| 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 |
2,723.75 |
2,708.00 |
-15.75 |
-0.6% |
2,755.25 |
| High |
2,739.00 |
2,735.25 |
-3.75 |
-0.1% |
2,795.00 |
| Low |
2,715.25 |
2,686.50 |
-28.75 |
-1.1% |
2,651.75 |
| Close |
2,729.00 |
2,728.25 |
-0.75 |
0.0% |
2,694.75 |
| Range |
23.75 |
48.75 |
25.00 |
105.3% |
143.25 |
| ATR |
51.22 |
51.05 |
-0.18 |
-0.3% |
0.00 |
| Volume |
127,304 |
237,628 |
110,324 |
86.7% |
190,100 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.00 |
2,844.25 |
2,755.00 |
|
| R3 |
2,814.25 |
2,795.50 |
2,741.75 |
|
| R2 |
2,765.50 |
2,765.50 |
2,737.25 |
|
| R1 |
2,746.75 |
2,746.75 |
2,732.75 |
2,756.00 |
| PP |
2,716.75 |
2,716.75 |
2,716.75 |
2,721.25 |
| S1 |
2,698.00 |
2,698.00 |
2,723.75 |
2,707.50 |
| S2 |
2,668.00 |
2,668.00 |
2,719.25 |
|
| S3 |
2,619.25 |
2,649.25 |
2,714.75 |
|
| S4 |
2,570.50 |
2,600.50 |
2,701.50 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,143.50 |
3,062.50 |
2,773.50 |
|
| R3 |
3,000.25 |
2,919.25 |
2,734.25 |
|
| R2 |
2,857.00 |
2,857.00 |
2,721.00 |
|
| R1 |
2,776.00 |
2,776.00 |
2,708.00 |
2,745.00 |
| PP |
2,713.75 |
2,713.75 |
2,713.75 |
2,698.25 |
| S1 |
2,632.75 |
2,632.75 |
2,681.50 |
2,601.50 |
| S2 |
2,570.50 |
2,570.50 |
2,668.50 |
|
| S3 |
2,427.25 |
2,489.50 |
2,655.25 |
|
| S4 |
2,284.00 |
2,346.25 |
2,616.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,739.00 |
2,651.75 |
87.25 |
3.2% |
51.50 |
1.9% |
88% |
False |
False |
104,236 |
| 10 |
2,795.00 |
2,651.75 |
143.25 |
5.3% |
49.00 |
1.8% |
53% |
False |
False |
64,056 |
| 20 |
2,795.00 |
2,533.00 |
262.00 |
9.6% |
55.50 |
2.0% |
75% |
False |
False |
41,554 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
49.25 |
1.8% |
56% |
False |
False |
29,863 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
38.00 |
1.4% |
56% |
False |
False |
21,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,942.50 |
|
2.618 |
2,863.00 |
|
1.618 |
2,814.25 |
|
1.000 |
2,784.00 |
|
0.618 |
2,765.50 |
|
HIGH |
2,735.25 |
|
0.618 |
2,716.75 |
|
0.500 |
2,711.00 |
|
0.382 |
2,705.00 |
|
LOW |
2,686.50 |
|
0.618 |
2,656.25 |
|
1.000 |
2,637.75 |
|
1.618 |
2,607.50 |
|
2.618 |
2,558.75 |
|
4.250 |
2,479.25 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,722.50 |
2,720.25 |
| PP |
2,716.75 |
2,712.00 |
| S1 |
2,711.00 |
2,704.00 |
|