| 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 |
6,913.75 |
6,879.50 |
-34.25 |
-0.5% |
6,783.25 |
| High |
6,970.50 |
6,898.75 |
-71.75 |
-1.0% |
6,913.75 |
| Low |
6,857.75 |
6,689.00 |
-168.75 |
-2.5% |
6,694.75 |
| Close |
6,865.00 |
6,760.75 |
-104.25 |
-1.5% |
6,909.75 |
| Range |
112.75 |
209.75 |
97.00 |
86.0% |
219.00 |
| ATR |
142.77 |
147.56 |
4.78 |
3.4% |
0.00 |
| Volume |
461,819 |
793,737 |
331,918 |
71.9% |
1,725,509 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,412.00 |
7,296.25 |
6,876.00 |
|
| R3 |
7,202.25 |
7,086.50 |
6,818.50 |
|
| R2 |
6,992.50 |
6,992.50 |
6,799.25 |
|
| R1 |
6,876.75 |
6,876.75 |
6,780.00 |
6,829.75 |
| PP |
6,782.75 |
6,782.75 |
6,782.75 |
6,759.50 |
| S1 |
6,667.00 |
6,667.00 |
6,741.50 |
6,620.00 |
| S2 |
6,573.00 |
6,573.00 |
6,722.25 |
|
| S3 |
6,363.25 |
6,457.25 |
6,703.00 |
|
| S4 |
6,153.50 |
6,247.50 |
6,645.50 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,496.50 |
7,422.00 |
7,030.25 |
|
| R3 |
7,277.50 |
7,203.00 |
6,970.00 |
|
| R2 |
7,058.50 |
7,058.50 |
6,950.00 |
|
| R1 |
6,984.00 |
6,984.00 |
6,929.75 |
7,021.25 |
| PP |
6,839.50 |
6,839.50 |
6,839.50 |
6,858.00 |
| S1 |
6,765.00 |
6,765.00 |
6,889.75 |
6,802.25 |
| S2 |
6,620.50 |
6,620.50 |
6,869.50 |
|
| S3 |
6,401.50 |
6,546.00 |
6,849.50 |
|
| S4 |
6,182.50 |
6,327.00 |
6,789.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,009.00 |
6,689.00 |
320.00 |
4.7% |
135.25 |
2.0% |
22% |
False |
True |
487,102 |
| 10 |
7,009.00 |
6,669.75 |
339.25 |
5.0% |
133.25 |
2.0% |
27% |
False |
False |
468,167 |
| 20 |
7,009.00 |
6,164.00 |
845.00 |
12.5% |
188.75 |
2.8% |
71% |
False |
False |
542,717 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
13.1% |
131.50 |
1.9% |
68% |
False |
False |
439,520 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
13.1% |
110.00 |
1.6% |
68% |
False |
False |
357,315 |
| 80 |
7,047.25 |
6,164.00 |
883.25 |
13.1% |
97.75 |
1.4% |
68% |
False |
False |
268,395 |
| 100 |
7,047.25 |
6,024.00 |
1,023.25 |
15.1% |
88.00 |
1.3% |
72% |
False |
False |
214,826 |
| 120 |
7,047.25 |
5,853.25 |
1,194.00 |
17.7% |
81.50 |
1.2% |
76% |
False |
False |
179,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,790.25 |
|
2.618 |
7,448.00 |
|
1.618 |
7,238.25 |
|
1.000 |
7,108.50 |
|
0.618 |
7,028.50 |
|
HIGH |
6,898.75 |
|
0.618 |
6,818.75 |
|
0.500 |
6,794.00 |
|
0.382 |
6,769.00 |
|
LOW |
6,689.00 |
|
0.618 |
6,559.25 |
|
1.000 |
6,479.25 |
|
1.618 |
6,349.50 |
|
2.618 |
6,139.75 |
|
4.250 |
5,797.50 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,794.00 |
6,849.00 |
| PP |
6,782.75 |
6,819.50 |
| S1 |
6,771.75 |
6,790.25 |
|