| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,945.97 |
6,871.09 |
-74.88 |
-1.1% |
7,122.47 |
| High |
6,949.02 |
6,902.23 |
-46.79 |
-0.7% |
7,186.09 |
| Low |
6,806.16 |
6,845.85 |
39.69 |
0.6% |
7,010.01 |
| Close |
6,864.88 |
6,885.92 |
21.04 |
0.3% |
7,019.95 |
| Range |
142.86 |
56.38 |
-86.48 |
-60.5% |
176.08 |
| ATR |
114.21 |
110.08 |
-4.13 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,047.14 |
7,022.91 |
6,916.93 |
|
| R3 |
6,990.76 |
6,966.53 |
6,901.42 |
|
| R2 |
6,934.38 |
6,934.38 |
6,896.26 |
|
| R1 |
6,910.15 |
6,910.15 |
6,891.09 |
6,922.27 |
| PP |
6,878.00 |
6,878.00 |
6,878.00 |
6,884.06 |
| S1 |
6,853.77 |
6,853.77 |
6,880.75 |
6,865.89 |
| S2 |
6,821.62 |
6,821.62 |
6,875.58 |
|
| S3 |
6,765.24 |
6,797.39 |
6,870.42 |
|
| S4 |
6,708.86 |
6,741.01 |
6,854.91 |
|
|
| 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 |
7,084.07 |
6,806.16 |
277.91 |
4.0% |
77.25 |
1.1% |
29% |
False |
False |
|
| 10 |
7,186.09 |
6,806.16 |
379.93 |
5.5% |
81.30 |
1.2% |
21% |
False |
False |
|
| 20 |
7,186.09 |
6,645.03 |
541.06 |
7.9% |
99.56 |
1.4% |
45% |
False |
False |
|
| 40 |
7,186.09 |
6,164.43 |
1,021.66 |
14.8% |
118.70 |
1.7% |
71% |
False |
False |
|
| 60 |
7,186.09 |
6,164.43 |
1,021.66 |
14.8% |
95.69 |
1.4% |
71% |
False |
False |
|
| 80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.8% |
85.93 |
1.2% |
71% |
False |
False |
|
| 100 |
7,186.09 |
6,011.24 |
1,174.85 |
17.1% |
77.88 |
1.1% |
74% |
False |
False |
|
| 120 |
7,186.09 |
5,900.35 |
1,285.74 |
18.7% |
70.56 |
1.0% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,141.85 |
|
2.618 |
7,049.83 |
|
1.618 |
6,993.45 |
|
1.000 |
6,958.61 |
|
0.618 |
6,937.07 |
|
HIGH |
6,902.23 |
|
0.618 |
6,880.69 |
|
0.500 |
6,874.04 |
|
0.382 |
6,867.39 |
|
LOW |
6,845.85 |
|
0.618 |
6,811.01 |
|
1.000 |
6,789.47 |
|
1.618 |
6,754.63 |
|
2.618 |
6,698.25 |
|
4.250 |
6,606.24 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,881.96 |
6,933.92 |
| PP |
6,878.00 |
6,917.92 |
| S1 |
6,874.04 |
6,901.92 |
|