Trading Metrics calculated at close of trading on 08-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1,339.5 |
1,326.2 |
-13.3 |
-1.0% |
1,330.4 |
High |
1,342.0 |
1,329.8 |
-12.2 |
-0.9% |
1,342.9 |
Low |
1,323.0 |
1,319.6 |
-3.4 |
-0.3% |
1,303.6 |
Close |
1,327.6 |
1,321.7 |
-5.9 |
-0.4% |
1,323.4 |
Range |
19.0 |
10.2 |
-8.8 |
-46.3% |
39.3 |
ATR |
16.4 |
15.9 |
-0.4 |
-2.7% |
0.0 |
Volume |
305,077 |
252,829 |
-52,248 |
-17.1% |
1,531,891 |
|
Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.3 |
1,348.2 |
1,327.3 |
|
R3 |
1,344.1 |
1,338.0 |
1,324.5 |
|
R2 |
1,333.9 |
1,333.9 |
1,323.6 |
|
R1 |
1,327.8 |
1,327.8 |
1,322.6 |
1,325.8 |
PP |
1,323.7 |
1,323.7 |
1,323.7 |
1,322.7 |
S1 |
1,317.6 |
1,317.6 |
1,320.8 |
1,315.6 |
S2 |
1,313.5 |
1,313.5 |
1,319.8 |
|
S3 |
1,303.3 |
1,307.4 |
1,318.9 |
|
S4 |
1,293.1 |
1,297.2 |
1,316.1 |
|
|
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 |
1,342.0 |
1,316.2 |
25.8 |
2.0% |
13.9 |
1.0% |
21% |
False |
False |
265,886 |
10 |
1,342.9 |
1,303.6 |
39.3 |
3.0% |
14.0 |
1.1% |
46% |
False |
False |
276,477 |
20 |
1,364.4 |
1,303.6 |
60.8 |
4.6% |
15.3 |
1.2% |
30% |
False |
False |
281,566 |
40 |
1,370.5 |
1,303.6 |
66.9 |
5.1% |
15.6 |
1.2% |
27% |
False |
False |
234,925 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.9 |
1.1% |
62% |
False |
False |
160,524 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.5 |
1.0% |
62% |
False |
False |
121,235 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.0 |
1.0% |
62% |
False |
False |
97,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.2 |
2.618 |
1,356.5 |
1.618 |
1,346.3 |
1.000 |
1,340.0 |
0.618 |
1,336.1 |
HIGH |
1,329.8 |
0.618 |
1,325.9 |
0.500 |
1,324.7 |
0.382 |
1,323.5 |
LOW |
1,319.6 |
0.618 |
1,313.3 |
1.000 |
1,309.4 |
1.618 |
1,303.1 |
2.618 |
1,292.9 |
4.250 |
1,276.3 |
|
|
Fisher Pivots for day following 08-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,324.7 |
1,330.8 |
PP |
1,323.7 |
1,327.8 |
S1 |
1,322.7 |
1,324.7 |
|