| 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 |
6,763.75 |
6,795.75 |
32.00 |
0.5% |
6,918.25 |
| High |
6,823.25 |
6,904.50 |
81.25 |
1.2% |
7,009.00 |
| Low |
6,646.00 |
6,742.50 |
96.50 |
1.5% |
6,646.00 |
| Close |
6,804.75 |
6,877.50 |
72.75 |
1.1% |
6,804.75 |
| Range |
177.25 |
162.00 |
-15.25 |
-8.6% |
363.00 |
| ATR |
149.68 |
150.56 |
0.88 |
0.6% |
0.00 |
| Volume |
636,240 |
467,865 |
-168,375 |
-26.5% |
2,688,019 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,327.50 |
7,264.50 |
6,966.50 |
|
| R3 |
7,165.50 |
7,102.50 |
6,922.00 |
|
| R2 |
7,003.50 |
7,003.50 |
6,907.25 |
|
| R1 |
6,940.50 |
6,940.50 |
6,892.25 |
6,972.00 |
| PP |
6,841.50 |
6,841.50 |
6,841.50 |
6,857.25 |
| S1 |
6,778.50 |
6,778.50 |
6,862.75 |
6,810.00 |
| S2 |
6,679.50 |
6,679.50 |
6,847.75 |
|
| S3 |
6,517.50 |
6,616.50 |
6,833.00 |
|
| S4 |
6,355.50 |
6,454.50 |
6,788.50 |
|
|
| 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% |
153.25 |
2.2% |
64% |
False |
False |
571,610 |
| 10 |
7,009.00 |
6,646.00 |
363.00 |
5.3% |
141.75 |
2.1% |
64% |
False |
False |
488,139 |
| 20 |
7,009.00 |
6,164.00 |
845.00 |
12.3% |
190.00 |
2.8% |
84% |
False |
False |
541,155 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
137.25 |
2.0% |
81% |
False |
False |
455,177 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
111.25 |
1.6% |
81% |
False |
False |
375,250 |
| 80 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
100.50 |
1.5% |
81% |
False |
False |
282,178 |
| 100 |
7,047.25 |
6,024.00 |
1,023.25 |
14.9% |
90.75 |
1.3% |
83% |
False |
False |
225,861 |
| 120 |
7,047.25 |
5,853.25 |
1,194.00 |
17.4% |
83.50 |
1.2% |
86% |
False |
False |
188,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,593.00 |
|
2.618 |
7,328.50 |
|
1.618 |
7,166.50 |
|
1.000 |
7,066.50 |
|
0.618 |
7,004.50 |
|
HIGH |
6,904.50 |
|
0.618 |
6,842.50 |
|
0.500 |
6,823.50 |
|
0.382 |
6,804.50 |
|
LOW |
6,742.50 |
|
0.618 |
6,642.50 |
|
1.000 |
6,580.50 |
|
1.618 |
6,480.50 |
|
2.618 |
6,318.50 |
|
4.250 |
6,054.00 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,859.50 |
6,843.50 |
| PP |
6,841.50 |
6,809.25 |
| S1 |
6,823.50 |
6,775.25 |
|