| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,350.5 |
12,086.0 |
-264.5 |
-2.1% |
12,568.0 |
| High |
12,397.0 |
12,099.0 |
-298.0 |
-2.4% |
12,598.0 |
| Low |
12,006.0 |
11,867.0 |
-139.0 |
-1.2% |
11,867.0 |
| Close |
12,154.5 |
11,919.0 |
-235.5 |
-1.9% |
11,919.0 |
| Range |
391.0 |
232.0 |
-159.0 |
-40.7% |
731.0 |
| ATR |
232.1 |
236.1 |
4.0 |
1.7% |
0.0 |
| Volume |
136,360 |
130,036 |
-6,324 |
-4.6% |
608,658 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,657.7 |
12,520.3 |
12,046.6 |
|
| R3 |
12,425.7 |
12,288.3 |
11,982.8 |
|
| R2 |
12,193.7 |
12,193.7 |
11,961.5 |
|
| R1 |
12,056.3 |
12,056.3 |
11,940.3 |
12,009.0 |
| PP |
11,961.7 |
11,961.7 |
11,961.7 |
11,938.0 |
| S1 |
11,824.3 |
11,824.3 |
11,897.7 |
11,777.0 |
| S2 |
11,729.7 |
11,729.7 |
11,876.5 |
|
| S3 |
11,497.7 |
11,592.3 |
11,855.2 |
|
| S4 |
11,265.7 |
11,360.3 |
11,791.4 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,321.0 |
13,851.0 |
12,321.1 |
|
| R3 |
13,590.0 |
13,120.0 |
12,120.0 |
|
| R2 |
12,859.0 |
12,859.0 |
12,053.0 |
|
| R1 |
12,389.0 |
12,389.0 |
11,986.0 |
12,258.5 |
| PP |
12,128.0 |
12,128.0 |
12,128.0 |
12,062.8 |
| S1 |
11,658.0 |
11,658.0 |
11,852.0 |
11,527.5 |
| S2 |
11,397.0 |
11,397.0 |
11,785.0 |
|
| S3 |
10,666.0 |
10,927.0 |
11,718.0 |
|
| S4 |
9,935.0 |
10,196.0 |
11,517.0 |
|
|
| 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 |
11,867.0 |
731.0 |
6.1% |
211.1 |
1.8% |
7% |
False |
True |
121,731 |
| 10 |
12,598.0 |
11,867.0 |
731.0 |
6.1% |
189.2 |
1.6% |
7% |
False |
True |
102,501 |
| 20 |
12,983.5 |
11,867.0 |
1,116.5 |
9.4% |
264.4 |
2.2% |
5% |
False |
True |
113,238 |
| 40 |
13,596.0 |
11,867.0 |
1,729.0 |
14.5% |
209.0 |
1.8% |
3% |
False |
True |
97,970 |
| 60 |
13,596.0 |
11,867.0 |
1,729.0 |
14.5% |
185.3 |
1.6% |
3% |
False |
True |
82,809 |
| 80 |
13,596.0 |
11,867.0 |
1,729.0 |
14.5% |
177.4 |
1.5% |
3% |
False |
True |
62,492 |
| 100 |
13,596.0 |
11,867.0 |
1,729.0 |
14.5% |
158.0 |
1.3% |
3% |
False |
True |
50,034 |
| 120 |
13,596.0 |
11,867.0 |
1,729.0 |
14.5% |
140.4 |
1.2% |
3% |
False |
True |
41,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,085.0 |
|
2.618 |
12,706.4 |
|
1.618 |
12,474.4 |
|
1.000 |
12,331.0 |
|
0.618 |
12,242.4 |
|
HIGH |
12,099.0 |
|
0.618 |
12,010.4 |
|
0.500 |
11,983.0 |
|
0.382 |
11,955.6 |
|
LOW |
11,867.0 |
|
0.618 |
11,723.6 |
|
1.000 |
11,635.0 |
|
1.618 |
11,491.6 |
|
2.618 |
11,259.6 |
|
4.250 |
10,881.0 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,983.0 |
12,191.3 |
| PP |
11,961.7 |
12,100.5 |
| S1 |
11,940.3 |
12,009.8 |
|