| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,879.50 |
6,763.75 |
-115.75 |
-1.7% |
6,918.25 |
| High |
6,898.75 |
6,823.25 |
-75.50 |
-1.1% |
7,009.00 |
| Low |
6,689.00 |
6,646.00 |
-43.00 |
-0.6% |
6,646.00 |
| Close |
6,760.75 |
6,804.75 |
44.00 |
0.7% |
6,804.75 |
| Range |
209.75 |
177.25 |
-32.50 |
-15.5% |
363.00 |
| ATR |
147.56 |
149.68 |
2.12 |
1.4% |
0.00 |
| Volume |
793,737 |
636,240 |
-157,497 |
-19.8% |
2,688,019 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,289.75 |
7,224.50 |
6,902.25 |
|
| R3 |
7,112.50 |
7,047.25 |
6,853.50 |
|
| R2 |
6,935.25 |
6,935.25 |
6,837.25 |
|
| R1 |
6,870.00 |
6,870.00 |
6,821.00 |
6,902.50 |
| PP |
6,758.00 |
6,758.00 |
6,758.00 |
6,774.25 |
| S1 |
6,692.75 |
6,692.75 |
6,788.50 |
6,725.50 |
| S2 |
6,580.75 |
6,580.75 |
6,772.25 |
|
| S3 |
6,403.50 |
6,515.50 |
6,756.00 |
|
| S4 |
6,226.25 |
6,338.25 |
6,707.25 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,909.00 |
7,719.75 |
7,004.50 |
|
| R3 |
7,546.00 |
7,356.75 |
6,904.50 |
|
| R2 |
7,183.00 |
7,183.00 |
6,871.25 |
|
| R1 |
6,993.75 |
6,993.75 |
6,838.00 |
6,907.00 |
| PP |
6,820.00 |
6,820.00 |
6,820.00 |
6,776.50 |
| S1 |
6,630.75 |
6,630.75 |
6,771.50 |
6,544.00 |
| S2 |
6,457.00 |
6,457.00 |
6,738.25 |
|
| S3 |
6,094.00 |
6,267.75 |
6,705.00 |
|
| S4 |
5,731.00 |
5,904.75 |
6,605.00 |
|
|
| 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 |
6,646.00 |
363.00 |
5.3% |
144.50 |
2.1% |
44% |
False |
True |
537,603 |
| 10 |
7,009.00 |
6,646.00 |
363.00 |
5.3% |
135.25 |
2.0% |
44% |
False |
True |
485,949 |
| 20 |
7,009.00 |
6,164.00 |
845.00 |
12.4% |
192.50 |
2.8% |
76% |
False |
False |
549,886 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
134.00 |
2.0% |
73% |
False |
False |
449,845 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
110.50 |
1.6% |
73% |
False |
False |
367,759 |
| 80 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
99.25 |
1.5% |
73% |
False |
False |
276,338 |
| 100 |
7,047.25 |
6,024.00 |
1,023.25 |
15.0% |
89.50 |
1.3% |
76% |
False |
False |
221,184 |
| 120 |
7,047.25 |
5,853.25 |
1,194.00 |
17.5% |
82.50 |
1.2% |
80% |
False |
False |
184,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,576.50 |
|
2.618 |
7,287.25 |
|
1.618 |
7,110.00 |
|
1.000 |
7,000.50 |
|
0.618 |
6,932.75 |
|
HIGH |
6,823.25 |
|
0.618 |
6,755.50 |
|
0.500 |
6,734.50 |
|
0.382 |
6,713.75 |
|
LOW |
6,646.00 |
|
0.618 |
6,536.50 |
|
1.000 |
6,468.75 |
|
1.618 |
6,359.25 |
|
2.618 |
6,182.00 |
|
4.250 |
5,892.75 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,781.50 |
6,808.25 |
| PP |
6,758.00 |
6,807.00 |
| S1 |
6,734.50 |
6,806.00 |
|