| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1,335.5 |
1,350.6 |
15.1 |
1.1% |
1,319.5 |
| High |
1,356.3 |
1,361.8 |
5.5 |
0.4% |
1,356.3 |
| Low |
1,334.7 |
1,349.2 |
14.5 |
1.1% |
1,312.4 |
| Close |
1,355.7 |
1,360.9 |
5.2 |
0.4% |
1,355.7 |
| Range |
21.6 |
12.6 |
-9.0 |
-41.7% |
43.9 |
| ATR |
15.3 |
15.1 |
-0.2 |
-1.3% |
0.0 |
| Volume |
127,200 |
192,809 |
65,609 |
51.6% |
371,143 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.1 |
1,390.6 |
1,367.8 |
|
| R3 |
1,382.5 |
1,378.0 |
1,364.4 |
|
| R2 |
1,369.9 |
1,369.9 |
1,363.2 |
|
| R1 |
1,365.4 |
1,365.4 |
1,362.1 |
1,367.7 |
| PP |
1,357.3 |
1,357.3 |
1,357.3 |
1,358.4 |
| S1 |
1,352.8 |
1,352.8 |
1,359.7 |
1,355.1 |
| S2 |
1,344.7 |
1,344.7 |
1,358.6 |
|
| S3 |
1,332.1 |
1,340.2 |
1,357.4 |
|
| S4 |
1,319.5 |
1,327.6 |
1,354.0 |
|
|
| 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 |
1,361.8 |
1,312.4 |
49.4 |
3.6% |
16.6 |
1.2% |
98% |
True |
False |
102,793 |
| 10 |
1,361.8 |
1,312.4 |
49.4 |
3.6% |
14.4 |
1.1% |
98% |
True |
False |
67,394 |
| 20 |
1,361.8 |
1,309.3 |
52.5 |
3.9% |
14.1 |
1.0% |
98% |
True |
False |
45,888 |
| 40 |
1,369.6 |
1,309.3 |
60.3 |
4.4% |
15.1 |
1.1% |
86% |
False |
False |
27,229 |
| 60 |
1,375.5 |
1,300.0 |
75.5 |
5.5% |
14.4 |
1.1% |
81% |
False |
False |
20,407 |
| 80 |
1,375.5 |
1,247.2 |
128.3 |
9.4% |
13.4 |
1.0% |
89% |
False |
False |
15,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,415.4 |
|
2.618 |
1,394.8 |
|
1.618 |
1,382.2 |
|
1.000 |
1,374.4 |
|
0.618 |
1,369.6 |
|
HIGH |
1,361.8 |
|
0.618 |
1,357.0 |
|
0.500 |
1,355.5 |
|
0.382 |
1,354.0 |
|
LOW |
1,349.2 |
|
0.618 |
1,341.4 |
|
1.000 |
1,336.6 |
|
1.618 |
1,328.8 |
|
2.618 |
1,316.2 |
|
4.250 |
1,295.7 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,359.1 |
1,356.0 |
| PP |
1,357.3 |
1,351.0 |
| S1 |
1,355.5 |
1,346.1 |
|