Trading Metrics calculated at close of trading on 06-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,325.0 |
3,372.0 |
47.0 |
1.4% |
3,459.0 |
High |
3,372.0 |
3,389.0 |
17.0 |
0.5% |
3,480.0 |
Low |
3,289.0 |
3,352.0 |
63.0 |
1.9% |
3,312.0 |
Close |
3,359.0 |
3,357.0 |
-2.0 |
-0.1% |
3,324.0 |
Range |
83.0 |
37.0 |
-46.0 |
-55.4% |
168.0 |
ATR |
60.7 |
59.0 |
-1.7 |
-2.8% |
0.0 |
Volume |
1,267,501 |
1,169,656 |
-97,845 |
-7.7% |
6,029,851 |
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,477.0 |
3,454.0 |
3,377.4 |
|
R3 |
3,440.0 |
3,417.0 |
3,367.2 |
|
R2 |
3,403.0 |
3,403.0 |
3,363.8 |
|
R1 |
3,380.0 |
3,380.0 |
3,360.4 |
3,373.0 |
PP |
3,366.0 |
3,366.0 |
3,366.0 |
3,362.5 |
S1 |
3,343.0 |
3,343.0 |
3,353.6 |
3,336.0 |
S2 |
3,329.0 |
3,329.0 |
3,350.2 |
|
S3 |
3,292.0 |
3,306.0 |
3,346.8 |
|
S4 |
3,255.0 |
3,269.0 |
3,336.7 |
|
|
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 |
3,461.0 |
3,289.0 |
172.0 |
5.1% |
63.2 |
1.9% |
40% |
False |
False |
1,352,762 |
10 |
3,480.0 |
3,289.0 |
191.0 |
5.7% |
50.8 |
1.5% |
36% |
False |
False |
1,099,944 |
20 |
3,480.0 |
3,256.0 |
224.0 |
6.7% |
61.6 |
1.8% |
45% |
False |
False |
1,428,225 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.7% |
51.7 |
1.5% |
24% |
False |
False |
1,217,450 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.7% |
46.4 |
1.4% |
24% |
False |
False |
1,076,989 |
80 |
3,681.0 |
3,256.0 |
425.0 |
12.7% |
44.1 |
1.3% |
24% |
False |
False |
818,475 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.9% |
40.2 |
1.2% |
23% |
False |
False |
655,707 |
120 |
3,689.0 |
3,256.0 |
433.0 |
12.9% |
36.5 |
1.1% |
23% |
False |
False |
546,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,546.3 |
2.618 |
3,485.9 |
1.618 |
3,448.9 |
1.000 |
3,426.0 |
0.618 |
3,411.9 |
HIGH |
3,389.0 |
0.618 |
3,374.9 |
0.500 |
3,370.5 |
0.382 |
3,366.1 |
LOW |
3,352.0 |
0.618 |
3,329.1 |
1.000 |
3,315.0 |
1.618 |
3,292.1 |
2.618 |
3,255.1 |
4.250 |
3,194.8 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,370.5 |
3,351.0 |
PP |
3,366.0 |
3,345.0 |
S1 |
3,361.5 |
3,339.0 |
|