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 |
1,318.9 |
1,319.3 |
0.4 |
0.0% |
1,350.2 |
High |
1,323.7 |
1,322.3 |
-1.4 |
-0.1% |
1,354.0 |
Low |
1,316.7 |
1,303.6 |
-13.1 |
-1.0% |
1,322.9 |
Close |
1,317.9 |
1,305.2 |
-12.7 |
-1.0% |
1,330.3 |
Range |
7.0 |
18.7 |
11.7 |
167.1% |
31.1 |
ATR |
15.7 |
15.9 |
0.2 |
1.4% |
0.0 |
Volume |
263,797 |
421,743 |
157,946 |
59.9% |
1,003,754 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.5 |
1,354.5 |
1,315.5 |
|
R3 |
1,347.8 |
1,335.8 |
1,310.3 |
|
R2 |
1,329.1 |
1,329.1 |
1,308.6 |
|
R1 |
1,317.1 |
1,317.1 |
1,306.9 |
1,313.8 |
PP |
1,310.4 |
1,310.4 |
1,310.4 |
1,308.7 |
S1 |
1,298.4 |
1,298.4 |
1,303.5 |
1,295.1 |
S2 |
1,291.7 |
1,291.7 |
1,301.8 |
|
S3 |
1,273.0 |
1,279.7 |
1,300.1 |
|
S4 |
1,254.3 |
1,261.0 |
1,294.9 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.0 |
1,410.8 |
1,347.4 |
|
R3 |
1,397.9 |
1,379.7 |
1,338.9 |
|
R2 |
1,366.8 |
1,366.8 |
1,336.0 |
|
R1 |
1,348.6 |
1,348.6 |
1,333.2 |
1,342.2 |
PP |
1,335.7 |
1,335.7 |
1,335.7 |
1,332.5 |
S1 |
1,317.5 |
1,317.5 |
1,327.4 |
1,311.1 |
S2 |
1,304.6 |
1,304.6 |
1,324.6 |
|
S3 |
1,273.5 |
1,286.4 |
1,321.7 |
|
S4 |
1,242.4 |
1,255.3 |
1,313.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,342.9 |
1,303.6 |
39.3 |
3.0% |
14.2 |
1.1% |
4% |
False |
True |
287,069 |
10 |
1,364.4 |
1,303.6 |
60.8 |
4.7% |
14.6 |
1.1% |
3% |
False |
True |
277,707 |
20 |
1,364.4 |
1,303.6 |
60.8 |
4.7% |
16.7 |
1.3% |
3% |
False |
True |
308,703 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.4 |
1.2% |
2% |
False |
True |
205,298 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.8% |
13.7 |
1.1% |
49% |
False |
False |
138,608 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.8% |
13.3 |
1.0% |
49% |
False |
False |
104,803 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.8% |
12.8 |
1.0% |
49% |
False |
False |
84,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,401.8 |
2.618 |
1,371.3 |
1.618 |
1,352.6 |
1.000 |
1,341.0 |
0.618 |
1,333.9 |
HIGH |
1,322.3 |
0.618 |
1,315.2 |
0.500 |
1,313.0 |
0.382 |
1,310.7 |
LOW |
1,303.6 |
0.618 |
1,292.0 |
1.000 |
1,284.9 |
1.618 |
1,273.3 |
2.618 |
1,254.6 |
4.250 |
1,224.1 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,313.0 |
1,321.0 |
PP |
1,310.4 |
1,315.7 |
S1 |
1,307.8 |
1,310.5 |
|