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 |
1,321.0 |
1,339.5 |
18.5 |
1.4% |
1,330.4 |
High |
1,339.9 |
1,342.0 |
2.1 |
0.2% |
1,342.9 |
Low |
1,320.8 |
1,323.0 |
2.2 |
0.2% |
1,303.6 |
Close |
1,335.2 |
1,327.6 |
-7.6 |
-0.6% |
1,323.4 |
Range |
19.1 |
19.0 |
-0.1 |
-0.5% |
39.3 |
ATR |
16.2 |
16.4 |
0.2 |
1.2% |
0.0 |
Volume |
285,918 |
305,077 |
19,159 |
6.7% |
1,531,891 |
|
Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.9 |
1,376.7 |
1,338.1 |
|
R3 |
1,368.9 |
1,357.7 |
1,332.8 |
|
R2 |
1,349.9 |
1,349.9 |
1,331.1 |
|
R1 |
1,338.7 |
1,338.7 |
1,329.3 |
1,334.8 |
PP |
1,330.9 |
1,330.9 |
1,330.9 |
1,328.9 |
S1 |
1,319.7 |
1,319.7 |
1,325.9 |
1,315.8 |
S2 |
1,311.9 |
1,311.9 |
1,324.1 |
|
S3 |
1,292.9 |
1,300.7 |
1,322.4 |
|
S4 |
1,273.9 |
1,281.7 |
1,317.2 |
|
|
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 |
1,342.0 |
1,303.6 |
38.4 |
2.9% |
15.6 |
1.2% |
63% |
True |
False |
299,669 |
10 |
1,342.9 |
1,303.6 |
39.3 |
3.0% |
14.2 |
1.1% |
61% |
False |
False |
271,819 |
20 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
15.8 |
1.2% |
39% |
False |
False |
286,486 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.7 |
1.2% |
36% |
False |
False |
229,807 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.9 |
1.0% |
66% |
False |
False |
156,370 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.4 |
1.0% |
66% |
False |
False |
118,132 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.0 |
1.0% |
66% |
False |
False |
94,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.8 |
2.618 |
1,391.7 |
1.618 |
1,372.7 |
1.000 |
1,361.0 |
0.618 |
1,353.7 |
HIGH |
1,342.0 |
0.618 |
1,334.7 |
0.500 |
1,332.5 |
0.382 |
1,330.3 |
LOW |
1,323.0 |
0.618 |
1,311.3 |
1.000 |
1,304.0 |
1.618 |
1,292.3 |
2.618 |
1,273.3 |
4.250 |
1,242.3 |
|
|
Fisher Pivots for day following 07-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,332.5 |
1,330.2 |
PP |
1,330.9 |
1,329.3 |
S1 |
1,329.2 |
1,328.5 |
|