| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,700.00 |
2,722.50 |
22.50 |
0.8% |
2,751.50 |
| High |
2,730.25 |
2,740.50 |
10.25 |
0.4% |
2,789.75 |
| Low |
2,681.25 |
2,720.00 |
38.75 |
1.4% |
2,647.00 |
| Close |
2,723.25 |
2,739.25 |
16.00 |
0.6% |
2,690.25 |
| Range |
49.00 |
20.50 |
-28.50 |
-58.2% |
142.75 |
| ATR |
51.06 |
48.87 |
-2.18 |
-4.3% |
0.00 |
| Volume |
1,870,360 |
1,502,808 |
-367,552 |
-19.7% |
9,840,886 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.75 |
2,787.50 |
2,750.50 |
|
| R3 |
2,774.25 |
2,767.00 |
2,745.00 |
|
| R2 |
2,753.75 |
2,753.75 |
2,743.00 |
|
| R1 |
2,746.50 |
2,746.50 |
2,741.25 |
2,750.00 |
| PP |
2,733.25 |
2,733.25 |
2,733.25 |
2,735.00 |
| S1 |
2,726.00 |
2,726.00 |
2,737.25 |
2,729.50 |
| S2 |
2,712.75 |
2,712.75 |
2,735.50 |
|
| S3 |
2,692.25 |
2,705.50 |
2,733.50 |
|
| S4 |
2,671.75 |
2,685.00 |
2,728.00 |
|
|
| 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 |
2,740.50 |
2,647.00 |
93.50 |
3.4% |
41.25 |
1.5% |
99% |
True |
False |
1,755,379 |
| 10 |
2,789.75 |
2,647.00 |
142.75 |
5.2% |
46.00 |
1.7% |
65% |
False |
False |
1,773,622 |
| 20 |
2,789.75 |
2,530.25 |
259.50 |
9.5% |
53.25 |
1.9% |
81% |
False |
False |
1,931,271 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
49.25 |
1.8% |
60% |
False |
False |
1,911,997 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
38.50 |
1.4% |
60% |
False |
False |
1,630,852 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
33.75 |
1.2% |
60% |
False |
False |
1,258,888 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
29.75 |
1.1% |
60% |
False |
False |
1,008,208 |
| 120 |
2,878.50 |
2,484.75 |
393.75 |
14.4% |
26.50 |
1.0% |
65% |
False |
False |
840,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.50 |
|
2.618 |
2,794.25 |
|
1.618 |
2,773.75 |
|
1.000 |
2,761.00 |
|
0.618 |
2,753.25 |
|
HIGH |
2,740.50 |
|
0.618 |
2,732.75 |
|
0.500 |
2,730.25 |
|
0.382 |
2,727.75 |
|
LOW |
2,720.00 |
|
0.618 |
2,707.25 |
|
1.000 |
2,699.50 |
|
1.618 |
2,686.75 |
|
2.618 |
2,666.25 |
|
4.250 |
2,633.00 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,736.25 |
2,729.75 |
| PP |
2,733.25 |
2,720.25 |
| S1 |
2,730.25 |
2,711.00 |
|