| 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 |
2,718.25 |
2,678.75 |
-39.50 |
-1.5% |
2,751.50 |
| High |
2,731.00 |
2,696.00 |
-35.00 |
-1.3% |
2,789.75 |
| Low |
2,658.50 |
2,647.00 |
-11.50 |
-0.4% |
2,647.00 |
| Close |
2,678.25 |
2,690.25 |
12.00 |
0.4% |
2,690.25 |
| Range |
72.50 |
49.00 |
-23.50 |
-32.4% |
142.75 |
| ATR |
52.73 |
52.46 |
-0.27 |
-0.5% |
0.00 |
| Volume |
2,818,966 |
2,171,819 |
-647,147 |
-23.0% |
9,840,886 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.75 |
2,806.50 |
2,717.25 |
|
| R3 |
2,775.75 |
2,757.50 |
2,703.75 |
|
| R2 |
2,726.75 |
2,726.75 |
2,699.25 |
|
| R1 |
2,708.50 |
2,708.50 |
2,694.75 |
2,717.50 |
| PP |
2,677.75 |
2,677.75 |
2,677.75 |
2,682.25 |
| S1 |
2,659.50 |
2,659.50 |
2,685.75 |
2,668.50 |
| S2 |
2,628.75 |
2,628.75 |
2,681.25 |
|
| S3 |
2,579.75 |
2,610.50 |
2,676.75 |
|
| S4 |
2,530.75 |
2,561.50 |
2,663.25 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,137.25 |
3,056.50 |
2,768.75 |
|
| R3 |
2,994.50 |
2,913.75 |
2,729.50 |
|
| R2 |
2,851.75 |
2,851.75 |
2,716.50 |
|
| R1 |
2,771.00 |
2,771.00 |
2,703.25 |
2,740.00 |
| PP |
2,709.00 |
2,709.00 |
2,709.00 |
2,693.50 |
| S1 |
2,628.25 |
2,628.25 |
2,677.25 |
2,597.25 |
| S2 |
2,566.25 |
2,566.25 |
2,664.00 |
|
| S3 |
2,423.50 |
2,485.50 |
2,651.00 |
|
| S4 |
2,280.75 |
2,342.75 |
2,611.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,789.75 |
2,647.00 |
142.75 |
5.3% |
52.50 |
2.0% |
30% |
False |
True |
1,968,177 |
| 10 |
2,789.75 |
2,647.00 |
142.75 |
5.3% |
48.00 |
1.8% |
30% |
False |
True |
1,760,152 |
| 20 |
2,831.00 |
2,529.00 |
302.00 |
11.2% |
69.25 |
2.6% |
53% |
False |
False |
2,293,017 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
47.00 |
1.8% |
46% |
False |
False |
1,855,462 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
36.75 |
1.4% |
46% |
False |
False |
1,560,877 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
32.75 |
1.2% |
46% |
False |
False |
1,176,613 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
28.50 |
1.1% |
46% |
False |
False |
942,247 |
| 120 |
2,878.50 |
2,467.00 |
411.50 |
15.3% |
25.50 |
0.9% |
54% |
False |
False |
785,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,904.25 |
|
2.618 |
2,824.25 |
|
1.618 |
2,775.25 |
|
1.000 |
2,745.00 |
|
0.618 |
2,726.25 |
|
HIGH |
2,696.00 |
|
0.618 |
2,677.25 |
|
0.500 |
2,671.50 |
|
0.382 |
2,665.75 |
|
LOW |
2,647.00 |
|
0.618 |
2,616.75 |
|
1.000 |
2,598.00 |
|
1.618 |
2,567.75 |
|
2.618 |
2,518.75 |
|
4.250 |
2,438.75 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,684.00 |
2,704.50 |
| PP |
2,677.75 |
2,699.75 |
| S1 |
2,671.50 |
2,695.00 |
|