| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,858.00 |
6,922.75 |
64.75 |
0.9% |
6,918.25 |
| High |
6,937.00 |
6,977.25 |
40.25 |
0.6% |
7,009.00 |
| Low |
6,798.25 |
6,913.50 |
115.25 |
1.7% |
6,646.00 |
| Close |
6,924.50 |
6,974.25 |
49.75 |
0.7% |
6,804.75 |
| Range |
138.75 |
63.75 |
-75.00 |
-54.1% |
363.00 |
| ATR |
144.21 |
138.46 |
-5.75 |
-4.0% |
0.00 |
| Volume |
498,163 |
388,688 |
-109,475 |
-22.0% |
2,688,019 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,146.25 |
7,124.00 |
7,009.25 |
|
| R3 |
7,082.50 |
7,060.25 |
6,991.75 |
|
| R2 |
7,018.75 |
7,018.75 |
6,986.00 |
|
| R1 |
6,996.50 |
6,996.50 |
6,980.00 |
7,007.50 |
| PP |
6,955.00 |
6,955.00 |
6,955.00 |
6,960.50 |
| S1 |
6,932.75 |
6,932.75 |
6,968.50 |
6,944.00 |
| S2 |
6,891.25 |
6,891.25 |
6,962.50 |
|
| S3 |
6,827.50 |
6,869.00 |
6,956.75 |
|
| S4 |
6,763.75 |
6,805.25 |
6,939.25 |
|
|
| 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 |
6,977.25 |
6,646.00 |
331.25 |
4.7% |
121.75 |
1.7% |
99% |
True |
False |
481,236 |
| 10 |
7,009.00 |
6,646.00 |
363.00 |
5.2% |
128.50 |
1.8% |
90% |
False |
False |
484,169 |
| 20 |
7,009.00 |
6,164.00 |
845.00 |
12.1% |
152.00 |
2.2% |
96% |
False |
False |
489,332 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
12.7% |
140.25 |
2.0% |
92% |
False |
False |
470,582 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
12.7% |
112.75 |
1.6% |
92% |
False |
False |
391,341 |
| 80 |
7,047.25 |
6,164.00 |
883.25 |
12.7% |
101.75 |
1.5% |
92% |
False |
False |
298,422 |
| 100 |
7,047.25 |
6,024.00 |
1,023.25 |
14.7% |
92.25 |
1.3% |
93% |
False |
False |
238,873 |
| 120 |
7,047.25 |
5,853.25 |
1,194.00 |
17.1% |
85.00 |
1.2% |
94% |
False |
False |
199,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,248.25 |
|
2.618 |
7,144.25 |
|
1.618 |
7,080.50 |
|
1.000 |
7,041.00 |
|
0.618 |
7,016.75 |
|
HIGH |
6,977.25 |
|
0.618 |
6,953.00 |
|
0.500 |
6,945.50 |
|
0.382 |
6,937.75 |
|
LOW |
6,913.50 |
|
0.618 |
6,874.00 |
|
1.000 |
6,849.75 |
|
1.618 |
6,810.25 |
|
2.618 |
6,746.50 |
|
4.250 |
6,642.50 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,964.50 |
6,945.50 |
| PP |
6,955.00 |
6,916.50 |
| S1 |
6,945.50 |
6,887.75 |
|