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 |
3,352.0 |
3,338.0 |
-14.0 |
-0.4% |
3,350.0 |
High |
3,376.0 |
3,348.0 |
-28.0 |
-0.8% |
3,371.0 |
Low |
3,331.0 |
3,265.0 |
-66.0 |
-2.0% |
3,307.0 |
Close |
3,353.0 |
3,305.0 |
-48.0 |
-1.4% |
3,353.0 |
Range |
45.0 |
83.0 |
38.0 |
84.4% |
64.0 |
ATR |
50.7 |
53.4 |
2.7 |
5.3% |
0.0 |
Volume |
3,332 |
35,359 |
32,027 |
961.2% |
32,555 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,555.0 |
3,513.0 |
3,350.7 |
|
R3 |
3,472.0 |
3,430.0 |
3,327.8 |
|
R2 |
3,389.0 |
3,389.0 |
3,320.2 |
|
R1 |
3,347.0 |
3,347.0 |
3,312.6 |
3,326.5 |
PP |
3,306.0 |
3,306.0 |
3,306.0 |
3,295.8 |
S1 |
3,264.0 |
3,264.0 |
3,297.4 |
3,243.5 |
S2 |
3,223.0 |
3,223.0 |
3,289.8 |
|
S3 |
3,140.0 |
3,181.0 |
3,282.2 |
|
S4 |
3,057.0 |
3,098.0 |
3,259.4 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,535.7 |
3,508.3 |
3,388.2 |
|
R3 |
3,471.7 |
3,444.3 |
3,370.6 |
|
R2 |
3,407.7 |
3,407.7 |
3,364.7 |
|
R1 |
3,380.3 |
3,380.3 |
3,358.9 |
3,394.0 |
PP |
3,343.7 |
3,343.7 |
3,343.7 |
3,350.5 |
S1 |
3,316.3 |
3,316.3 |
3,347.1 |
3,330.0 |
S2 |
3,279.7 |
3,279.7 |
3,341.3 |
|
S3 |
3,215.7 |
3,252.3 |
3,335.4 |
|
S4 |
3,151.7 |
3,188.3 |
3,317.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,394.0 |
3,265.0 |
129.0 |
3.9% |
45.0 |
1.4% |
31% |
False |
True |
13,209 |
10 |
3,394.0 |
3,265.0 |
129.0 |
3.9% |
42.1 |
1.3% |
31% |
False |
True |
9,536 |
20 |
3,491.0 |
3,175.0 |
316.0 |
9.6% |
61.8 |
1.9% |
41% |
False |
False |
7,003 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.7% |
45.3 |
1.4% |
31% |
False |
False |
6,326 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.7% |
39.7 |
1.2% |
31% |
False |
False |
4,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,700.8 |
2.618 |
3,565.3 |
1.618 |
3,482.3 |
1.000 |
3,431.0 |
0.618 |
3,399.3 |
HIGH |
3,348.0 |
0.618 |
3,316.3 |
0.500 |
3,306.5 |
0.382 |
3,296.7 |
LOW |
3,265.0 |
0.618 |
3,213.7 |
1.000 |
3,182.0 |
1.618 |
3,130.7 |
2.618 |
3,047.7 |
4.250 |
2,912.3 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,306.5 |
3,327.0 |
PP |
3,306.0 |
3,319.7 |
S1 |
3,305.5 |
3,312.3 |
|