| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
3,372.0 |
3,327.0 |
-45.0 |
-1.3% |
3,459.0 |
| High |
3,389.0 |
3,386.0 |
-3.0 |
-0.1% |
3,480.0 |
| Low |
3,352.0 |
3,320.0 |
-32.0 |
-1.0% |
3,312.0 |
| Close |
3,357.0 |
3,377.0 |
20.0 |
0.6% |
3,324.0 |
| Range |
37.0 |
66.0 |
29.0 |
78.4% |
168.0 |
| ATR |
59.0 |
59.5 |
0.5 |
0.8% |
0.0 |
| Volume |
1,169,656 |
1,413,587 |
243,931 |
20.9% |
6,029,851 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,559.0 |
3,534.0 |
3,413.3 |
|
| R3 |
3,493.0 |
3,468.0 |
3,395.2 |
|
| R2 |
3,427.0 |
3,427.0 |
3,389.1 |
|
| R1 |
3,402.0 |
3,402.0 |
3,383.1 |
3,414.5 |
| PP |
3,361.0 |
3,361.0 |
3,361.0 |
3,367.3 |
| S1 |
3,336.0 |
3,336.0 |
3,371.0 |
3,348.5 |
| S2 |
3,295.0 |
3,295.0 |
3,364.9 |
|
| S3 |
3,229.0 |
3,270.0 |
3,358.9 |
|
| S4 |
3,163.0 |
3,204.0 |
3,340.7 |
|
|
| 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 |
3,434.0 |
3,289.0 |
145.0 |
4.3% |
67.2 |
2.0% |
61% |
False |
False |
1,414,405 |
| 10 |
3,480.0 |
3,289.0 |
191.0 |
5.7% |
53.6 |
1.6% |
46% |
False |
False |
1,162,349 |
| 20 |
3,480.0 |
3,256.0 |
224.0 |
6.6% |
57.6 |
1.7% |
54% |
False |
False |
1,331,527 |
| 40 |
3,681.0 |
3,256.0 |
425.0 |
12.6% |
52.9 |
1.6% |
28% |
False |
False |
1,232,958 |
| 60 |
3,681.0 |
3,256.0 |
425.0 |
12.6% |
46.9 |
1.4% |
28% |
False |
False |
1,097,138 |
| 80 |
3,681.0 |
3,256.0 |
425.0 |
12.6% |
44.7 |
1.3% |
28% |
False |
False |
836,139 |
| 100 |
3,689.0 |
3,256.0 |
433.0 |
12.8% |
40.7 |
1.2% |
28% |
False |
False |
669,743 |
| 120 |
3,689.0 |
3,256.0 |
433.0 |
12.8% |
36.9 |
1.1% |
28% |
False |
False |
558,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,666.5 |
|
2.618 |
3,558.8 |
|
1.618 |
3,492.8 |
|
1.000 |
3,452.0 |
|
0.618 |
3,426.8 |
|
HIGH |
3,386.0 |
|
0.618 |
3,360.8 |
|
0.500 |
3,353.0 |
|
0.382 |
3,345.2 |
|
LOW |
3,320.0 |
|
0.618 |
3,279.2 |
|
1.000 |
3,254.0 |
|
1.618 |
3,213.2 |
|
2.618 |
3,147.2 |
|
4.250 |
3,039.5 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,369.0 |
3,364.3 |
| PP |
3,361.0 |
3,351.7 |
| S1 |
3,353.0 |
3,339.0 |
|