| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1,338.0 |
1,335.5 |
-2.5 |
-0.2% |
1,319.5 |
| High |
1,340.8 |
1,356.3 |
15.5 |
1.2% |
1,356.3 |
| Low |
1,330.3 |
1,334.7 |
4.4 |
0.3% |
1,312.4 |
| Close |
1,333.2 |
1,355.7 |
22.5 |
1.7% |
1,355.7 |
| Range |
10.5 |
21.6 |
11.1 |
105.7% |
43.9 |
| ATR |
14.7 |
15.3 |
0.6 |
4.1% |
0.0 |
| Volume |
70,659 |
127,200 |
56,541 |
80.0% |
371,143 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.7 |
1,406.3 |
1,367.6 |
|
| R3 |
1,392.1 |
1,384.7 |
1,361.6 |
|
| R2 |
1,370.5 |
1,370.5 |
1,359.7 |
|
| R1 |
1,363.1 |
1,363.1 |
1,357.7 |
1,366.8 |
| PP |
1,348.9 |
1,348.9 |
1,348.9 |
1,350.8 |
| S1 |
1,341.5 |
1,341.5 |
1,353.7 |
1,345.2 |
| S2 |
1,327.3 |
1,327.3 |
1,351.7 |
|
| S3 |
1,305.7 |
1,319.9 |
1,349.8 |
|
| S4 |
1,284.1 |
1,298.3 |
1,343.8 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,473.2 |
1,458.3 |
1,379.8 |
|
| R3 |
1,429.3 |
1,414.4 |
1,367.8 |
|
| R2 |
1,385.4 |
1,385.4 |
1,363.7 |
|
| R1 |
1,370.5 |
1,370.5 |
1,359.7 |
1,378.0 |
| PP |
1,341.5 |
1,341.5 |
1,341.5 |
1,345.2 |
| S1 |
1,326.6 |
1,326.6 |
1,351.7 |
1,334.1 |
| S2 |
1,297.6 |
1,297.6 |
1,347.7 |
|
| S3 |
1,253.7 |
1,282.7 |
1,343.6 |
|
| S4 |
1,209.8 |
1,238.8 |
1,331.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,356.3 |
1,312.4 |
43.9 |
3.2% |
16.5 |
1.2% |
99% |
True |
False |
74,228 |
| 10 |
1,356.3 |
1,312.4 |
43.9 |
3.2% |
14.0 |
1.0% |
99% |
True |
False |
51,244 |
| 20 |
1,356.3 |
1,309.3 |
47.0 |
3.5% |
14.2 |
1.0% |
99% |
True |
False |
37,015 |
| 40 |
1,369.6 |
1,309.3 |
60.3 |
4.4% |
15.0 |
1.1% |
77% |
False |
False |
22,610 |
| 60 |
1,375.5 |
1,295.7 |
79.8 |
5.9% |
14.3 |
1.1% |
75% |
False |
False |
17,252 |
| 80 |
1,375.5 |
1,247.2 |
128.3 |
9.5% |
13.3 |
1.0% |
85% |
False |
False |
13,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,448.1 |
|
2.618 |
1,412.8 |
|
1.618 |
1,391.2 |
|
1.000 |
1,377.9 |
|
0.618 |
1,369.6 |
|
HIGH |
1,356.3 |
|
0.618 |
1,348.0 |
|
0.500 |
1,345.5 |
|
0.382 |
1,343.0 |
|
LOW |
1,334.7 |
|
0.618 |
1,321.4 |
|
1.000 |
1,313.1 |
|
1.618 |
1,299.8 |
|
2.618 |
1,278.2 |
|
4.250 |
1,242.9 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,352.3 |
1,349.1 |
| PP |
1,348.9 |
1,342.5 |
| S1 |
1,345.5 |
1,335.9 |
|