| Trading Metrics calculated at close of trading on 01-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,751.75 |
2,723.75 |
-28.00 |
-1.0% |
2,737.50 |
| High |
2,767.00 |
2,736.00 |
-31.00 |
-1.1% |
2,754.50 |
| Low |
2,716.75 |
2,663.50 |
-53.25 |
-2.0% |
2,686.75 |
| Close |
2,719.50 |
2,683.00 |
-36.50 |
-1.3% |
2,753.25 |
| Range |
50.25 |
72.50 |
22.25 |
44.3% |
67.75 |
| ATR |
51.34 |
52.85 |
1.51 |
2.9% |
0.00 |
| Volume |
34,843 |
55,226 |
20,383 |
58.5% |
59,016 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,911.75 |
2,869.75 |
2,723.00 |
|
| R3 |
2,839.25 |
2,797.25 |
2,703.00 |
|
| R2 |
2,766.75 |
2,766.75 |
2,696.25 |
|
| R1 |
2,724.75 |
2,724.75 |
2,689.75 |
2,709.50 |
| PP |
2,694.25 |
2,694.25 |
2,694.25 |
2,686.50 |
| S1 |
2,652.25 |
2,652.25 |
2,676.25 |
2,637.00 |
| S2 |
2,621.75 |
2,621.75 |
2,669.75 |
|
| S3 |
2,549.25 |
2,579.75 |
2,663.00 |
|
| S4 |
2,476.75 |
2,507.25 |
2,643.00 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.75 |
2,911.75 |
2,790.50 |
|
| R3 |
2,867.00 |
2,844.00 |
2,772.00 |
|
| R2 |
2,799.25 |
2,799.25 |
2,765.75 |
|
| R1 |
2,776.25 |
2,776.25 |
2,759.50 |
2,787.75 |
| PP |
2,731.50 |
2,731.50 |
2,731.50 |
2,737.25 |
| S1 |
2,708.50 |
2,708.50 |
2,747.00 |
2,720.00 |
| S2 |
2,663.75 |
2,663.75 |
2,740.75 |
|
| S3 |
2,596.00 |
2,640.75 |
2,734.50 |
|
| S4 |
2,528.25 |
2,573.00 |
2,716.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,795.00 |
2,663.50 |
131.50 |
4.9% |
51.50 |
1.9% |
15% |
False |
True |
31,973 |
| 10 |
2,795.00 |
2,663.50 |
131.50 |
4.9% |
48.25 |
1.8% |
15% |
False |
True |
25,056 |
| 20 |
2,841.75 |
2,532.50 |
309.25 |
11.5% |
68.25 |
2.5% |
49% |
False |
False |
23,327 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
46.25 |
1.7% |
43% |
False |
False |
18,636 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
36.50 |
1.4% |
43% |
False |
False |
13,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,044.00 |
|
2.618 |
2,925.75 |
|
1.618 |
2,853.25 |
|
1.000 |
2,808.50 |
|
0.618 |
2,780.75 |
|
HIGH |
2,736.00 |
|
0.618 |
2,708.25 |
|
0.500 |
2,699.75 |
|
0.382 |
2,691.25 |
|
LOW |
2,663.50 |
|
0.618 |
2,618.75 |
|
1.000 |
2,591.00 |
|
1.618 |
2,546.25 |
|
2.618 |
2,473.75 |
|
4.250 |
2,355.50 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,699.75 |
2,729.25 |
| PP |
2,694.25 |
2,713.75 |
| S1 |
2,688.50 |
2,698.50 |
|