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 |
1,319.3 |
1,318.0 |
-1.3 |
-0.1% |
1,330.4 |
High |
1,322.3 |
1,326.6 |
4.3 |
0.3% |
1,342.9 |
Low |
1,303.6 |
1,316.2 |
12.6 |
1.0% |
1,303.6 |
Close |
1,305.2 |
1,323.4 |
18.2 |
1.4% |
1,323.4 |
Range |
18.7 |
10.4 |
-8.3 |
-44.4% |
39.3 |
ATR |
15.9 |
16.3 |
0.4 |
2.5% |
0.0 |
Volume |
421,743 |
264,391 |
-157,352 |
-37.3% |
1,531,891 |
|
Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.3 |
1,348.7 |
1,329.1 |
|
R3 |
1,342.9 |
1,338.3 |
1,326.3 |
|
R2 |
1,332.5 |
1,332.5 |
1,325.3 |
|
R1 |
1,327.9 |
1,327.9 |
1,324.4 |
1,330.2 |
PP |
1,322.1 |
1,322.1 |
1,322.1 |
1,323.2 |
S1 |
1,317.5 |
1,317.5 |
1,322.4 |
1,319.8 |
S2 |
1,311.7 |
1,311.7 |
1,321.5 |
|
S3 |
1,301.3 |
1,307.1 |
1,320.5 |
|
S4 |
1,290.9 |
1,296.7 |
1,317.7 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.2 |
1,421.6 |
1,345.0 |
|
R3 |
1,401.9 |
1,382.3 |
1,334.2 |
|
R2 |
1,362.6 |
1,362.6 |
1,330.6 |
|
R1 |
1,343.0 |
1,343.0 |
1,327.0 |
1,333.2 |
PP |
1,323.3 |
1,323.3 |
1,323.3 |
1,318.4 |
S1 |
1,303.7 |
1,303.7 |
1,319.8 |
1,293.9 |
S2 |
1,284.0 |
1,284.0 |
1,316.2 |
|
S3 |
1,244.7 |
1,264.4 |
1,312.6 |
|
S4 |
1,205.4 |
1,225.1 |
1,301.8 |
|
|
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% |
15.0 |
1.1% |
50% |
False |
False |
306,378 |
10 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
14.8 |
1.1% |
33% |
False |
False |
276,654 |
20 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
16.6 |
1.3% |
33% |
False |
False |
306,398 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.4 |
1.2% |
30% |
False |
False |
211,396 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.8 |
1.0% |
63% |
False |
False |
142,990 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.2 |
1.0% |
63% |
False |
False |
108,096 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
12.8 |
1.0% |
63% |
False |
False |
86,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.8 |
2.618 |
1,353.8 |
1.618 |
1,343.4 |
1.000 |
1,337.0 |
0.618 |
1,333.0 |
HIGH |
1,326.6 |
0.618 |
1,322.6 |
0.500 |
1,321.4 |
0.382 |
1,320.2 |
LOW |
1,316.2 |
0.618 |
1,309.8 |
1.000 |
1,305.8 |
1.618 |
1,299.4 |
2.618 |
1,289.0 |
4.250 |
1,272.0 |
|
|
Fisher Pivots for day following 02-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,322.7 |
1,320.6 |
PP |
1,322.1 |
1,317.9 |
S1 |
1,321.4 |
1,315.1 |
|