Trading Metrics calculated at close of trading on 02-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,514.4 |
1,508.9 |
-5.5 |
-0.4% |
1,551.3 |
High |
1,524.0 |
1,535.7 |
11.7 |
0.8% |
1,567.5 |
Low |
1,491.5 |
1,490.4 |
-1.1 |
-0.1% |
1,490.4 |
Close |
1,505.4 |
1,530.0 |
24.6 |
1.6% |
1,530.0 |
Range |
32.5 |
45.3 |
12.8 |
39.4% |
77.1 |
ATR |
31.3 |
32.3 |
1.0 |
3.2% |
0.0 |
Volume |
28,158 |
19,671 |
-8,487 |
-30.1% |
88,380 |
|
Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,654.5 |
1,637.5 |
1,555.0 |
|
R3 |
1,609.3 |
1,592.3 |
1,542.5 |
|
R2 |
1,564.0 |
1,564.0 |
1,538.3 |
|
R1 |
1,547.0 |
1,547.0 |
1,534.3 |
1,555.5 |
PP |
1,518.8 |
1,518.8 |
1,518.8 |
1,523.0 |
S1 |
1,501.8 |
1,501.8 |
1,525.8 |
1,510.3 |
S2 |
1,473.5 |
1,473.5 |
1,521.8 |
|
S3 |
1,428.0 |
1,456.5 |
1,517.5 |
|
S4 |
1,382.8 |
1,411.0 |
1,505.0 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,760.5 |
1,722.5 |
1,572.5 |
|
R3 |
1,683.5 |
1,645.3 |
1,551.3 |
|
R2 |
1,606.5 |
1,606.5 |
1,544.3 |
|
R1 |
1,568.3 |
1,568.3 |
1,537.0 |
1,548.8 |
PP |
1,529.3 |
1,529.3 |
1,529.3 |
1,519.5 |
S1 |
1,491.0 |
1,491.0 |
1,523.0 |
1,471.8 |
S2 |
1,452.3 |
1,452.3 |
1,515.8 |
|
S3 |
1,375.0 |
1,414.0 |
1,508.8 |
|
S4 |
1,298.0 |
1,337.0 |
1,487.5 |
|
|
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 |
1,490.4 |
77.1 |
5.0% |
33.3 |
2.2% |
51% |
False |
True |
17,676 |
10 |
1,567.5 |
1,490.4 |
77.1 |
5.0% |
29.5 |
1.9% |
51% |
False |
True |
17,446 |
20 |
1,580.8 |
1,411.8 |
169.0 |
11.0% |
40.3 |
2.6% |
70% |
False |
False |
28,073 |
40 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
29.5 |
1.9% |
57% |
False |
False |
24,130 |
60 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
25.3 |
1.7% |
57% |
False |
False |
21,943 |
80 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
21.5 |
1.4% |
57% |
False |
False |
16,471 |
100 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
17.8 |
1.2% |
57% |
False |
False |
13,178 |
120 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
15.5 |
1.0% |
57% |
False |
False |
10,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,728.3 |
2.618 |
1,654.3 |
1.618 |
1,609.0 |
1.000 |
1,581.0 |
0.618 |
1,563.8 |
HIGH |
1,535.8 |
0.618 |
1,518.5 |
0.500 |
1,513.0 |
0.382 |
1,507.8 |
LOW |
1,490.5 |
0.618 |
1,462.5 |
1.000 |
1,445.0 |
1.618 |
1,417.0 |
2.618 |
1,371.8 |
4.250 |
1,298.0 |
|
|
Fisher Pivots for day following 02-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,524.3 |
1,525.8 |
PP |
1,518.8 |
1,521.8 |
S1 |
1,513.0 |
1,517.5 |
|