| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,863.29 |
6,763.94 |
-99.35 |
-1.4% |
7,122.47 |
| High |
6,930.70 |
6,809.94 |
-120.76 |
-1.7% |
7,186.09 |
| Low |
6,828.88 |
6,679.35 |
-149.53 |
-2.2% |
7,010.01 |
| Close |
6,853.45 |
6,682.26 |
-171.19 |
-2.5% |
7,019.95 |
| Range |
101.82 |
130.59 |
28.77 |
28.3% |
176.08 |
| ATR |
109.49 |
114.10 |
4.62 |
4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,115.62 |
7,029.53 |
6,754.08 |
|
| R3 |
6,985.03 |
6,898.94 |
6,718.17 |
|
| R2 |
6,854.44 |
6,854.44 |
6,706.20 |
|
| R1 |
6,768.35 |
6,768.35 |
6,694.23 |
6,746.10 |
| PP |
6,723.85 |
6,723.85 |
6,723.85 |
6,712.73 |
| S1 |
6,637.76 |
6,637.76 |
6,670.29 |
6,615.51 |
| S2 |
6,593.26 |
6,593.26 |
6,658.32 |
|
| S3 |
6,462.67 |
6,507.17 |
6,646.35 |
|
| S4 |
6,332.08 |
6,376.58 |
6,610.44 |
|
|
| 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 |
7,061.67 |
6,679.35 |
382.32 |
5.7% |
96.33 |
1.4% |
1% |
False |
True |
|
| 10 |
7,186.09 |
6,679.35 |
506.74 |
7.6% |
92.12 |
1.4% |
1% |
False |
True |
|
| 20 |
7,186.09 |
6,645.03 |
541.06 |
8.1% |
101.07 |
1.5% |
7% |
False |
False |
|
| 40 |
7,186.09 |
6,164.43 |
1,021.66 |
15.3% |
120.63 |
1.8% |
51% |
False |
False |
|
| 60 |
7,186.09 |
6,164.43 |
1,021.66 |
15.3% |
98.69 |
1.5% |
51% |
False |
False |
|
| 80 |
7,186.09 |
6,164.43 |
1,021.66 |
15.3% |
88.33 |
1.3% |
51% |
False |
False |
|
| 100 |
7,186.09 |
6,129.79 |
1,056.30 |
15.8% |
79.13 |
1.2% |
52% |
False |
False |
|
| 120 |
7,186.09 |
5,930.82 |
1,255.27 |
18.8% |
71.77 |
1.1% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,364.95 |
|
2.618 |
7,151.82 |
|
1.618 |
7,021.23 |
|
1.000 |
6,940.53 |
|
0.618 |
6,890.64 |
|
HIGH |
6,809.94 |
|
0.618 |
6,760.05 |
|
0.500 |
6,744.65 |
|
0.382 |
6,729.24 |
|
LOW |
6,679.35 |
|
0.618 |
6,598.65 |
|
1.000 |
6,548.76 |
|
1.618 |
6,468.06 |
|
2.618 |
6,337.47 |
|
4.250 |
6,124.34 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,744.65 |
6,805.03 |
| PP |
6,723.85 |
6,764.10 |
| S1 |
6,703.06 |
6,723.18 |
|