| 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 |
2,708.00 |
2,728.50 |
20.50 |
0.8% |
2,755.25 |
| High |
2,735.25 |
2,745.50 |
10.25 |
0.4% |
2,795.00 |
| Low |
2,686.50 |
2,724.25 |
37.75 |
1.4% |
2,651.75 |
| Close |
2,728.25 |
2,744.25 |
16.00 |
0.6% |
2,694.75 |
| Range |
48.75 |
21.25 |
-27.50 |
-56.4% |
143.25 |
| ATR |
51.05 |
48.92 |
-2.13 |
-4.2% |
0.00 |
| Volume |
237,628 |
653,581 |
415,953 |
175.0% |
190,100 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.75 |
2,794.25 |
2,756.00 |
|
| R3 |
2,780.50 |
2,773.00 |
2,750.00 |
|
| R2 |
2,759.25 |
2,759.25 |
2,748.25 |
|
| R1 |
2,751.75 |
2,751.75 |
2,746.25 |
2,755.50 |
| PP |
2,738.00 |
2,738.00 |
2,738.00 |
2,740.00 |
| S1 |
2,730.50 |
2,730.50 |
2,742.25 |
2,734.25 |
| S2 |
2,716.75 |
2,716.75 |
2,740.25 |
|
| S3 |
2,695.50 |
2,709.25 |
2,738.50 |
|
| S4 |
2,674.25 |
2,688.00 |
2,732.50 |
|
|
| 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 |
2,745.50 |
2,651.75 |
93.75 |
3.4% |
41.25 |
1.5% |
99% |
True |
False |
223,907 |
| 10 |
2,795.00 |
2,651.75 |
143.25 |
5.2% |
46.25 |
1.7% |
65% |
False |
False |
127,940 |
| 20 |
2,795.00 |
2,533.00 |
262.00 |
9.5% |
53.25 |
1.9% |
81% |
False |
False |
72,665 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
49.25 |
1.8% |
60% |
False |
False |
46,139 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
38.25 |
1.4% |
60% |
False |
False |
31,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,835.75 |
|
2.618 |
2,801.25 |
|
1.618 |
2,780.00 |
|
1.000 |
2,766.75 |
|
0.618 |
2,758.75 |
|
HIGH |
2,745.50 |
|
0.618 |
2,737.50 |
|
0.500 |
2,735.00 |
|
0.382 |
2,732.25 |
|
LOW |
2,724.25 |
|
0.618 |
2,711.00 |
|
1.000 |
2,703.00 |
|
1.618 |
2,689.75 |
|
2.618 |
2,668.50 |
|
4.250 |
2,634.00 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,741.00 |
2,734.75 |
| PP |
2,738.00 |
2,725.50 |
| S1 |
2,735.00 |
2,716.00 |
|