| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
3,416.0 |
3,373.0 |
-43.0 |
-1.3% |
3,459.0 |
| High |
3,434.0 |
3,377.0 |
-57.0 |
-1.7% |
3,480.0 |
| Low |
3,349.0 |
3,312.0 |
-37.0 |
-1.1% |
3,312.0 |
| Close |
3,391.0 |
3,324.0 |
-67.0 |
-2.0% |
3,324.0 |
| Range |
85.0 |
65.0 |
-20.0 |
-23.5% |
168.0 |
| ATR |
57.4 |
59.0 |
1.5 |
2.7% |
0.0 |
| Volume |
1,644,871 |
1,576,410 |
-68,461 |
-4.2% |
6,029,851 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,532.7 |
3,493.3 |
3,359.8 |
|
| R3 |
3,467.7 |
3,428.3 |
3,341.9 |
|
| R2 |
3,402.7 |
3,402.7 |
3,335.9 |
|
| R1 |
3,363.3 |
3,363.3 |
3,330.0 |
3,350.5 |
| PP |
3,337.7 |
3,337.7 |
3,337.7 |
3,331.3 |
| S1 |
3,298.3 |
3,298.3 |
3,318.0 |
3,285.5 |
| S2 |
3,272.7 |
3,272.7 |
3,312.1 |
|
| S3 |
3,207.7 |
3,233.3 |
3,306.1 |
|
| S4 |
3,142.7 |
3,168.3 |
3,288.3 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,876.0 |
3,768.0 |
3,416.4 |
|
| R3 |
3,708.0 |
3,600.0 |
3,370.2 |
|
| R2 |
3,540.0 |
3,540.0 |
3,354.8 |
|
| R1 |
3,432.0 |
3,432.0 |
3,339.4 |
3,402.0 |
| PP |
3,372.0 |
3,372.0 |
3,372.0 |
3,357.0 |
| S1 |
3,264.0 |
3,264.0 |
3,308.6 |
3,234.0 |
| S2 |
3,204.0 |
3,204.0 |
3,293.2 |
|
| S3 |
3,036.0 |
3,096.0 |
3,277.8 |
|
| S4 |
2,868.0 |
2,928.0 |
3,231.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,480.0 |
3,312.0 |
168.0 |
5.1% |
52.8 |
1.6% |
7% |
False |
True |
1,205,970 |
| 10 |
3,480.0 |
3,312.0 |
168.0 |
5.1% |
47.5 |
1.4% |
7% |
False |
True |
1,070,015 |
| 20 |
3,577.0 |
3,256.0 |
321.0 |
9.7% |
67.5 |
2.0% |
21% |
False |
False |
1,471,329 |
| 40 |
3,681.0 |
3,256.0 |
425.0 |
12.8% |
51.4 |
1.5% |
16% |
False |
False |
1,209,549 |
| 60 |
3,681.0 |
3,256.0 |
425.0 |
12.8% |
45.4 |
1.4% |
16% |
False |
False |
1,038,625 |
| 80 |
3,681.0 |
3,256.0 |
425.0 |
12.8% |
43.4 |
1.3% |
16% |
False |
False |
788,421 |
| 100 |
3,689.0 |
3,256.0 |
433.0 |
13.0% |
39.4 |
1.2% |
16% |
False |
False |
631,338 |
| 120 |
3,689.0 |
3,256.0 |
433.0 |
13.0% |
35.9 |
1.1% |
16% |
False |
False |
526,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,653.3 |
|
2.618 |
3,547.2 |
|
1.618 |
3,482.2 |
|
1.000 |
3,442.0 |
|
0.618 |
3,417.2 |
|
HIGH |
3,377.0 |
|
0.618 |
3,352.2 |
|
0.500 |
3,344.5 |
|
0.382 |
3,336.8 |
|
LOW |
3,312.0 |
|
0.618 |
3,271.8 |
|
1.000 |
3,247.0 |
|
1.618 |
3,206.8 |
|
2.618 |
3,141.8 |
|
4.250 |
3,035.8 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,344.5 |
3,386.5 |
| PP |
3,337.7 |
3,365.7 |
| S1 |
3,330.8 |
3,344.8 |
|