| 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 |
6,862.94 |
6,661.91 |
-201.03 |
-2.9% |
6,933.82 |
| High |
6,892.38 |
6,820.37 |
-72.01 |
-1.0% |
7,003.13 |
| Low |
6,687.44 |
6,645.03 |
-42.41 |
-0.6% |
6,645.03 |
| Close |
6,750.54 |
6,811.04 |
60.50 |
0.9% |
6,811.04 |
| Range |
204.94 |
175.34 |
-29.60 |
-14.4% |
358.10 |
| ATR |
126.61 |
130.09 |
3.48 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,284.83 |
7,223.28 |
6,907.48 |
|
| R3 |
7,109.49 |
7,047.94 |
6,859.26 |
|
| R2 |
6,934.15 |
6,934.15 |
6,843.19 |
|
| R1 |
6,872.60 |
6,872.60 |
6,827.11 |
6,903.38 |
| PP |
6,758.81 |
6,758.81 |
6,758.81 |
6,774.20 |
| S1 |
6,697.26 |
6,697.26 |
6,794.97 |
6,728.04 |
| S2 |
6,583.47 |
6,583.47 |
6,778.89 |
|
| S3 |
6,408.13 |
6,521.92 |
6,762.82 |
|
| S4 |
6,232.79 |
6,346.58 |
6,714.60 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,894.03 |
7,710.64 |
7,008.00 |
|
| R3 |
7,535.93 |
7,352.54 |
6,909.52 |
|
| R2 |
7,177.83 |
7,177.83 |
6,876.69 |
|
| R1 |
6,994.44 |
6,994.44 |
6,843.87 |
6,907.09 |
| PP |
6,819.73 |
6,819.73 |
6,819.73 |
6,776.06 |
| S1 |
6,636.34 |
6,636.34 |
6,778.21 |
6,548.99 |
| S2 |
6,461.63 |
6,461.63 |
6,745.39 |
|
| S3 |
6,103.53 |
6,278.24 |
6,712.56 |
|
| S4 |
5,745.43 |
5,920.14 |
6,614.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,003.13 |
6,645.03 |
358.10 |
5.3% |
130.94 |
1.9% |
46% |
False |
True |
|
| 10 |
7,003.13 |
6,645.03 |
358.10 |
5.3% |
114.50 |
1.7% |
46% |
False |
True |
|
| 20 |
7,003.13 |
6,164.43 |
838.70 |
12.3% |
157.14 |
2.3% |
77% |
False |
False |
|
| 40 |
7,022.97 |
6,164.43 |
858.54 |
12.6% |
109.73 |
1.6% |
75% |
False |
False |
|
| 60 |
7,022.97 |
6,164.43 |
858.54 |
12.6% |
88.52 |
1.3% |
75% |
False |
False |
|
| 80 |
7,022.97 |
6,164.43 |
858.54 |
12.6% |
79.04 |
1.2% |
75% |
False |
False |
|
| 100 |
7,022.97 |
6,011.24 |
1,011.73 |
14.9% |
71.27 |
1.0% |
79% |
False |
False |
|
| 120 |
7,022.97 |
5,839.89 |
1,183.08 |
17.4% |
66.27 |
1.0% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,565.57 |
|
2.618 |
7,279.41 |
|
1.618 |
7,104.07 |
|
1.000 |
6,995.71 |
|
0.618 |
6,928.73 |
|
HIGH |
6,820.37 |
|
0.618 |
6,753.39 |
|
0.500 |
6,732.70 |
|
0.382 |
6,712.01 |
|
LOW |
6,645.03 |
|
0.618 |
6,536.67 |
|
1.000 |
6,469.69 |
|
1.618 |
6,361.33 |
|
2.618 |
6,185.99 |
|
4.250 |
5,899.84 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,784.93 |
6,808.89 |
| PP |
6,758.81 |
6,806.74 |
| S1 |
6,732.70 |
6,804.60 |
|