| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
3,373.0 |
3,325.0 |
-48.0 |
-1.4% |
3,459.0 |
| High |
3,377.0 |
3,372.0 |
-5.0 |
-0.1% |
3,480.0 |
| Low |
3,312.0 |
3,289.0 |
-23.0 |
-0.7% |
3,312.0 |
| Close |
3,324.0 |
3,359.0 |
35.0 |
1.1% |
3,324.0 |
| Range |
65.0 |
83.0 |
18.0 |
27.7% |
168.0 |
| ATR |
59.0 |
60.7 |
1.7 |
2.9% |
0.0 |
| Volume |
1,576,410 |
1,267,501 |
-308,909 |
-19.6% |
6,029,851 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,589.0 |
3,557.0 |
3,404.7 |
|
| R3 |
3,506.0 |
3,474.0 |
3,381.8 |
|
| R2 |
3,423.0 |
3,423.0 |
3,374.2 |
|
| R1 |
3,391.0 |
3,391.0 |
3,366.6 |
3,407.0 |
| PP |
3,340.0 |
3,340.0 |
3,340.0 |
3,348.0 |
| S1 |
3,308.0 |
3,308.0 |
3,351.4 |
3,324.0 |
| S2 |
3,257.0 |
3,257.0 |
3,343.8 |
|
| S3 |
3,174.0 |
3,225.0 |
3,336.2 |
|
| S4 |
3,091.0 |
3,142.0 |
3,313.4 |
|
|
| 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 |
3,476.0 |
3,289.0 |
187.0 |
5.6% |
63.4 |
1.9% |
37% |
False |
True |
1,321,007 |
| 10 |
3,480.0 |
3,289.0 |
191.0 |
5.7% |
51.2 |
1.5% |
37% |
False |
True |
1,071,751 |
| 20 |
3,504.0 |
3,256.0 |
248.0 |
7.4% |
67.3 |
2.0% |
42% |
False |
False |
1,459,884 |
| 40 |
3,681.0 |
3,256.0 |
425.0 |
12.7% |
51.9 |
1.5% |
24% |
False |
False |
1,213,236 |
| 60 |
3,681.0 |
3,256.0 |
425.0 |
12.7% |
46.3 |
1.4% |
24% |
False |
False |
1,059,079 |
| 80 |
3,681.0 |
3,256.0 |
425.0 |
12.7% |
44.3 |
1.3% |
24% |
False |
False |
804,263 |
| 100 |
3,689.0 |
3,256.0 |
433.0 |
12.9% |
40.1 |
1.2% |
24% |
False |
False |
644,012 |
| 120 |
3,689.0 |
3,256.0 |
433.0 |
12.9% |
36.3 |
1.1% |
24% |
False |
False |
537,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,724.8 |
|
2.618 |
3,589.3 |
|
1.618 |
3,506.3 |
|
1.000 |
3,455.0 |
|
0.618 |
3,423.3 |
|
HIGH |
3,372.0 |
|
0.618 |
3,340.3 |
|
0.500 |
3,330.5 |
|
0.382 |
3,320.7 |
|
LOW |
3,289.0 |
|
0.618 |
3,237.7 |
|
1.000 |
3,206.0 |
|
1.618 |
3,154.7 |
|
2.618 |
3,071.7 |
|
4.250 |
2,936.3 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,349.5 |
3,361.5 |
| PP |
3,340.0 |
3,360.7 |
| S1 |
3,330.5 |
3,359.8 |
|