| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
7,058.12 |
6,945.97 |
-112.15 |
-1.6% |
7,122.47 |
| High |
7,061.67 |
6,949.02 |
-112.65 |
-1.6% |
7,186.09 |
| Low |
7,011.69 |
6,806.16 |
-205.53 |
-2.9% |
7,010.01 |
| Close |
7,019.95 |
6,864.88 |
-155.07 |
-2.2% |
7,019.95 |
| Range |
49.98 |
142.86 |
92.88 |
185.8% |
176.08 |
| ATR |
106.55 |
114.21 |
7.66 |
7.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,301.93 |
7,226.27 |
6,943.45 |
|
| R3 |
7,159.07 |
7,083.41 |
6,904.17 |
|
| R2 |
7,016.21 |
7,016.21 |
6,891.07 |
|
| R1 |
6,940.55 |
6,940.55 |
6,877.98 |
6,906.95 |
| PP |
6,873.35 |
6,873.35 |
6,873.35 |
6,856.56 |
| S1 |
6,797.69 |
6,797.69 |
6,851.78 |
6,764.09 |
| S2 |
6,730.49 |
6,730.49 |
6,838.69 |
|
| S3 |
6,587.63 |
6,654.83 |
6,825.59 |
|
| S4 |
6,444.77 |
6,511.97 |
6,786.31 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,600.26 |
7,486.18 |
7,116.79 |
|
| R3 |
7,424.18 |
7,310.10 |
7,068.37 |
|
| R2 |
7,248.10 |
7,248.10 |
7,052.23 |
|
| R1 |
7,134.02 |
7,134.02 |
7,036.09 |
7,103.02 |
| PP |
7,072.02 |
7,072.02 |
7,072.02 |
7,056.52 |
| S1 |
6,957.94 |
6,957.94 |
7,003.81 |
6,926.94 |
| S2 |
6,895.94 |
6,895.94 |
6,987.67 |
|
| S3 |
6,719.86 |
6,781.86 |
6,971.53 |
|
| S4 |
6,543.78 |
6,605.78 |
6,923.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,186.09 |
6,806.16 |
379.93 |
5.5% |
98.03 |
1.4% |
15% |
False |
True |
|
| 10 |
7,186.09 |
6,806.16 |
379.93 |
5.5% |
82.16 |
1.2% |
15% |
False |
True |
|
| 20 |
7,186.09 |
6,645.03 |
541.06 |
7.9% |
101.61 |
1.5% |
41% |
False |
False |
|
| 40 |
7,186.09 |
6,164.43 |
1,021.66 |
14.9% |
119.38 |
1.7% |
69% |
False |
False |
|
| 60 |
7,186.09 |
6,164.43 |
1,021.66 |
14.9% |
95.70 |
1.4% |
69% |
False |
False |
|
| 80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.9% |
85.78 |
1.2% |
69% |
False |
False |
|
| 100 |
7,186.09 |
6,011.24 |
1,174.85 |
17.1% |
77.64 |
1.1% |
73% |
False |
False |
|
| 120 |
7,186.09 |
5,862.99 |
1,323.10 |
19.3% |
70.47 |
1.0% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,556.18 |
|
2.618 |
7,323.03 |
|
1.618 |
7,180.17 |
|
1.000 |
7,091.88 |
|
0.618 |
7,037.31 |
|
HIGH |
6,949.02 |
|
0.618 |
6,894.45 |
|
0.500 |
6,877.59 |
|
0.382 |
6,860.73 |
|
LOW |
6,806.16 |
|
0.618 |
6,717.87 |
|
1.000 |
6,663.30 |
|
1.618 |
6,575.01 |
|
2.618 |
6,432.15 |
|
4.250 |
6,199.01 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,877.59 |
6,940.86 |
| PP |
6,873.35 |
6,915.53 |
| S1 |
6,869.12 |
6,890.21 |
|