Trading Metrics calculated at close of trading on 01-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,438.0 |
3,416.0 |
-22.0 |
-0.6% |
3,407.0 |
High |
3,461.0 |
3,434.0 |
-27.0 |
-0.8% |
3,457.0 |
Low |
3,415.0 |
3,349.0 |
-66.0 |
-1.9% |
3,389.0 |
Close |
3,438.0 |
3,391.0 |
-47.0 |
-1.4% |
3,438.0 |
Range |
46.0 |
85.0 |
39.0 |
84.8% |
68.0 |
ATR |
55.0 |
57.4 |
2.4 |
4.4% |
0.0 |
Volume |
1,105,376 |
1,644,871 |
539,495 |
48.8% |
3,420,167 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.3 |
3,603.7 |
3,437.8 |
|
R3 |
3,561.3 |
3,518.7 |
3,414.4 |
|
R2 |
3,476.3 |
3,476.3 |
3,406.6 |
|
R1 |
3,433.7 |
3,433.7 |
3,398.8 |
3,412.5 |
PP |
3,391.3 |
3,391.3 |
3,391.3 |
3,380.8 |
S1 |
3,348.7 |
3,348.7 |
3,383.2 |
3,327.5 |
S2 |
3,306.3 |
3,306.3 |
3,375.4 |
|
S3 |
3,221.3 |
3,263.7 |
3,367.6 |
|
S4 |
3,136.3 |
3,178.7 |
3,344.3 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,632.0 |
3,603.0 |
3,475.4 |
|
R3 |
3,564.0 |
3,535.0 |
3,456.7 |
|
R2 |
3,496.0 |
3,496.0 |
3,450.5 |
|
R1 |
3,467.0 |
3,467.0 |
3,444.2 |
3,481.5 |
PP |
3,428.0 |
3,428.0 |
3,428.0 |
3,435.3 |
S1 |
3,399.0 |
3,399.0 |
3,431.8 |
3,413.5 |
S2 |
3,360.0 |
3,360.0 |
3,425.5 |
|
S3 |
3,292.0 |
3,331.0 |
3,419.3 |
|
S4 |
3,224.0 |
3,263.0 |
3,400.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,480.0 |
3,349.0 |
131.0 |
3.9% |
47.0 |
1.4% |
32% |
False |
True |
1,036,882 |
10 |
3,480.0 |
3,349.0 |
131.0 |
3.9% |
45.0 |
1.3% |
32% |
False |
True |
1,037,995 |
20 |
3,634.0 |
3,256.0 |
378.0 |
11.1% |
67.8 |
2.0% |
36% |
False |
False |
1,460,242 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.5% |
50.6 |
1.5% |
32% |
False |
False |
1,190,080 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.5% |
45.4 |
1.3% |
32% |
False |
False |
1,012,890 |
80 |
3,681.0 |
3,256.0 |
425.0 |
12.5% |
42.8 |
1.3% |
32% |
False |
False |
768,723 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.8% |
39.0 |
1.1% |
31% |
False |
False |
615,604 |
120 |
3,689.0 |
3,256.0 |
433.0 |
12.8% |
35.4 |
1.0% |
31% |
False |
False |
513,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,795.3 |
2.618 |
3,656.5 |
1.618 |
3,571.5 |
1.000 |
3,519.0 |
0.618 |
3,486.5 |
HIGH |
3,434.0 |
0.618 |
3,401.5 |
0.500 |
3,391.5 |
0.382 |
3,381.5 |
LOW |
3,349.0 |
0.618 |
3,296.5 |
1.000 |
3,264.0 |
1.618 |
3,211.5 |
2.618 |
3,126.5 |
4.250 |
2,987.8 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,391.5 |
3,412.5 |
PP |
3,391.3 |
3,405.3 |
S1 |
3,391.2 |
3,398.2 |
|