| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,880.50 |
6,858.00 |
-22.50 |
-0.3% |
6,918.25 |
| High |
6,939.25 |
6,937.00 |
-2.25 |
0.0% |
7,009.00 |
| Low |
6,871.75 |
6,798.25 |
-73.50 |
-1.1% |
6,646.00 |
| Close |
6,907.75 |
6,924.50 |
16.75 |
0.2% |
6,804.75 |
| Range |
67.50 |
138.75 |
71.25 |
105.6% |
363.00 |
| ATR |
144.63 |
144.21 |
-0.42 |
-0.3% |
0.00 |
| Volume |
415,228 |
498,163 |
82,935 |
20.0% |
2,688,019 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,302.75 |
7,252.50 |
7,000.75 |
|
| R3 |
7,164.00 |
7,113.75 |
6,962.75 |
|
| R2 |
7,025.25 |
7,025.25 |
6,950.00 |
|
| R1 |
6,975.00 |
6,975.00 |
6,937.25 |
7,000.00 |
| PP |
6,886.50 |
6,886.50 |
6,886.50 |
6,899.25 |
| S1 |
6,836.25 |
6,836.25 |
6,911.75 |
6,861.50 |
| S2 |
6,747.75 |
6,747.75 |
6,899.00 |
|
| S3 |
6,609.00 |
6,697.50 |
6,886.25 |
|
| S4 |
6,470.25 |
6,558.75 |
6,848.25 |
|
|
| 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 |
6,939.25 |
6,646.00 |
293.25 |
4.2% |
151.00 |
2.2% |
95% |
False |
False |
562,246 |
| 10 |
7,009.00 |
6,646.00 |
363.00 |
5.2% |
135.75 |
2.0% |
77% |
False |
False |
489,268 |
| 20 |
7,009.00 |
6,164.00 |
845.00 |
12.2% |
158.25 |
2.3% |
90% |
False |
False |
499,570 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
139.50 |
2.0% |
86% |
False |
False |
467,676 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
112.75 |
1.6% |
86% |
False |
False |
388,933 |
| 80 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
102.25 |
1.5% |
86% |
False |
False |
293,581 |
| 100 |
7,047.25 |
6,024.00 |
1,023.25 |
14.8% |
92.00 |
1.3% |
88% |
False |
False |
234,989 |
| 120 |
7,047.25 |
5,853.25 |
1,194.00 |
17.2% |
84.75 |
1.2% |
90% |
False |
False |
195,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,526.75 |
|
2.618 |
7,300.25 |
|
1.618 |
7,161.50 |
|
1.000 |
7,075.75 |
|
0.618 |
7,022.75 |
|
HIGH |
6,937.00 |
|
0.618 |
6,884.00 |
|
0.500 |
6,867.50 |
|
0.382 |
6,851.25 |
|
LOW |
6,798.25 |
|
0.618 |
6,712.50 |
|
1.000 |
6,659.50 |
|
1.618 |
6,573.75 |
|
2.618 |
6,435.00 |
|
4.250 |
6,208.50 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,905.50 |
6,896.50 |
| PP |
6,886.50 |
6,868.75 |
| S1 |
6,867.50 |
6,841.00 |
|