| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1,328.1 |
1,329.8 |
1.7 |
0.1% |
1,330.6 |
| High |
1,331.6 |
1,330.4 |
-1.2 |
-0.1% |
1,347.5 |
| Low |
1,319.1 |
1,321.4 |
2.3 |
0.2% |
1,319.1 |
| Close |
1,329.9 |
1,326.7 |
-3.2 |
-0.2% |
1,329.9 |
| Range |
12.5 |
9.0 |
-3.5 |
-28.0% |
28.4 |
| ATR |
15.3 |
14.9 |
-0.5 |
-2.9% |
0.0 |
| Volume |
43,903 |
31,316 |
-12,587 |
-28.7% |
136,152 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,353.2 |
1,348.9 |
1,331.7 |
|
| R3 |
1,344.2 |
1,339.9 |
1,329.2 |
|
| R2 |
1,335.2 |
1,335.2 |
1,328.4 |
|
| R1 |
1,330.9 |
1,330.9 |
1,327.5 |
1,328.6 |
| PP |
1,326.2 |
1,326.2 |
1,326.2 |
1,325.0 |
| S1 |
1,321.9 |
1,321.9 |
1,325.9 |
1,319.6 |
| S2 |
1,317.2 |
1,317.2 |
1,325.1 |
|
| S3 |
1,308.2 |
1,312.9 |
1,324.2 |
|
| S4 |
1,299.2 |
1,303.9 |
1,321.8 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,417.4 |
1,402.0 |
1,345.5 |
|
| R3 |
1,389.0 |
1,373.6 |
1,337.7 |
|
| R2 |
1,360.6 |
1,360.6 |
1,335.1 |
|
| R1 |
1,345.2 |
1,345.2 |
1,332.5 |
1,338.7 |
| PP |
1,332.2 |
1,332.2 |
1,332.2 |
1,328.9 |
| S1 |
1,316.8 |
1,316.8 |
1,327.3 |
1,310.3 |
| S2 |
1,303.8 |
1,303.8 |
1,324.7 |
|
| S3 |
1,275.4 |
1,288.4 |
1,322.1 |
|
| S4 |
1,247.0 |
1,260.0 |
1,314.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,347.5 |
1,319.1 |
28.4 |
2.1% |
13.8 |
1.0% |
27% |
False |
False |
30,253 |
| 10 |
1,347.5 |
1,309.3 |
38.2 |
2.9% |
13.8 |
1.0% |
46% |
False |
False |
24,382 |
| 20 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
14.6 |
1.1% |
29% |
False |
False |
17,623 |
| 40 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
14.9 |
1.1% |
26% |
False |
False |
12,523 |
| 60 |
1,375.5 |
1,251.1 |
124.4 |
9.4% |
13.5 |
1.0% |
61% |
False |
False |
9,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,368.7 |
|
2.618 |
1,354.0 |
|
1.618 |
1,345.0 |
|
1.000 |
1,339.4 |
|
0.618 |
1,336.0 |
|
HIGH |
1,330.4 |
|
0.618 |
1,327.0 |
|
0.500 |
1,325.9 |
|
0.382 |
1,324.8 |
|
LOW |
1,321.4 |
|
0.618 |
1,315.8 |
|
1.000 |
1,312.4 |
|
1.618 |
1,306.8 |
|
2.618 |
1,297.8 |
|
4.250 |
1,283.2 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,326.4 |
1,327.3 |
| PP |
1,326.2 |
1,327.1 |
| S1 |
1,325.9 |
1,326.9 |
|