| 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 |
2,683.25 |
2,719.00 |
35.75 |
1.3% |
2,751.50 |
| High |
2,727.75 |
2,734.50 |
6.75 |
0.2% |
2,789.75 |
| Low |
2,663.75 |
2,710.25 |
46.50 |
1.7% |
2,647.00 |
| Close |
2,718.50 |
2,724.00 |
5.50 |
0.2% |
2,690.25 |
| Range |
64.00 |
24.25 |
-39.75 |
-62.1% |
142.75 |
| ATR |
53.29 |
51.21 |
-2.07 |
-3.9% |
0.00 |
| Volume |
1,781,823 |
1,450,085 |
-331,738 |
-18.6% |
9,840,886 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.75 |
2,784.00 |
2,737.25 |
|
| R3 |
2,771.50 |
2,759.75 |
2,730.75 |
|
| R2 |
2,747.25 |
2,747.25 |
2,728.50 |
|
| R1 |
2,735.50 |
2,735.50 |
2,726.25 |
2,741.50 |
| PP |
2,723.00 |
2,723.00 |
2,723.00 |
2,725.75 |
| S1 |
2,711.25 |
2,711.25 |
2,721.75 |
2,717.00 |
| S2 |
2,698.75 |
2,698.75 |
2,719.50 |
|
| S3 |
2,674.50 |
2,687.00 |
2,717.25 |
|
| S4 |
2,650.25 |
2,662.75 |
2,710.75 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,137.25 |
3,056.50 |
2,768.75 |
|
| R3 |
2,994.50 |
2,913.75 |
2,729.50 |
|
| R2 |
2,851.75 |
2,851.75 |
2,716.50 |
|
| R1 |
2,771.00 |
2,771.00 |
2,703.25 |
2,740.00 |
| PP |
2,709.00 |
2,709.00 |
2,709.00 |
2,693.50 |
| S1 |
2,628.25 |
2,628.25 |
2,677.25 |
2,597.25 |
| S2 |
2,566.25 |
2,566.25 |
2,664.00 |
|
| S3 |
2,423.50 |
2,485.50 |
2,651.00 |
|
| S4 |
2,280.75 |
2,342.75 |
2,611.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,762.00 |
2,647.00 |
115.00 |
4.2% |
52.00 |
1.9% |
67% |
False |
False |
2,019,874 |
| 10 |
2,789.75 |
2,647.00 |
142.75 |
5.2% |
49.50 |
1.8% |
54% |
False |
False |
1,764,738 |
| 20 |
2,789.75 |
2,529.00 |
260.75 |
9.6% |
61.50 |
2.3% |
75% |
False |
False |
2,127,513 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
48.25 |
1.8% |
56% |
False |
False |
1,878,697 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
37.75 |
1.4% |
56% |
False |
False |
1,607,505 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
33.50 |
1.2% |
56% |
False |
False |
1,216,862 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
29.25 |
1.1% |
56% |
False |
False |
974,525 |
| 120 |
2,878.50 |
2,484.75 |
393.75 |
14.5% |
26.00 |
1.0% |
61% |
False |
False |
812,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,837.50 |
|
2.618 |
2,798.00 |
|
1.618 |
2,773.75 |
|
1.000 |
2,758.75 |
|
0.618 |
2,749.50 |
|
HIGH |
2,734.50 |
|
0.618 |
2,725.25 |
|
0.500 |
2,722.50 |
|
0.382 |
2,719.50 |
|
LOW |
2,710.25 |
|
0.618 |
2,695.25 |
|
1.000 |
2,686.00 |
|
1.618 |
2,671.00 |
|
2.618 |
2,646.75 |
|
4.250 |
2,607.25 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,723.50 |
2,713.00 |
| PP |
2,723.00 |
2,701.75 |
| S1 |
2,722.50 |
2,690.75 |
|