| 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 |
2,678.75 |
2,683.25 |
4.50 |
0.2% |
2,751.50 |
| High |
2,696.00 |
2,727.75 |
31.75 |
1.2% |
2,789.75 |
| Low |
2,647.00 |
2,663.75 |
16.75 |
0.6% |
2,647.00 |
| Close |
2,690.25 |
2,718.50 |
28.25 |
1.1% |
2,690.25 |
| Range |
49.00 |
64.00 |
15.00 |
30.6% |
142.75 |
| ATR |
52.46 |
53.29 |
0.82 |
1.6% |
0.00 |
| Volume |
2,171,819 |
1,781,823 |
-389,996 |
-18.0% |
9,840,886 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,895.25 |
2,871.00 |
2,753.75 |
|
| R3 |
2,831.25 |
2,807.00 |
2,736.00 |
|
| R2 |
2,767.25 |
2,767.25 |
2,730.25 |
|
| R1 |
2,743.00 |
2,743.00 |
2,724.25 |
2,755.00 |
| PP |
2,703.25 |
2,703.25 |
2,703.25 |
2,709.50 |
| S1 |
2,679.00 |
2,679.00 |
2,712.75 |
2,691.00 |
| S2 |
2,639.25 |
2,639.25 |
2,706.75 |
|
| S3 |
2,575.25 |
2,615.00 |
2,701.00 |
|
| S4 |
2,511.25 |
2,551.00 |
2,683.25 |
|
|
| 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% |
56.75 |
2.1% |
50% |
False |
False |
2,073,288 |
| 10 |
2,789.75 |
2,647.00 |
142.75 |
5.3% |
51.25 |
1.9% |
50% |
False |
False |
1,764,479 |
| 20 |
2,789.75 |
2,529.00 |
260.75 |
9.6% |
68.75 |
2.5% |
73% |
False |
False |
2,255,487 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
48.25 |
1.8% |
54% |
False |
False |
1,870,857 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
37.50 |
1.4% |
54% |
False |
False |
1,587,881 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
33.25 |
1.2% |
54% |
False |
False |
1,198,844 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
29.00 |
1.1% |
54% |
False |
False |
960,044 |
| 120 |
2,878.50 |
2,484.50 |
394.00 |
14.5% |
26.00 |
1.0% |
59% |
False |
False |
800,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,999.75 |
|
2.618 |
2,895.25 |
|
1.618 |
2,831.25 |
|
1.000 |
2,791.75 |
|
0.618 |
2,767.25 |
|
HIGH |
2,727.75 |
|
0.618 |
2,703.25 |
|
0.500 |
2,695.75 |
|
0.382 |
2,688.25 |
|
LOW |
2,663.75 |
|
0.618 |
2,624.25 |
|
1.000 |
2,599.75 |
|
1.618 |
2,560.25 |
|
2.618 |
2,496.25 |
|
4.250 |
2,391.75 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,711.00 |
2,708.75 |
| PP |
2,703.25 |
2,698.75 |
| S1 |
2,695.75 |
2,689.00 |
|