| 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 |
2,746.50 |
2,718.25 |
-28.25 |
-1.0% |
2,734.50 |
| High |
2,762.00 |
2,731.00 |
-31.00 |
-1.1% |
2,750.25 |
| Low |
2,712.00 |
2,658.50 |
-53.50 |
-2.0% |
2,682.00 |
| Close |
2,714.50 |
2,678.25 |
-36.25 |
-1.3% |
2,748.75 |
| Range |
50.00 |
72.50 |
22.50 |
45.0% |
68.25 |
| ATR |
51.21 |
52.73 |
1.52 |
3.0% |
0.00 |
| Volume |
1,876,678 |
2,818,966 |
942,288 |
50.2% |
6,022,088 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.75 |
2,865.00 |
2,718.00 |
|
| R3 |
2,834.25 |
2,792.50 |
2,698.25 |
|
| R2 |
2,761.75 |
2,761.75 |
2,691.50 |
|
| R1 |
2,720.00 |
2,720.00 |
2,685.00 |
2,704.50 |
| PP |
2,689.25 |
2,689.25 |
2,689.25 |
2,681.50 |
| S1 |
2,647.50 |
2,647.50 |
2,671.50 |
2,632.00 |
| S2 |
2,616.75 |
2,616.75 |
2,665.00 |
|
| S3 |
2,544.25 |
2,575.00 |
2,658.25 |
|
| S4 |
2,471.75 |
2,502.50 |
2,638.50 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.75 |
2,908.50 |
2,786.25 |
|
| R3 |
2,863.50 |
2,840.25 |
2,767.50 |
|
| R2 |
2,795.25 |
2,795.25 |
2,761.25 |
|
| R1 |
2,772.00 |
2,772.00 |
2,755.00 |
2,783.50 |
| PP |
2,727.00 |
2,727.00 |
2,727.00 |
2,732.75 |
| S1 |
2,703.75 |
2,703.75 |
2,742.50 |
2,715.50 |
| S2 |
2,658.75 |
2,658.75 |
2,736.25 |
|
| S3 |
2,590.50 |
2,635.50 |
2,730.00 |
|
| S4 |
2,522.25 |
2,567.25 |
2,711.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,789.75 |
2,658.50 |
131.25 |
4.9% |
50.75 |
1.9% |
15% |
False |
True |
1,791,865 |
| 10 |
2,789.75 |
2,658.50 |
131.25 |
4.9% |
48.00 |
1.8% |
15% |
False |
True |
1,709,861 |
| 20 |
2,837.25 |
2,529.00 |
308.25 |
11.5% |
68.25 |
2.5% |
48% |
False |
False |
2,266,772 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
46.50 |
1.7% |
43% |
False |
False |
1,829,030 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
36.50 |
1.4% |
43% |
False |
False |
1,526,175 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
32.25 |
1.2% |
43% |
False |
False |
1,149,505 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
28.00 |
1.0% |
43% |
False |
False |
920,572 |
| 120 |
2,878.50 |
2,454.50 |
424.00 |
15.8% |
25.25 |
0.9% |
53% |
False |
False |
767,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,039.00 |
|
2.618 |
2,920.75 |
|
1.618 |
2,848.25 |
|
1.000 |
2,803.50 |
|
0.618 |
2,775.75 |
|
HIGH |
2,731.00 |
|
0.618 |
2,703.25 |
|
0.500 |
2,694.75 |
|
0.382 |
2,686.25 |
|
LOW |
2,658.50 |
|
0.618 |
2,613.75 |
|
1.000 |
2,586.00 |
|
1.618 |
2,541.25 |
|
2.618 |
2,468.75 |
|
4.250 |
2,350.50 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,694.75 |
2,724.00 |
| PP |
2,689.25 |
2,708.75 |
| S1 |
2,683.75 |
2,693.50 |
|