Trading Metrics calculated at close of trading on 05-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,135 |
21,115 |
-20 |
-0.1% |
22,075 |
High |
21,270 |
21,465 |
195 |
0.9% |
22,510 |
Low |
20,690 |
20,845 |
155 |
0.7% |
20,690 |
Close |
21,125 |
21,415 |
290 |
1.4% |
21,125 |
Range |
580 |
620 |
40 |
6.9% |
1,820 |
ATR |
520 |
527 |
7 |
1.4% |
0 |
Volume |
29,828 |
39,359 |
9,531 |
32.0% |
114,242 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,102 |
22,878 |
21,756 |
|
R3 |
22,482 |
22,258 |
21,586 |
|
R2 |
21,862 |
21,862 |
21,529 |
|
R1 |
21,638 |
21,638 |
21,472 |
21,750 |
PP |
21,242 |
21,242 |
21,242 |
21,298 |
S1 |
21,018 |
21,018 |
21,358 |
21,130 |
S2 |
20,622 |
20,622 |
21,301 |
|
S3 |
20,002 |
20,398 |
21,245 |
|
S4 |
19,382 |
19,778 |
21,074 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,902 |
25,833 |
22,126 |
|
R3 |
25,082 |
24,013 |
21,626 |
|
R2 |
23,262 |
23,262 |
21,459 |
|
R1 |
22,193 |
22,193 |
21,292 |
21,818 |
PP |
21,442 |
21,442 |
21,442 |
21,254 |
S1 |
20,373 |
20,373 |
20,958 |
19,998 |
S2 |
19,622 |
19,622 |
20,791 |
|
S3 |
17,802 |
18,553 |
20,625 |
|
S4 |
15,982 |
16,733 |
20,124 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,510 |
20,690 |
1,820 |
8.5% |
594 |
2.8% |
40% |
False |
False |
27,745 |
10 |
22,510 |
20,690 |
1,820 |
8.5% |
477 |
2.2% |
40% |
False |
False |
22,947 |
20 |
22,995 |
20,565 |
2,430 |
11.3% |
653 |
3.0% |
35% |
False |
False |
30,362 |
40 |
24,200 |
20,565 |
3,635 |
17.0% |
485 |
2.3% |
23% |
False |
False |
24,054 |
60 |
24,200 |
20,565 |
3,635 |
17.0% |
415 |
1.9% |
23% |
False |
False |
19,151 |
80 |
24,200 |
20,565 |
3,635 |
17.0% |
412 |
1.9% |
23% |
False |
False |
15,001 |
100 |
24,200 |
20,565 |
3,635 |
17.0% |
373 |
1.7% |
23% |
False |
False |
12,004 |
120 |
24,200 |
19,710 |
4,490 |
21.0% |
328 |
1.5% |
38% |
False |
False |
10,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,100 |
2.618 |
23,088 |
1.618 |
22,468 |
1.000 |
22,085 |
0.618 |
21,848 |
HIGH |
21,465 |
0.618 |
21,228 |
0.500 |
21,155 |
0.382 |
21,082 |
LOW |
20,845 |
0.618 |
20,462 |
1.000 |
20,225 |
1.618 |
19,842 |
2.618 |
19,222 |
4.250 |
18,210 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,328 |
21,387 |
PP |
21,242 |
21,358 |
S1 |
21,155 |
21,330 |
|