Trading Metrics calculated at close of trading on 06-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,324.9 |
1,321.0 |
-3.9 |
-0.3% |
1,330.4 |
High |
1,328.9 |
1,339.9 |
11.0 |
0.8% |
1,342.9 |
Low |
1,318.3 |
1,320.8 |
2.5 |
0.2% |
1,303.6 |
Close |
1,319.9 |
1,335.2 |
15.3 |
1.2% |
1,323.4 |
Range |
10.6 |
19.1 |
8.5 |
80.2% |
39.3 |
ATR |
15.9 |
16.2 |
0.3 |
1.8% |
0.0 |
Volume |
221,216 |
285,918 |
64,702 |
29.2% |
1,531,891 |
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.3 |
1,381.3 |
1,345.7 |
|
R3 |
1,370.2 |
1,362.2 |
1,340.5 |
|
R2 |
1,351.1 |
1,351.1 |
1,338.7 |
|
R1 |
1,343.1 |
1,343.1 |
1,337.0 |
1,347.1 |
PP |
1,332.0 |
1,332.0 |
1,332.0 |
1,334.0 |
S1 |
1,324.0 |
1,324.0 |
1,333.4 |
1,328.0 |
S2 |
1,312.9 |
1,312.9 |
1,331.7 |
|
S3 |
1,293.8 |
1,304.9 |
1,329.9 |
|
S4 |
1,274.7 |
1,285.8 |
1,324.7 |
|
|
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 |
1,339.9 |
1,303.6 |
36.3 |
2.7% |
13.2 |
1.0% |
87% |
True |
False |
291,413 |
10 |
1,342.9 |
1,303.6 |
39.3 |
2.9% |
13.7 |
1.0% |
80% |
False |
False |
266,873 |
20 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
16.2 |
1.2% |
52% |
False |
False |
294,900 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.4 |
1.2% |
47% |
False |
False |
222,972 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.9 |
1.0% |
72% |
False |
False |
151,361 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.3 |
1.0% |
72% |
False |
False |
114,368 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.9 |
1.0% |
72% |
False |
False |
91,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.1 |
2.618 |
1,389.9 |
1.618 |
1,370.8 |
1.000 |
1,359.0 |
0.618 |
1,351.7 |
HIGH |
1,339.9 |
0.618 |
1,332.6 |
0.500 |
1,330.4 |
0.382 |
1,328.1 |
LOW |
1,320.8 |
0.618 |
1,309.0 |
1.000 |
1,301.7 |
1.618 |
1,289.9 |
2.618 |
1,270.8 |
4.250 |
1,239.6 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,333.6 |
1,332.8 |
PP |
1,332.0 |
1,330.4 |
S1 |
1,330.4 |
1,328.1 |
|