| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
12,182.0 |
11,999.0 |
-183.0 |
-1.5% |
12,568.0 |
| High |
12,270.5 |
12,274.5 |
4.0 |
0.0% |
12,598.0 |
| Low |
12,100.5 |
11,965.5 |
-135.0 |
-1.1% |
11,867.0 |
| Close |
12,110.0 |
12,239.5 |
129.5 |
1.1% |
11,919.0 |
| Range |
170.0 |
309.0 |
139.0 |
81.8% |
731.0 |
| ATR |
245.8 |
250.3 |
4.5 |
1.8% |
0.0 |
| Volume |
108,241 |
95,146 |
-13,095 |
-12.1% |
608,658 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,086.8 |
12,972.2 |
12,409.5 |
|
| R3 |
12,777.8 |
12,663.2 |
12,324.5 |
|
| R2 |
12,468.8 |
12,468.8 |
12,296.2 |
|
| R1 |
12,354.2 |
12,354.2 |
12,267.8 |
12,411.5 |
| PP |
12,159.8 |
12,159.8 |
12,159.8 |
12,188.5 |
| S1 |
12,045.2 |
12,045.2 |
12,211.2 |
12,102.5 |
| S2 |
11,850.8 |
11,850.8 |
12,182.9 |
|
| S3 |
11,541.8 |
11,736.2 |
12,154.5 |
|
| S4 |
11,232.8 |
11,427.2 |
12,069.6 |
|
|
| 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 |
12,397.0 |
11,725.0 |
672.0 |
5.5% |
311.2 |
2.5% |
77% |
False |
False |
112,793 |
| 10 |
12,598.0 |
11,725.0 |
873.0 |
7.1% |
233.1 |
1.9% |
59% |
False |
False |
105,067 |
| 20 |
12,644.0 |
11,725.0 |
919.0 |
7.5% |
237.2 |
1.9% |
56% |
False |
False |
105,819 |
| 40 |
13,596.0 |
11,725.0 |
1,871.0 |
15.3% |
221.2 |
1.8% |
27% |
False |
False |
100,325 |
| 60 |
13,596.0 |
11,725.0 |
1,871.0 |
15.3% |
193.6 |
1.6% |
27% |
False |
False |
87,486 |
| 80 |
13,596.0 |
11,725.0 |
1,871.0 |
15.3% |
185.5 |
1.5% |
27% |
False |
False |
66,204 |
| 100 |
13,596.0 |
11,725.0 |
1,871.0 |
15.3% |
166.0 |
1.4% |
27% |
False |
False |
53,008 |
| 120 |
13,596.0 |
11,725.0 |
1,871.0 |
15.3% |
147.2 |
1.2% |
27% |
False |
False |
44,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,587.8 |
|
2.618 |
13,083.5 |
|
1.618 |
12,774.5 |
|
1.000 |
12,583.5 |
|
0.618 |
12,465.5 |
|
HIGH |
12,274.5 |
|
0.618 |
12,156.5 |
|
0.500 |
12,120.0 |
|
0.382 |
12,083.5 |
|
LOW |
11,965.5 |
|
0.618 |
11,774.5 |
|
1.000 |
11,656.5 |
|
1.618 |
11,465.5 |
|
2.618 |
11,156.5 |
|
4.250 |
10,652.3 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,199.7 |
12,159.6 |
| PP |
12,159.8 |
12,079.7 |
| S1 |
12,120.0 |
11,999.8 |
|