| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
7,136.0 |
7,112.5 |
-23.5 |
-0.3% |
7,027.0 |
| High |
7,168.5 |
7,138.5 |
-30.0 |
-0.4% |
7,153.5 |
| Low |
7,102.0 |
7,017.0 |
-85.0 |
-1.2% |
6,969.0 |
| Close |
7,126.5 |
7,046.0 |
-80.5 |
-1.1% |
7,135.0 |
| Range |
66.5 |
121.5 |
55.0 |
82.7% |
184.5 |
| ATR |
77.0 |
80.1 |
3.2 |
4.1% |
0.0 |
| Volume |
215,344 |
446,377 |
231,033 |
107.3% |
278,910 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,431.5 |
7,360.5 |
7,113.0 |
|
| R3 |
7,310.0 |
7,239.0 |
7,079.5 |
|
| R2 |
7,188.5 |
7,188.5 |
7,068.5 |
|
| R1 |
7,117.5 |
7,117.5 |
7,057.0 |
7,092.0 |
| PP |
7,067.0 |
7,067.0 |
7,067.0 |
7,054.5 |
| S1 |
6,996.0 |
6,996.0 |
7,035.0 |
6,971.0 |
| S2 |
6,945.5 |
6,945.5 |
7,023.5 |
|
| S3 |
6,824.0 |
6,874.5 |
7,012.5 |
|
| S4 |
6,702.5 |
6,753.0 |
6,979.0 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,639.5 |
7,571.5 |
7,236.5 |
|
| R3 |
7,455.0 |
7,387.0 |
7,185.5 |
|
| R2 |
7,270.5 |
7,270.5 |
7,169.0 |
|
| R1 |
7,202.5 |
7,202.5 |
7,152.0 |
7,236.5 |
| PP |
7,086.0 |
7,086.0 |
7,086.0 |
7,103.0 |
| S1 |
7,018.0 |
7,018.0 |
7,118.0 |
7,052.0 |
| S2 |
6,901.5 |
6,901.5 |
7,101.0 |
|
| S3 |
6,717.0 |
6,833.5 |
7,084.5 |
|
| S4 |
6,532.5 |
6,649.0 |
7,033.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,168.5 |
6,994.5 |
174.0 |
2.5% |
82.5 |
1.2% |
30% |
False |
False |
186,040 |
| 10 |
7,194.0 |
6,969.0 |
225.0 |
3.2% |
79.0 |
1.1% |
34% |
False |
False |
94,523 |
| 20 |
7,231.0 |
6,969.0 |
262.0 |
3.7% |
69.5 |
1.0% |
29% |
False |
False |
47,437 |
| 40 |
7,610.0 |
6,921.0 |
689.0 |
9.8% |
60.5 |
0.9% |
18% |
False |
False |
23,850 |
| 60 |
7,647.0 |
6,921.0 |
726.0 |
10.3% |
43.5 |
0.6% |
17% |
False |
False |
15,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,655.0 |
|
2.618 |
7,456.5 |
|
1.618 |
7,335.0 |
|
1.000 |
7,260.0 |
|
0.618 |
7,213.5 |
|
HIGH |
7,138.5 |
|
0.618 |
7,092.0 |
|
0.500 |
7,078.0 |
|
0.382 |
7,063.5 |
|
LOW |
7,017.0 |
|
0.618 |
6,942.0 |
|
1.000 |
6,895.5 |
|
1.618 |
6,820.5 |
|
2.618 |
6,699.0 |
|
4.250 |
6,500.5 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,078.0 |
7,093.0 |
| PP |
7,067.0 |
7,077.0 |
| S1 |
7,056.5 |
7,061.5 |
|