Trading Metrics calculated at close of trading on 01-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,540.9 |
1,514.4 |
-26.5 |
-1.7% |
1,540.0 |
High |
1,544.6 |
1,524.0 |
-20.6 |
-1.3% |
1,557.5 |
Low |
1,508.4 |
1,491.5 |
-16.9 |
-1.1% |
1,516.7 |
Close |
1,511.4 |
1,505.4 |
-6.0 |
-0.4% |
1,550.9 |
Range |
36.2 |
32.5 |
-3.7 |
-10.2% |
40.8 |
ATR |
31.2 |
31.3 |
0.1 |
0.3% |
0.0 |
Volume |
18,301 |
28,158 |
9,857 |
53.9% |
64,069 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,604.5 |
1,587.5 |
1,523.3 |
|
R3 |
1,572.0 |
1,555.0 |
1,514.3 |
|
R2 |
1,539.5 |
1,539.5 |
1,511.3 |
|
R1 |
1,522.5 |
1,522.5 |
1,508.5 |
1,514.8 |
PP |
1,507.0 |
1,507.0 |
1,507.0 |
1,503.0 |
S1 |
1,490.0 |
1,490.0 |
1,502.5 |
1,482.3 |
S2 |
1,474.5 |
1,474.5 |
1,499.5 |
|
S3 |
1,442.0 |
1,457.5 |
1,496.5 |
|
S4 |
1,409.5 |
1,425.0 |
1,487.5 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,664.0 |
1,648.3 |
1,573.3 |
|
R3 |
1,623.3 |
1,607.5 |
1,562.0 |
|
R2 |
1,582.5 |
1,582.5 |
1,558.5 |
|
R1 |
1,566.8 |
1,566.8 |
1,554.8 |
1,574.5 |
PP |
1,541.8 |
1,541.8 |
1,541.8 |
1,545.8 |
S1 |
1,526.0 |
1,526.0 |
1,547.3 |
1,533.8 |
S2 |
1,501.0 |
1,501.0 |
1,543.5 |
|
S3 |
1,460.0 |
1,485.0 |
1,539.8 |
|
S4 |
1,419.3 |
1,444.3 |
1,528.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,567.5 |
1,491.5 |
76.0 |
5.0% |
28.5 |
1.9% |
18% |
False |
True |
15,648 |
10 |
1,567.5 |
1,491.5 |
76.0 |
5.0% |
27.8 |
1.8% |
18% |
False |
True |
17,648 |
20 |
1,584.9 |
1,411.8 |
173.1 |
11.5% |
39.0 |
2.6% |
54% |
False |
False |
28,302 |
40 |
1,619.2 |
1,411.8 |
207.4 |
13.8% |
28.8 |
1.9% |
45% |
False |
False |
24,043 |
60 |
1,619.2 |
1,411.8 |
207.4 |
13.8% |
25.0 |
1.7% |
45% |
False |
False |
21,622 |
80 |
1,619.2 |
1,411.8 |
207.4 |
13.8% |
21.0 |
1.4% |
45% |
False |
False |
16,225 |
100 |
1,619.2 |
1,411.8 |
207.4 |
13.8% |
17.5 |
1.2% |
45% |
False |
False |
12,982 |
120 |
1,619.2 |
1,411.8 |
207.4 |
13.8% |
15.0 |
1.0% |
45% |
False |
False |
10,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,662.0 |
2.618 |
1,609.0 |
1.618 |
1,576.5 |
1.000 |
1,556.5 |
0.618 |
1,544.0 |
HIGH |
1,524.0 |
0.618 |
1,511.5 |
0.500 |
1,507.8 |
0.382 |
1,504.0 |
LOW |
1,491.5 |
0.618 |
1,471.5 |
1.000 |
1,459.0 |
1.618 |
1,439.0 |
2.618 |
1,406.5 |
4.250 |
1,353.5 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,507.8 |
1,529.5 |
PP |
1,507.0 |
1,521.5 |
S1 |
1,506.3 |
1,513.5 |
|