| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
23,883.08 |
23,949.18 |
66.10 |
0.3% |
24,893.69 |
| High |
24,092.47 |
24,314.30 |
221.83 |
0.9% |
24,977.65 |
| Low |
23,728.67 |
23,928.13 |
199.46 |
0.8% |
23,509.06 |
| Close |
23,848.42 |
24,103.11 |
254.69 |
1.1% |
23,533.20 |
| Range |
363.80 |
386.17 |
22.37 |
6.1% |
1,468.59 |
| ATR |
459.34 |
459.80 |
0.47 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,273.69 |
25,074.57 |
24,315.50 |
|
| R3 |
24,887.52 |
24,688.40 |
24,209.31 |
|
| R2 |
24,501.35 |
24,501.35 |
24,173.91 |
|
| R1 |
24,302.23 |
24,302.23 |
24,138.51 |
24,401.79 |
| PP |
24,115.18 |
24,115.18 |
24,115.18 |
24,164.96 |
| S1 |
23,916.06 |
23,916.06 |
24,067.71 |
24,015.62 |
| S2 |
23,729.01 |
23,729.01 |
24,032.31 |
|
| S3 |
23,342.84 |
23,529.89 |
23,996.91 |
|
| S4 |
22,956.67 |
23,143.72 |
23,890.72 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,412.41 |
27,441.39 |
24,340.92 |
|
| R3 |
26,943.82 |
25,972.80 |
23,937.06 |
|
| R2 |
25,475.23 |
25,475.23 |
23,802.44 |
|
| R1 |
24,504.21 |
24,504.21 |
23,667.82 |
24,255.43 |
| PP |
24,006.64 |
24,006.64 |
24,006.64 |
23,882.24 |
| S1 |
23,035.62 |
23,035.62 |
23,398.58 |
22,786.84 |
| S2 |
22,538.05 |
22,538.05 |
23,263.96 |
|
| S3 |
21,069.46 |
21,567.03 |
23,129.34 |
|
| S4 |
19,600.87 |
20,098.44 |
22,725.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24,446.22 |
23,509.06 |
937.16 |
3.9% |
515.59 |
2.1% |
63% |
False |
False |
|
| 10 |
25,031.00 |
23,509.06 |
1,521.94 |
6.3% |
425.49 |
1.8% |
39% |
False |
False |
|
| 20 |
25,449.15 |
23,509.06 |
1,940.09 |
8.0% |
393.58 |
1.6% |
31% |
False |
False |
|
| 40 |
26,306.70 |
23,360.29 |
2,946.41 |
12.2% |
483.42 |
2.0% |
25% |
False |
False |
|
| 60 |
26,616.71 |
23,360.29 |
3,256.42 |
13.5% |
386.46 |
1.6% |
23% |
False |
False |
|
| 80 |
26,616.71 |
23,360.29 |
3,256.42 |
13.5% |
320.14 |
1.3% |
23% |
False |
False |
|
| 100 |
26,616.71 |
23,242.75 |
3,373.96 |
14.0% |
282.44 |
1.2% |
26% |
False |
False |
|
| 120 |
26,616.71 |
22,730.85 |
3,885.86 |
16.1% |
251.20 |
1.0% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,955.52 |
|
2.618 |
25,325.29 |
|
1.618 |
24,939.12 |
|
1.000 |
24,700.47 |
|
0.618 |
24,552.95 |
|
HIGH |
24,314.30 |
|
0.618 |
24,166.78 |
|
0.500 |
24,121.22 |
|
0.382 |
24,075.65 |
|
LOW |
23,928.13 |
|
0.618 |
23,689.48 |
|
1.000 |
23,541.96 |
|
1.618 |
23,303.31 |
|
2.618 |
22,917.14 |
|
4.250 |
22,286.91 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
24,121.22 |
24,094.57 |
| PP |
24,115.18 |
24,086.02 |
| S1 |
24,109.15 |
24,077.48 |
|