| 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 |
12,086.0 |
11,926.0 |
-160.0 |
-1.3% |
12,568.0 |
| High |
12,099.0 |
12,179.0 |
80.0 |
0.7% |
12,598.0 |
| Low |
11,867.0 |
11,725.0 |
-142.0 |
-1.2% |
11,867.0 |
| Close |
11,919.0 |
12,106.5 |
187.5 |
1.6% |
11,919.0 |
| Range |
232.0 |
454.0 |
222.0 |
95.7% |
731.0 |
| ATR |
236.1 |
251.6 |
15.6 |
6.6% |
0.0 |
| Volume |
130,036 |
94,183 |
-35,853 |
-27.6% |
608,658 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,365.5 |
13,190.0 |
12,356.2 |
|
| R3 |
12,911.5 |
12,736.0 |
12,231.4 |
|
| R2 |
12,457.5 |
12,457.5 |
12,189.7 |
|
| R1 |
12,282.0 |
12,282.0 |
12,148.1 |
12,369.8 |
| PP |
12,003.5 |
12,003.5 |
12,003.5 |
12,047.4 |
| S1 |
11,828.0 |
11,828.0 |
12,064.9 |
11,915.8 |
| S2 |
11,549.5 |
11,549.5 |
12,023.3 |
|
| S3 |
11,095.5 |
11,374.0 |
11,981.7 |
|
| S4 |
10,641.5 |
10,920.0 |
11,856.8 |
|
|
| 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 |
12,573.0 |
11,725.0 |
848.0 |
7.0% |
277.6 |
2.3% |
45% |
False |
True |
120,901 |
| 10 |
12,598.0 |
11,725.0 |
873.0 |
7.2% |
217.3 |
1.8% |
44% |
False |
True |
101,970 |
| 20 |
12,747.0 |
11,725.0 |
1,022.0 |
8.4% |
272.3 |
2.2% |
37% |
False |
True |
110,978 |
| 40 |
13,596.0 |
11,725.0 |
1,871.0 |
15.5% |
215.7 |
1.8% |
20% |
False |
True |
98,540 |
| 60 |
13,596.0 |
11,725.0 |
1,871.0 |
15.5% |
190.5 |
1.6% |
20% |
False |
True |
84,353 |
| 80 |
13,596.0 |
11,725.0 |
1,871.0 |
15.5% |
182.7 |
1.5% |
20% |
False |
True |
63,667 |
| 100 |
13,596.0 |
11,725.0 |
1,871.0 |
15.5% |
162.2 |
1.3% |
20% |
False |
True |
50,976 |
| 120 |
13,596.0 |
11,725.0 |
1,871.0 |
15.5% |
143.8 |
1.2% |
20% |
False |
True |
42,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,108.5 |
|
2.618 |
13,367.6 |
|
1.618 |
12,913.6 |
|
1.000 |
12,633.0 |
|
0.618 |
12,459.6 |
|
HIGH |
12,179.0 |
|
0.618 |
12,005.6 |
|
0.500 |
11,952.0 |
|
0.382 |
11,898.4 |
|
LOW |
11,725.0 |
|
0.618 |
11,444.4 |
|
1.000 |
11,271.0 |
|
1.618 |
10,990.4 |
|
2.618 |
10,536.4 |
|
4.250 |
9,795.5 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,055.0 |
12,091.3 |
| PP |
12,003.5 |
12,076.2 |
| S1 |
11,952.0 |
12,061.0 |
|