| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,688.25 |
2,723.75 |
35.50 |
1.3% |
2,755.25 |
| High |
2,732.50 |
2,739.00 |
6.50 |
0.2% |
2,795.00 |
| Low |
2,669.00 |
2,715.25 |
46.25 |
1.7% |
2,651.75 |
| Close |
2,723.00 |
2,729.00 |
6.00 |
0.2% |
2,694.75 |
| Range |
63.50 |
23.75 |
-39.75 |
-62.6% |
143.25 |
| ATR |
53.34 |
51.22 |
-2.11 |
-4.0% |
0.00 |
| Volume |
55,825 |
127,304 |
71,479 |
128.0% |
190,100 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,799.00 |
2,787.75 |
2,742.00 |
|
| R3 |
2,775.25 |
2,764.00 |
2,735.50 |
|
| R2 |
2,751.50 |
2,751.50 |
2,733.25 |
|
| R1 |
2,740.25 |
2,740.25 |
2,731.25 |
2,746.00 |
| PP |
2,727.75 |
2,727.75 |
2,727.75 |
2,730.50 |
| S1 |
2,716.50 |
2,716.50 |
2,726.75 |
2,722.00 |
| S2 |
2,704.00 |
2,704.00 |
2,724.75 |
|
| S3 |
2,680.25 |
2,692.75 |
2,722.50 |
|
| S4 |
2,656.50 |
2,669.00 |
2,716.00 |
|
|
| 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 |
2,767.00 |
2,651.75 |
115.25 |
4.2% |
51.75 |
1.9% |
67% |
False |
False |
63,679 |
| 10 |
2,795.00 |
2,651.75 |
143.25 |
5.2% |
49.50 |
1.8% |
54% |
False |
False |
42,317 |
| 20 |
2,795.00 |
2,532.50 |
262.50 |
9.6% |
61.50 |
2.3% |
75% |
False |
False |
31,345 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
48.25 |
1.8% |
56% |
False |
False |
24,002 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
37.50 |
1.4% |
56% |
False |
False |
17,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,840.00 |
|
2.618 |
2,801.25 |
|
1.618 |
2,777.50 |
|
1.000 |
2,762.75 |
|
0.618 |
2,753.75 |
|
HIGH |
2,739.00 |
|
0.618 |
2,730.00 |
|
0.500 |
2,727.00 |
|
0.382 |
2,724.25 |
|
LOW |
2,715.25 |
|
0.618 |
2,700.50 |
|
1.000 |
2,691.50 |
|
1.618 |
2,676.75 |
|
2.618 |
2,653.00 |
|
4.250 |
2,614.25 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,728.50 |
2,717.75 |
| PP |
2,727.75 |
2,706.50 |
| S1 |
2,727.00 |
2,695.50 |
|