| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,855.57 |
6,955.85 |
100.28 |
1.5% |
6,933.82 |
| High |
6,935.48 |
6,971.00 |
35.52 |
0.5% |
7,003.13 |
| Low |
6,850.91 |
6,931.35 |
80.44 |
1.2% |
6,645.03 |
| Close |
6,929.39 |
6,966.43 |
37.04 |
0.5% |
6,811.04 |
| Range |
84.57 |
39.65 |
-44.92 |
-53.1% |
358.10 |
| ATR |
123.61 |
117.75 |
-5.86 |
-4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,075.21 |
7,060.47 |
6,988.24 |
|
| R3 |
7,035.56 |
7,020.82 |
6,977.33 |
|
| R2 |
6,995.91 |
6,995.91 |
6,973.70 |
|
| R1 |
6,981.17 |
6,981.17 |
6,970.06 |
6,988.54 |
| PP |
6,956.26 |
6,956.26 |
6,956.26 |
6,959.95 |
| S1 |
6,941.52 |
6,941.52 |
6,962.80 |
6,948.89 |
| S2 |
6,916.61 |
6,916.61 |
6,959.16 |
|
| S3 |
6,876.96 |
6,901.87 |
6,955.53 |
|
| S4 |
6,837.31 |
6,862.22 |
6,944.62 |
|
|
| 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 |
6,971.00 |
6,645.03 |
325.97 |
4.7% |
102.47 |
1.5% |
99% |
True |
False |
|
| 10 |
7,003.13 |
6,645.03 |
358.10 |
5.1% |
110.02 |
1.6% |
90% |
False |
False |
|
| 20 |
7,003.13 |
6,164.43 |
838.70 |
12.0% |
129.84 |
1.9% |
96% |
False |
False |
|
| 40 |
7,022.97 |
6,164.43 |
858.54 |
12.3% |
114.53 |
1.6% |
93% |
False |
False |
|
| 60 |
7,022.97 |
6,164.43 |
858.54 |
12.3% |
89.92 |
1.3% |
93% |
False |
False |
|
| 80 |
7,022.97 |
6,164.43 |
858.54 |
12.3% |
81.24 |
1.2% |
93% |
False |
False |
|
| 100 |
7,022.97 |
6,011.24 |
1,011.73 |
14.5% |
73.29 |
1.1% |
94% |
False |
False |
|
| 120 |
7,022.97 |
5,839.89 |
1,183.08 |
17.0% |
68.02 |
1.0% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,139.51 |
|
2.618 |
7,074.80 |
|
1.618 |
7,035.15 |
|
1.000 |
7,010.65 |
|
0.618 |
6,995.50 |
|
HIGH |
6,971.00 |
|
0.618 |
6,955.85 |
|
0.500 |
6,951.18 |
|
0.382 |
6,946.50 |
|
LOW |
6,931.35 |
|
0.618 |
6,906.85 |
|
1.000 |
6,891.70 |
|
1.618 |
6,867.20 |
|
2.618 |
6,827.55 |
|
4.250 |
6,762.84 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,961.35 |
6,947.94 |
| PP |
6,956.26 |
6,929.45 |
| S1 |
6,951.18 |
6,910.96 |
|