| 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 |
1,330.7 |
1,322.3 |
-8.4 |
-0.6% |
1,329.8 |
| High |
1,333.8 |
1,327.4 |
-6.4 |
-0.5% |
1,336.4 |
| Low |
1,320.7 |
1,315.3 |
-5.4 |
-0.4% |
1,315.3 |
| Close |
1,323.5 |
1,318.0 |
-5.5 |
-0.4% |
1,318.0 |
| Range |
13.1 |
12.1 |
-1.0 |
-7.6% |
21.1 |
| ATR |
14.3 |
14.2 |
-0.2 |
-1.1% |
0.0 |
| Volume |
14,086 |
26,992 |
12,906 |
91.6% |
141,306 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,356.5 |
1,349.4 |
1,324.7 |
|
| R3 |
1,344.4 |
1,337.3 |
1,321.3 |
|
| R2 |
1,332.3 |
1,332.3 |
1,320.2 |
|
| R1 |
1,325.2 |
1,325.2 |
1,319.1 |
1,322.7 |
| PP |
1,320.2 |
1,320.2 |
1,320.2 |
1,319.0 |
| S1 |
1,313.1 |
1,313.1 |
1,316.9 |
1,310.6 |
| S2 |
1,308.1 |
1,308.1 |
1,315.8 |
|
| S3 |
1,296.0 |
1,301.0 |
1,314.7 |
|
| S4 |
1,283.9 |
1,288.9 |
1,311.3 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,386.5 |
1,373.4 |
1,329.6 |
|
| R3 |
1,365.4 |
1,352.3 |
1,323.8 |
|
| R2 |
1,344.3 |
1,344.3 |
1,321.9 |
|
| R1 |
1,331.2 |
1,331.2 |
1,319.9 |
1,327.2 |
| PP |
1,323.2 |
1,323.2 |
1,323.2 |
1,321.3 |
| S1 |
1,310.1 |
1,310.1 |
1,316.1 |
1,306.1 |
| S2 |
1,302.1 |
1,302.1 |
1,314.1 |
|
| S3 |
1,281.0 |
1,289.0 |
1,312.2 |
|
| S4 |
1,259.9 |
1,267.9 |
1,306.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,336.4 |
1,315.3 |
21.1 |
1.6% |
11.5 |
0.9% |
13% |
False |
True |
28,261 |
| 10 |
1,347.5 |
1,315.3 |
32.2 |
2.4% |
12.8 |
1.0% |
8% |
False |
True |
27,745 |
| 20 |
1,369.6 |
1,309.3 |
60.3 |
4.6% |
13.5 |
1.0% |
14% |
False |
False |
21,178 |
| 40 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
14.8 |
1.1% |
13% |
False |
False |
14,441 |
| 60 |
1,375.5 |
1,271.3 |
104.2 |
7.9% |
13.5 |
1.0% |
45% |
False |
False |
11,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,378.8 |
|
2.618 |
1,359.1 |
|
1.618 |
1,347.0 |
|
1.000 |
1,339.5 |
|
0.618 |
1,334.9 |
|
HIGH |
1,327.4 |
|
0.618 |
1,322.8 |
|
0.500 |
1,321.4 |
|
0.382 |
1,319.9 |
|
LOW |
1,315.3 |
|
0.618 |
1,307.8 |
|
1.000 |
1,303.2 |
|
1.618 |
1,295.7 |
|
2.618 |
1,283.6 |
|
4.250 |
1,263.9 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,321.4 |
1,325.9 |
| PP |
1,320.2 |
1,323.2 |
| S1 |
1,319.1 |
1,320.6 |
|