| 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 |
11,926.0 |
12,182.0 |
256.0 |
2.1% |
12,568.0 |
| High |
12,179.0 |
12,270.5 |
91.5 |
0.8% |
12,598.0 |
| Low |
11,725.0 |
12,100.5 |
375.5 |
3.2% |
11,867.0 |
| Close |
12,106.5 |
12,110.0 |
3.5 |
0.0% |
11,919.0 |
| Range |
454.0 |
170.0 |
-284.0 |
-62.6% |
731.0 |
| ATR |
251.6 |
245.8 |
-5.8 |
-2.3% |
0.0 |
| Volume |
94,183 |
108,241 |
14,058 |
14.9% |
608,658 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,670.3 |
12,560.2 |
12,203.5 |
|
| R3 |
12,500.3 |
12,390.2 |
12,156.8 |
|
| R2 |
12,330.3 |
12,330.3 |
12,141.2 |
|
| R1 |
12,220.2 |
12,220.2 |
12,125.6 |
12,190.3 |
| PP |
12,160.3 |
12,160.3 |
12,160.3 |
12,145.4 |
| S1 |
12,050.2 |
12,050.2 |
12,094.4 |
12,020.3 |
| S2 |
11,990.3 |
11,990.3 |
12,078.8 |
|
| S3 |
11,820.3 |
11,880.2 |
12,063.3 |
|
| S4 |
11,650.3 |
11,710.2 |
12,016.5 |
|
|
| 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 |
12,515.5 |
11,725.0 |
790.5 |
6.5% |
281.0 |
2.3% |
49% |
False |
False |
125,019 |
| 10 |
12,598.0 |
11,725.0 |
873.0 |
7.2% |
216.8 |
1.8% |
44% |
False |
False |
105,180 |
| 20 |
12,644.0 |
11,725.0 |
919.0 |
7.6% |
250.3 |
2.1% |
42% |
False |
False |
107,048 |
| 40 |
13,596.0 |
11,725.0 |
1,871.0 |
15.5% |
215.5 |
1.8% |
21% |
False |
False |
99,553 |
| 60 |
13,596.0 |
11,725.0 |
1,871.0 |
15.5% |
191.2 |
1.6% |
21% |
False |
False |
86,000 |
| 80 |
13,596.0 |
11,725.0 |
1,871.0 |
15.5% |
182.5 |
1.5% |
21% |
False |
False |
65,017 |
| 100 |
13,596.0 |
11,725.0 |
1,871.0 |
15.5% |
163.5 |
1.4% |
21% |
False |
False |
52,057 |
| 120 |
13,596.0 |
11,725.0 |
1,871.0 |
15.5% |
145.2 |
1.2% |
21% |
False |
False |
43,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,993.0 |
|
2.618 |
12,715.6 |
|
1.618 |
12,545.6 |
|
1.000 |
12,440.5 |
|
0.618 |
12,375.6 |
|
HIGH |
12,270.5 |
|
0.618 |
12,205.6 |
|
0.500 |
12,185.5 |
|
0.382 |
12,165.4 |
|
LOW |
12,100.5 |
|
0.618 |
11,995.4 |
|
1.000 |
11,930.5 |
|
1.618 |
11,825.4 |
|
2.618 |
11,655.4 |
|
4.250 |
11,378.0 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,185.5 |
12,072.6 |
| PP |
12,160.3 |
12,035.2 |
| S1 |
12,135.2 |
11,997.8 |
|