245.5 |
12,343.0 |
97.5 |
0.8% |
12,130.5 |
| Close |
12,368.5 |
12,415.5 |
47.0 |
0.4% |
12,415.5 |
| Range |
142.5 |
119.0 |
-23.5 |
-16.5% |
356.5 |
| ATR |
211.0 |
204.4 |
-6.6 |
-3.1% |
0.0 |
| Volume |
93,872 |
106,639 |
12,767 |
13.6% |
421,084 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,763.8 |
12,708.7 |
12,481.0 |
|
| R3 |
12,644.8 |
12,589.7 |
12,448.2 |
|
| R2 |
12,525.8 |
12,525.8 |
12,437.3 |
|
| R1 |
12,470.7 |
12,470.7 |
12,426.4 |
12,498.3 |
| PP |
12,406.8 |
12,406.8 |
12,406.8 |
12,420.6 |
| S1 |
12,351.7 |
12,351.7 |
12,404.6 |
12,379.3 |
| S2 |
12,287.8 |
12,287.8 |
12,393.7 |
|
| S3 |
12,168.8 |
12,232.7 |
12,382.8 |
|
| S4 |
12,049.8 |
12,113.7 |
12,350.1 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,413.8 |
13,271.2 |
12,611.6 |
|
| R3 |
13,057.3 |
12,914.7 |
12,513.5 |
|
| R2 |
12,700.8 |
12,700.8 |
12,480.9 |
|
| R1 |
12,558.2 |
12,558.2 |
12,448.2 |
12,451.3 |
| PP |
12,344.3 |
12,344.3 |
12,344.3 |
12,290.9 |
| S1 |
12,201.7 |
12,201.7 |
12,382.8 |
12,094.8 |
| S2 |
11,987.8 |
11,987.8 |
12,350.1 |
|
| S3 |
11,631.3 |
11,845.2 |
12,317.5 |
|
| S4 |
11,274.8 |
11,488.7 |
12,219.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,487.0 |
12,130.5 |
356.5 |
2.9% |
173.9 |
1.4% |
80% |
False |
False |
84,216 |
| 10 |
12,487.0 |
11,754.5 |
732.5 |
5.9% |
205.3 |
1.7% |
90% |
False |
False |
48,383 |
| 20 |
12,614.5 |
11,754.5 |
860.0 |
6.9% |
183.4 |
1.5% |
77% |
False |
False |
24,537 |
| 40 |
13,611.0 |
11,754.5 |
1,856.5 |
15.0% |
200.4 |
1.6% |
36% |
False |
False |
12,451 |
| 60 |
13,611.0 |
11,754.5 |
1,856.5 |
15.0% |
171.1 |
1.4% |
36% |
False |
False |
8,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,967.8 |
|
2.618 |
12,773.5 |
|
1.618 |
12,654.5 |
|
1.000 |
12,581.0 |
|
0.618 |
12,535.5 |
|
HIGH |
12,462.0 |
|
0.618 |
12,416.5 |
|
0.500 |
12,402.5 |
|
0.382 |
12,388.5 |
|
LOW |
12,343.0 |
|
0.618 |
12,269.5 |
|
1.000 |
12,224.0 |
|
1.618 |
12,150.5 |
|
2.618 |
12,031.5 |
|
4.250 |
11,837.3 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,411.2 |
12,383.7 |
| PP |
12,406.8 |
12,351.8 |
| S1 |
12,402.5 |
12,320.0 |
|