| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
266.17 |
260.75 |
-5.42 |
-2.0% |
273.35 |
| High |
266.77 |
262.64 |
-4.13 |
-1.5% |
274.40 |
| Low |
258.84 |
258.58 |
-0.26 |
-0.1% |
257.83 |
| Close |
260.60 |
259.83 |
-0.77 |
-0.3% |
258.05 |
| Range |
7.93 |
4.06 |
-3.87 |
-48.8% |
16.57 |
| ATR |
4.62 |
4.58 |
-0.04 |
-0.9% |
0.00 |
| Volume |
129,941,400 |
146,452,304 |
16,510,904 |
12.7% |
579,995,712 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
272.53 |
270.24 |
262.06 |
|
| R3 |
268.47 |
266.18 |
260.95 |
|
| R2 |
264.41 |
264.41 |
260.57 |
|
| R1 |
262.12 |
262.12 |
260.20 |
261.24 |
| PP |
260.35 |
260.35 |
260.35 |
259.91 |
| S1 |
258.06 |
258.06 |
259.46 |
257.18 |
| S2 |
256.29 |
256.29 |
259.09 |
|
| S3 |
252.23 |
254.00 |
258.71 |
|
| S4 |
248.17 |
249.94 |
257.60 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
313.14 |
302.16 |
267.16 |
|
| R3 |
296.57 |
285.59 |
262.61 |
|
| R2 |
280.00 |
280.00 |
261.09 |
|
| R1 |
269.02 |
269.02 |
259.57 |
266.23 |
| PP |
263.43 |
263.43 |
263.43 |
262.03 |
| S1 |
252.45 |
252.45 |
256.53 |
249.66 |
| S2 |
246.86 |
246.86 |
255.01 |
|
| S3 |
230.29 |
235.88 |
253.49 |
|
| S4 |
213.72 |
219.31 |
248.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
268.87 |
257.83 |
11.04 |
4.2% |
6.14 |
2.4% |
18% |
False |
False |
150,134,081 |
| 10 |
276.61 |
257.83 |
18.78 |
7.2% |
4.45 |
1.7% |
11% |
False |
False |
118,212,211 |
| 20 |
280.41 |
257.83 |
22.58 |
8.7% |
4.10 |
1.6% |
9% |
False |
False |
110,597,961 |
| 40 |
283.30 |
252.92 |
30.38 |
11.7% |
4.75 |
1.8% |
23% |
False |
False |
131,365,710 |
| 60 |
286.63 |
252.92 |
33.71 |
13.0% |
3.83 |
1.5% |
20% |
False |
False |
118,862,830 |
| 80 |
286.63 |
252.92 |
33.71 |
13.0% |
3.23 |
1.2% |
20% |
False |
False |
110,587,395 |
| 100 |
286.63 |
252.92 |
33.71 |
13.0% |
2.84 |
1.1% |
20% |
False |
False |
101,584,091 |
| 120 |
286.63 |
252.92 |
33.71 |
13.0% |
2.55 |
1.0% |
20% |
False |
False |
94,595,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
279.90 |
|
2.618 |
273.27 |
|
1.618 |
269.21 |
|
1.000 |
266.70 |
|
0.618 |
265.15 |
|
HIGH |
262.64 |
|
0.618 |
261.09 |
|
0.500 |
260.61 |
|
0.382 |
260.13 |
|
LOW |
258.58 |
|
0.618 |
256.07 |
|
1.000 |
254.52 |
|
1.618 |
252.01 |
|
2.618 |
247.95 |
|
4.250 |
241.33 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
260.61 |
262.68 |
| PP |
260.35 |
261.73 |
| S1 |
260.09 |
260.78 |
|