| 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 |
2,719.00 |
2,700.00 |
-19.00 |
-0.7% |
2,751.50 |
| High |
2,734.50 |
2,730.25 |
-4.25 |
-0.2% |
2,789.75 |
| Low |
2,710.25 |
2,681.25 |
-29.00 |
-1.1% |
2,647.00 |
| Close |
2,724.00 |
2,723.25 |
-0.75 |
0.0% |
2,690.25 |
| Range |
24.25 |
49.00 |
24.75 |
102.1% |
142.75 |
| ATR |
51.21 |
51.06 |
-0.16 |
-0.3% |
0.00 |
| Volume |
1,450,085 |
1,870,360 |
420,275 |
29.0% |
9,840,886 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.50 |
2,840.00 |
2,750.25 |
|
| R3 |
2,809.50 |
2,791.00 |
2,736.75 |
|
| R2 |
2,760.50 |
2,760.50 |
2,732.25 |
|
| R1 |
2,742.00 |
2,742.00 |
2,727.75 |
2,751.25 |
| PP |
2,711.50 |
2,711.50 |
2,711.50 |
2,716.25 |
| S1 |
2,693.00 |
2,693.00 |
2,718.75 |
2,702.25 |
| S2 |
2,662.50 |
2,662.50 |
2,714.25 |
|
| S3 |
2,613.50 |
2,644.00 |
2,709.75 |
|
| S4 |
2,564.50 |
2,595.00 |
2,696.25 |
|
|
| 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 |
2,734.50 |
2,647.00 |
87.50 |
3.2% |
51.75 |
1.9% |
87% |
False |
False |
2,018,610 |
| 10 |
2,789.75 |
2,647.00 |
142.75 |
5.2% |
49.00 |
1.8% |
53% |
False |
False |
1,785,643 |
| 20 |
2,789.75 |
2,530.25 |
259.50 |
9.5% |
55.50 |
2.0% |
74% |
False |
False |
1,980,688 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
49.25 |
1.8% |
56% |
False |
False |
1,902,867 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
38.25 |
1.4% |
56% |
False |
False |
1,627,923 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
33.75 |
1.2% |
56% |
False |
False |
1,240,186 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
29.50 |
1.1% |
56% |
False |
False |
993,195 |
| 120 |
2,878.50 |
2,484.75 |
393.75 |
14.5% |
26.50 |
1.0% |
61% |
False |
False |
827,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,938.50 |
|
2.618 |
2,858.50 |
|
1.618 |
2,809.50 |
|
1.000 |
2,779.25 |
|
0.618 |
2,760.50 |
|
HIGH |
2,730.25 |
|
0.618 |
2,711.50 |
|
0.500 |
2,705.75 |
|
0.382 |
2,700.00 |
|
LOW |
2,681.25 |
|
0.618 |
2,651.00 |
|
1.000 |
2,632.25 |
|
1.618 |
2,602.00 |
|
2.618 |
2,553.00 |
|
4.250 |
2,473.00 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,717.50 |
2,715.25 |
| PP |
2,711.50 |
2,707.25 |
| S1 |
2,705.75 |
2,699.00 |
|