| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,684.50 |
2,688.25 |
3.75 |
0.1% |
2,755.25 |
| High |
2,700.50 |
2,732.50 |
32.00 |
1.2% |
2,795.00 |
| Low |
2,651.75 |
2,669.00 |
17.25 |
0.7% |
2,651.75 |
| Close |
2,694.75 |
2,723.00 |
28.25 |
1.0% |
2,694.75 |
| Range |
48.75 |
63.50 |
14.75 |
30.3% |
143.25 |
| ATR |
52.56 |
53.34 |
0.78 |
1.5% |
0.00 |
| Volume |
45,199 |
55,825 |
10,626 |
23.5% |
190,100 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,898.75 |
2,874.25 |
2,758.00 |
|
| R3 |
2,835.25 |
2,810.75 |
2,740.50 |
|
| R2 |
2,771.75 |
2,771.75 |
2,734.75 |
|
| R1 |
2,747.25 |
2,747.25 |
2,728.75 |
2,759.50 |
| PP |
2,708.25 |
2,708.25 |
2,708.25 |
2,714.25 |
| S1 |
2,683.75 |
2,683.75 |
2,717.25 |
2,696.00 |
| S2 |
2,644.75 |
2,644.75 |
2,711.25 |
|
| S3 |
2,581.25 |
2,620.25 |
2,705.50 |
|
| S4 |
2,517.75 |
2,556.75 |
2,688.00 |
|
|
| 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% |
56.50 |
2.1% |
50% |
False |
False |
44,895 |
| 10 |
2,795.00 |
2,651.75 |
143.25 |
5.3% |
51.25 |
1.9% |
50% |
False |
False |
30,494 |
| 20 |
2,795.00 |
2,532.50 |
262.50 |
9.6% |
68.75 |
2.5% |
73% |
False |
False |
26,672 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
48.00 |
1.8% |
54% |
False |
False |
21,009 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
37.25 |
1.4% |
54% |
False |
False |
15,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.50 |
|
2.618 |
2,898.75 |
|
1.618 |
2,835.25 |
|
1.000 |
2,796.00 |
|
0.618 |
2,771.75 |
|
HIGH |
2,732.50 |
|
0.618 |
2,708.25 |
|
0.500 |
2,700.75 |
|
0.382 |
2,693.25 |
|
LOW |
2,669.00 |
|
0.618 |
2,629.75 |
|
1.000 |
2,605.50 |
|
1.618 |
2,566.25 |
|
2.618 |
2,502.75 |
|
4.250 |
2,399.00 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.50 |
2,713.25 |
| PP |
2,708.25 |
2,703.50 |
| S1 |
2,700.75 |
2,694.00 |
|