| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,723.75 |
2,684.50 |
-39.25 |
-1.4% |
2,755.25 |
| High |
2,736.00 |
2,700.50 |
-35.50 |
-1.3% |
2,795.00 |
| Low |
2,663.50 |
2,651.75 |
-11.75 |
-0.4% |
2,651.75 |
| Close |
2,683.00 |
2,694.75 |
11.75 |
0.4% |
2,694.75 |
| Range |
72.50 |
48.75 |
-23.75 |
-32.8% |
143.25 |
| ATR |
52.85 |
52.56 |
-0.29 |
-0.6% |
0.00 |
| Volume |
55,226 |
45,199 |
-10,027 |
-18.2% |
190,100 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.50 |
2,810.50 |
2,721.50 |
|
| R3 |
2,779.75 |
2,761.75 |
2,708.25 |
|
| R2 |
2,731.00 |
2,731.00 |
2,703.75 |
|
| R1 |
2,713.00 |
2,713.00 |
2,699.25 |
2,722.00 |
| PP |
2,682.25 |
2,682.25 |
2,682.25 |
2,687.00 |
| S1 |
2,664.25 |
2,664.25 |
2,690.25 |
2,673.25 |
| S2 |
2,633.50 |
2,633.50 |
2,685.75 |
|
| S3 |
2,584.75 |
2,615.50 |
2,681.25 |
|
| S4 |
2,536.00 |
2,566.75 |
2,668.00 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,143.50 |
3,062.50 |
2,773.50 |
|
| R3 |
3,000.25 |
2,919.25 |
2,734.25 |
|
| R2 |
2,857.00 |
2,857.00 |
2,721.00 |
|
| R1 |
2,776.00 |
2,776.00 |
2,708.00 |
2,745.00 |
| PP |
2,713.75 |
2,713.75 |
2,713.75 |
2,698.25 |
| S1 |
2,632.75 |
2,632.75 |
2,681.50 |
2,601.50 |
| S2 |
2,570.50 |
2,570.50 |
2,668.50 |
|
| S3 |
2,427.25 |
2,489.50 |
2,655.25 |
|
| S4 |
2,284.00 |
2,346.25 |
2,616.00 |
|
|
| 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 |
2,651.75 |
143.25 |
5.3% |
53.00 |
2.0% |
30% |
False |
True |
38,020 |
| 10 |
2,795.00 |
2,651.75 |
143.25 |
5.3% |
48.25 |
1.8% |
30% |
False |
True |
26,691 |
| 20 |
2,835.00 |
2,532.50 |
302.50 |
11.2% |
69.25 |
2.6% |
54% |
False |
False |
24,809 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
13.0% |
47.00 |
1.7% |
46% |
False |
False |
19,655 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
13.0% |
36.75 |
1.4% |
46% |
False |
False |
14,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,907.75 |
|
2.618 |
2,828.25 |
|
1.618 |
2,779.50 |
|
1.000 |
2,749.25 |
|
0.618 |
2,730.75 |
|
HIGH |
2,700.50 |
|
0.618 |
2,682.00 |
|
0.500 |
2,676.00 |
|
0.382 |
2,670.25 |
|
LOW |
2,651.75 |
|
0.618 |
2,621.50 |
|
1.000 |
2,603.00 |
|
1.618 |
2,572.75 |
|
2.618 |
2,524.00 |
|
4.250 |
2,444.50 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,688.50 |
2,709.50 |
| PP |
2,682.25 |
2,704.50 |
| S1 |
2,676.00 |
2,699.50 |
|