| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,728.50 |
2,742.00 |
13.50 |
0.5% |
2,688.25 |
| High |
2,745.50 |
2,792.00 |
46.50 |
1.7% |
2,792.00 |
| Low |
2,724.25 |
2,735.50 |
11.25 |
0.4% |
2,669.00 |
| Close |
2,744.25 |
2,788.75 |
44.50 |
1.6% |
2,788.75 |
| Range |
21.25 |
56.50 |
35.25 |
165.9% |
123.00 |
| ATR |
48.92 |
49.46 |
0.54 |
1.1% |
0.00 |
| Volume |
653,581 |
1,489,394 |
835,813 |
127.9% |
2,563,732 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,941.50 |
2,921.75 |
2,819.75 |
|
| R3 |
2,885.00 |
2,865.25 |
2,804.25 |
|
| R2 |
2,828.50 |
2,828.50 |
2,799.00 |
|
| R1 |
2,808.75 |
2,808.75 |
2,794.00 |
2,818.50 |
| PP |
2,772.00 |
2,772.00 |
2,772.00 |
2,777.00 |
| S1 |
2,752.25 |
2,752.25 |
2,783.50 |
2,762.00 |
| S2 |
2,715.50 |
2,715.50 |
2,778.50 |
|
| S3 |
2,659.00 |
2,695.75 |
2,773.25 |
|
| S4 |
2,602.50 |
2,639.25 |
2,757.75 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.00 |
3,076.75 |
2,856.50 |
|
| R3 |
2,996.00 |
2,953.75 |
2,822.50 |
|
| R2 |
2,873.00 |
2,873.00 |
2,811.25 |
|
| R1 |
2,830.75 |
2,830.75 |
2,800.00 |
2,852.00 |
| PP |
2,750.00 |
2,750.00 |
2,750.00 |
2,760.50 |
| S1 |
2,707.75 |
2,707.75 |
2,777.50 |
2,729.00 |
| S2 |
2,627.00 |
2,627.00 |
2,766.25 |
|
| S3 |
2,504.00 |
2,584.75 |
2,755.00 |
|
| S4 |
2,381.00 |
2,461.75 |
2,721.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,792.00 |
2,669.00 |
123.00 |
4.4% |
42.75 |
1.5% |
97% |
True |
False |
512,746 |
| 10 |
2,795.00 |
2,651.75 |
143.25 |
5.1% |
48.00 |
1.7% |
96% |
False |
False |
275,383 |
| 20 |
2,795.00 |
2,533.00 |
262.00 |
9.4% |
50.50 |
1.8% |
98% |
False |
False |
145,921 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
50.25 |
1.8% |
73% |
False |
False |
83,281 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
39.00 |
1.4% |
73% |
False |
False |
56,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,032.00 |
|
2.618 |
2,940.00 |
|
1.618 |
2,883.50 |
|
1.000 |
2,848.50 |
|
0.618 |
2,827.00 |
|
HIGH |
2,792.00 |
|
0.618 |
2,770.50 |
|
0.500 |
2,763.75 |
|
0.382 |
2,757.00 |
|
LOW |
2,735.50 |
|
0.618 |
2,700.50 |
|
1.000 |
2,679.00 |
|
1.618 |
2,644.00 |
|
2.618 |
2,587.50 |
|
4.250 |
2,495.50 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.50 |
2,772.25 |
| PP |
2,772.00 |
2,755.75 |
| S1 |
2,763.75 |
2,739.25 |
|