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 |
1,545.8 |
1,541.7 |
-4.1 |
-0.3% |
1,551.3 |
High |
1,562.5 |
1,578.1 |
15.6 |
1.0% |
1,567.5 |
Low |
1,535.9 |
1,539.3 |
3.4 |
0.2% |
1,490.4 |
Close |
1,559.0 |
1,573.3 |
14.3 |
0.9% |
1,530.0 |
Range |
26.6 |
38.8 |
12.2 |
45.9% |
77.1 |
ATR |
32.2 |
32.6 |
0.5 |
1.5% |
0.0 |
Volume |
17,115 |
16,075 |
-1,040 |
-6.1% |
88,380 |
|
Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,680.0 |
1,665.5 |
1,594.8 |
|
R3 |
1,641.3 |
1,626.8 |
1,584.0 |
|
R2 |
1,602.3 |
1,602.3 |
1,580.5 |
|
R1 |
1,587.8 |
1,587.8 |
1,576.8 |
1,595.0 |
PP |
1,563.5 |
1,563.5 |
1,563.5 |
1,567.3 |
S1 |
1,549.0 |
1,549.0 |
1,569.8 |
1,556.3 |
S2 |
1,524.8 |
1,524.8 |
1,566.3 |
|
S3 |
1,486.0 |
1,510.3 |
1,562.8 |
|
S4 |
1,447.3 |
1,471.5 |
1,552.0 |
|
|
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 |
1,578.1 |
1,490.4 |
87.7 |
5.6% |
35.8 |
2.3% |
95% |
True |
False |
19,707 |
10 |
1,578.1 |
1,490.4 |
87.7 |
5.6% |
32.3 |
2.0% |
95% |
True |
False |
16,630 |
20 |
1,578.1 |
1,434.0 |
144.1 |
9.2% |
33.5 |
2.1% |
97% |
True |
False |
22,826 |
40 |
1,619.2 |
1,411.8 |
207.4 |
13.2% |
31.3 |
2.0% |
78% |
False |
False |
24,264 |
60 |
1,619.2 |
1,411.8 |
207.4 |
13.2% |
26.0 |
1.7% |
78% |
False |
False |
22,712 |
80 |
1,619.2 |
1,411.8 |
207.4 |
13.2% |
22.5 |
1.4% |
78% |
False |
False |
17,105 |
100 |
1,619.2 |
1,411.8 |
207.4 |
13.2% |
18.8 |
1.2% |
78% |
False |
False |
13,685 |
120 |
1,619.2 |
1,411.8 |
207.4 |
13.2% |
16.3 |
1.0% |
78% |
False |
False |
11,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,743.0 |
2.618 |
1,679.8 |
1.618 |
1,641.0 |
1.000 |
1,617.0 |
0.618 |
1,602.0 |
HIGH |
1,578.0 |
0.618 |
1,563.3 |
0.500 |
1,558.8 |
0.382 |
1,554.0 |
LOW |
1,539.3 |
0.618 |
1,515.3 |
1.000 |
1,500.5 |
1.618 |
1,476.5 |
2.618 |
1,437.8 |
4.250 |
1,374.5 |
|
|
Fisher Pivots for day following 07-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,568.5 |
1,564.5 |
PP |
1,563.5 |
1,555.5 |
S1 |
1,558.8 |
1,546.5 |
|