| 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 |
21,910 |
21,135 |
-775 |
-3.5% |
22,075 |
| High |
21,970 |
21,270 |
-700 |
-3.2% |
22,510 |
| Low |
21,035 |
20,690 |
-345 |
-1.6% |
20,690 |
| Close |
21,120 |
21,125 |
5 |
0.0% |
21,125 |
| Range |
935 |
580 |
-355 |
-38.0% |
1,820 |
| ATR |
515 |
520 |
5 |
0.9% |
0 |
| Volume |
36,633 |
29,828 |
-6,805 |
-18.6% |
114,242 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,768 |
22,527 |
21,444 |
|
| R3 |
22,188 |
21,947 |
21,285 |
|
| R2 |
21,608 |
21,608 |
21,231 |
|
| R1 |
21,367 |
21,367 |
21,178 |
21,198 |
| PP |
21,028 |
21,028 |
21,028 |
20,944 |
| S1 |
20,787 |
20,787 |
21,072 |
20,618 |
| S2 |
20,448 |
20,448 |
21,019 |
|
| S3 |
19,868 |
20,207 |
20,966 |
|
| S4 |
19,288 |
19,627 |
20,806 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,902 |
25,833 |
22,126 |
|
| R3 |
25,082 |
24,013 |
21,626 |
|
| R2 |
23,262 |
23,262 |
21,459 |
|
| R1 |
22,193 |
22,193 |
21,292 |
21,818 |
| PP |
21,442 |
21,442 |
21,442 |
21,254 |
| S1 |
20,373 |
20,373 |
20,958 |
19,998 |
| S2 |
19,622 |
19,622 |
20,791 |
|
| S3 |
17,802 |
18,553 |
20,625 |
|
| S4 |
15,982 |
16,733 |
20,124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,510 |
20,690 |
1,820 |
8.6% |
546 |
2.6% |
24% |
False |
True |
22,848 |
| 10 |
22,510 |
20,690 |
1,820 |
8.6% |
457 |
2.2% |
24% |
False |
True |
20,904 |
| 20 |
23,390 |
20,565 |
2,825 |
13.4% |
644 |
3.0% |
20% |
False |
False |
29,668 |
| 40 |
24,200 |
20,565 |
3,635 |
17.2% |
484 |
2.3% |
15% |
False |
False |
23,481 |
| 60 |
24,200 |
20,565 |
3,635 |
17.2% |
408 |
1.9% |
15% |
False |
False |
18,809 |
| 80 |
24,200 |
20,565 |
3,635 |
17.2% |
407 |
1.9% |
15% |
False |
False |
14,510 |
| 100 |
24,200 |
20,565 |
3,635 |
17.2% |
367 |
1.7% |
15% |
False |
False |
11,610 |
| 120 |
24,200 |
19,610 |
4,590 |
21.7% |
323 |
1.5% |
33% |
False |
False |
9,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,735 |
|
2.618 |
22,789 |
|
1.618 |
22,209 |
|
1.000 |
21,850 |
|
0.618 |
21,629 |
|
HIGH |
21,270 |
|
0.618 |
21,049 |
|
0.500 |
20,980 |
|
0.382 |
20,912 |
|
LOW |
20,690 |
|
0.618 |
20,332 |
|
1.000 |
20,110 |
|
1.618 |
19,752 |
|
2.618 |
19,172 |
|
4.250 |
18,225 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
21,077 |
21,535 |
| PP |
21,028 |
21,398 |
| S1 |
20,980 |
21,262 |
|