| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,795.75 |
6,880.50 |
84.75 |
1.2% |
6,918.25 |
| High |
6,904.50 |
6,939.25 |
34.75 |
0.5% |
7,009.00 |
| Low |
6,742.50 |
6,871.75 |
129.25 |
1.9% |
6,646.00 |
| Close |
6,877.50 |
6,907.75 |
30.25 |
0.4% |
6,804.75 |
| Range |
162.00 |
67.50 |
-94.50 |
-58.3% |
363.00 |
| ATR |
150.56 |
144.63 |
-5.93 |
-3.9% |
0.00 |
| Volume |
467,865 |
415,228 |
-52,637 |
-11.3% |
2,688,019 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,108.75 |
7,075.75 |
6,945.00 |
|
| R3 |
7,041.25 |
7,008.25 |
6,926.25 |
|
| R2 |
6,973.75 |
6,973.75 |
6,920.00 |
|
| R1 |
6,940.75 |
6,940.75 |
6,914.00 |
6,957.25 |
| PP |
6,906.25 |
6,906.25 |
6,906.25 |
6,914.50 |
| S1 |
6,873.25 |
6,873.25 |
6,901.50 |
6,889.75 |
| S2 |
6,838.75 |
6,838.75 |
6,895.50 |
|
| S3 |
6,771.25 |
6,805.75 |
6,889.25 |
|
| S4 |
6,703.75 |
6,738.25 |
6,870.50 |
|
|
| 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 |
6,970.50 |
6,646.00 |
324.50 |
4.7% |
145.75 |
2.1% |
81% |
False |
False |
554,977 |
| 10 |
7,009.00 |
6,646.00 |
363.00 |
5.3% |
136.50 |
2.0% |
72% |
False |
False |
483,472 |
| 20 |
7,009.00 |
6,164.00 |
845.00 |
12.2% |
172.25 |
2.5% |
88% |
False |
False |
515,333 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
137.00 |
2.0% |
84% |
False |
False |
460,184 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
111.25 |
1.6% |
84% |
False |
False |
381,831 |
| 80 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
101.00 |
1.5% |
84% |
False |
False |
287,359 |
| 100 |
7,047.25 |
6,024.00 |
1,023.25 |
14.8% |
91.00 |
1.3% |
86% |
False |
False |
230,010 |
| 120 |
7,047.25 |
5,853.25 |
1,194.00 |
17.3% |
84.00 |
1.2% |
88% |
False |
False |
191,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,226.00 |
|
2.618 |
7,116.00 |
|
1.618 |
7,048.50 |
|
1.000 |
7,006.75 |
|
0.618 |
6,981.00 |
|
HIGH |
6,939.25 |
|
0.618 |
6,913.50 |
|
0.500 |
6,905.50 |
|
0.382 |
6,897.50 |
|
LOW |
6,871.75 |
|
0.618 |
6,830.00 |
|
1.000 |
6,804.25 |
|
1.618 |
6,762.50 |
|
2.618 |
6,695.00 |
|
4.250 |
6,585.00 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,907.00 |
6,869.50 |
| PP |
6,906.25 |
6,831.00 |
| S1 |
6,905.50 |
6,792.50 |
|