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 |
12,426.5 |
12,350.5 |
-76.0 |
-0.6% |
12,399.0 |
High |
12,515.5 |
12,397.0 |
-118.5 |
-0.9% |
12,547.0 |
Low |
12,357.5 |
12,006.0 |
-351.5 |
-2.8% |
12,274.0 |
Close |
12,432.5 |
12,154.5 |
-278.0 |
-2.2% |
12,476.0 |
Range |
158.0 |
391.0 |
233.0 |
147.5% |
273.0 |
ATR |
217.1 |
232.1 |
15.0 |
6.9% |
0.0 |
Volume |
156,276 |
136,360 |
-19,916 |
-12.7% |
316,868 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,358.8 |
13,147.7 |
12,369.6 |
|
R3 |
12,967.8 |
12,756.7 |
12,262.0 |
|
R2 |
12,576.8 |
12,576.8 |
12,226.2 |
|
R1 |
12,365.7 |
12,365.7 |
12,190.3 |
12,275.8 |
PP |
12,185.8 |
12,185.8 |
12,185.8 |
12,140.9 |
S1 |
11,974.7 |
11,974.7 |
12,118.7 |
11,884.8 |
S2 |
11,794.8 |
11,794.8 |
12,082.8 |
|
S3 |
11,403.8 |
11,583.7 |
12,047.0 |
|
S4 |
11,012.8 |
11,192.7 |
11,939.5 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,251.3 |
13,136.7 |
12,626.2 |
|
R3 |
12,978.3 |
12,863.7 |
12,551.1 |
|
R2 |
12,705.3 |
12,705.3 |
12,526.1 |
|
R1 |
12,590.7 |
12,590.7 |
12,501.0 |
12,648.0 |
PP |
12,432.3 |
12,432.3 |
12,432.3 |
12,461.0 |
S1 |
12,317.7 |
12,317.7 |
12,451.0 |
12,375.0 |
S2 |
12,159.3 |
12,159.3 |
12,426.0 |
|
S3 |
11,886.3 |
12,044.7 |
12,400.9 |
|
S4 |
11,613.3 |
11,771.7 |
12,325.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,598.0 |
12,006.0 |
592.0 |
4.9% |
189.1 |
1.6% |
25% |
False |
True |
110,876 |
10 |
12,598.0 |
12,006.0 |
592.0 |
4.9% |
187.0 |
1.5% |
25% |
False |
True |
99,446 |
20 |
13,294.0 |
11,900.0 |
1,394.0 |
11.5% |
271.1 |
2.2% |
18% |
False |
False |
112,779 |
40 |
13,596.0 |
11,900.0 |
1,696.0 |
14.0% |
206.6 |
1.7% |
15% |
False |
False |
96,929 |
60 |
13,596.0 |
11,900.0 |
1,696.0 |
14.0% |
185.6 |
1.5% |
15% |
False |
False |
80,665 |
80 |
13,596.0 |
11,900.0 |
1,696.0 |
14.0% |
175.3 |
1.4% |
15% |
False |
False |
60,871 |
100 |
13,596.0 |
11,900.0 |
1,696.0 |
14.0% |
156.2 |
1.3% |
15% |
False |
False |
48,735 |
120 |
13,596.0 |
11,900.0 |
1,696.0 |
14.0% |
139.6 |
1.1% |
15% |
False |
False |
40,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,058.8 |
2.618 |
13,420.6 |
1.618 |
13,029.6 |
1.000 |
12,788.0 |
0.618 |
12,638.6 |
HIGH |
12,397.0 |
0.618 |
12,247.6 |
0.500 |
12,201.5 |
0.382 |
12,155.4 |
LOW |
12,006.0 |
0.618 |
11,764.4 |
1.000 |
11,615.0 |
1.618 |
11,373.4 |
2.618 |
10,982.4 |
4.250 |
10,344.3 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
12,201.5 |
12,289.5 |
PP |
12,185.8 |
12,244.5 |
S1 |
12,170.2 |
12,199.5 |
|