Trading Metrics calculated at close of trading on 05-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,373.0 |
3,325.0 |
-48.0 |
-1.4% |
3,459.0 |
High |
3,377.0 |
3,372.0 |
-5.0 |
-0.1% |
3,480.0 |
Low |
3,312.0 |
3,289.0 |
-23.0 |
-0.7% |
3,312.0 |
Close |
3,324.0 |
3,359.0 |
35.0 |
1.1% |
3,324.0 |
Range |
65.0 |
83.0 |
18.0 |
27.7% |
168.0 |
ATR |
59.0 |
60.7 |
1.7 |
2.9% |
0.0 |
Volume |
1,576,410 |
1,267,501 |
-308,909 |
-19.6% |
6,029,851 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,589.0 |
3,557.0 |
3,404.7 |
|
R3 |
3,506.0 |
3,474.0 |
3,381.8 |
|
R2 |
3,423.0 |
3,423.0 |
3,374.2 |
|
R1 |
3,391.0 |
3,391.0 |
3,366.6 |
3,407.0 |
PP |
3,340.0 |
3,340.0 |
3,340.0 |
3,348.0 |
S1 |
3,308.0 |
3,308.0 |
3,351.4 |
3,324.0 |
S2 |
3,257.0 |
3,257.0 |
3,343.8 |
|
S3 |
3,174.0 |
3,225.0 |
3,336.2 |
|
S4 |
3,091.0 |
3,142.0 |
3,313.4 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,876.0 |
3,768.0 |
3,416.4 |
|
R3 |
3,708.0 |
3,600.0 |
3,370.2 |
|
R2 |
3,540.0 |
3,540.0 |
3,354.8 |
|
R1 |
3,432.0 |
3,432.0 |
3,339.4 |
3,402.0 |
PP |
3,372.0 |
3,372.0 |
3,372.0 |
3,357.0 |
S1 |
3,264.0 |
3,264.0 |
3,308.6 |
3,234.0 |
S2 |
3,204.0 |
3,204.0 |
3,293.2 |
|
S3 |
3,036.0 |
3,096.0 |
3,277.8 |
|
S4 |
2,868.0 |
2,928.0 |
3,231.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,476.0 |
3,289.0 |
187.0 |
5.6% |
63.4 |
1.9% |
37% |
False |
True |
1,321,007 |
10 |
3,480.0 |
3,289.0 |
191.0 |
5.7% |
51.2 |
1.5% |
37% |
False |
True |
1,071,751 |
20 |
3,504.0 |
3,256.0 |
248.0 |
7.4% |
67.3 |
2.0% |
42% |
False |
False |
1,459,884 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.7% |
51.9 |
1.5% |
24% |
False |
False |
1,213,236 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.7% |
46.3 |
1.4% |
24% |
False |
False |
1,059,079 |
80 |
3,681.0 |
3,256.0 |
425.0 |
12.7% |
44.3 |
1.3% |
24% |
False |
False |
804,263 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.9% |
40.1 |
1.2% |
24% |
False |
False |
644,012 |
120 |
3,689.0 |
3,256.0 |
433.0 |
12.9% |
36.3 |
1.1% |
24% |
False |
False |
537,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,724.8 |
2.618 |
3,589.3 |
1.618 |
3,506.3 |
1.000 |
3,455.0 |
0.618 |
3,423.3 |
HIGH |
3,372.0 |
0.618 |
3,340.3 |
0.500 |
3,330.5 |
0.382 |
3,320.7 |
LOW |
3,289.0 |
0.618 |
3,237.7 |
1.000 |
3,206.0 |
1.618 |
3,154.7 |
2.618 |
3,071.7 |
4.250 |
2,936.3 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,349.5 |
3,361.5 |
PP |
3,340.0 |
3,360.7 |
S1 |
3,330.5 |
3,359.8 |
|