Trading Metrics calculated at close of trading on 05-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,318.0 |
1,324.9 |
6.9 |
0.5% |
1,330.4 |
High |
1,326.6 |
1,328.9 |
2.3 |
0.2% |
1,342.9 |
Low |
1,316.2 |
1,318.3 |
2.1 |
0.2% |
1,303.6 |
Close |
1,323.4 |
1,319.9 |
-3.5 |
-0.3% |
1,323.4 |
Range |
10.4 |
10.6 |
0.2 |
1.9% |
39.3 |
ATR |
16.3 |
15.9 |
-0.4 |
-2.5% |
0.0 |
Volume |
264,391 |
221,216 |
-43,175 |
-16.3% |
1,531,891 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.2 |
1,347.6 |
1,325.7 |
|
R3 |
1,343.6 |
1,337.0 |
1,322.8 |
|
R2 |
1,333.0 |
1,333.0 |
1,321.8 |
|
R1 |
1,326.4 |
1,326.4 |
1,320.9 |
1,324.4 |
PP |
1,322.4 |
1,322.4 |
1,322.4 |
1,321.4 |
S1 |
1,315.8 |
1,315.8 |
1,318.9 |
1,313.8 |
S2 |
1,311.8 |
1,311.8 |
1,318.0 |
|
S3 |
1,301.2 |
1,305.2 |
1,317.0 |
|
S4 |
1,290.6 |
1,294.6 |
1,314.1 |
|
|
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 |
1,338.4 |
1,303.6 |
34.8 |
2.6% |
14.1 |
1.1% |
47% |
False |
False |
301,172 |
10 |
1,354.0 |
1,303.6 |
50.4 |
3.8% |
14.1 |
1.1% |
32% |
False |
False |
275,686 |
20 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
15.9 |
1.2% |
27% |
False |
False |
295,888 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.1 |
1.1% |
24% |
False |
False |
216,186 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.7 |
1.0% |
60% |
False |
False |
146,625 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.2 |
1.0% |
60% |
False |
False |
110,836 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
12.8 |
1.0% |
60% |
False |
False |
89,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.0 |
2.618 |
1,356.7 |
1.618 |
1,346.1 |
1.000 |
1,339.5 |
0.618 |
1,335.5 |
HIGH |
1,328.9 |
0.618 |
1,324.9 |
0.500 |
1,323.6 |
0.382 |
1,322.3 |
LOW |
1,318.3 |
0.618 |
1,311.7 |
1.000 |
1,307.7 |
1.618 |
1,301.1 |
2.618 |
1,290.5 |
4.250 |
1,273.3 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,323.6 |
1,318.7 |
PP |
1,322.4 |
1,317.5 |
S1 |
1,321.1 |
1,316.3 |
|