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 |
3,338.0 |
3,281.0 |
-57.0 |
-1.7% |
3,371.0 |
High |
3,348.0 |
3,288.0 |
-60.0 |
-1.8% |
3,394.0 |
Low |
3,265.0 |
3,227.0 |
-38.0 |
-1.2% |
3,227.0 |
Close |
3,305.0 |
3,238.0 |
-67.0 |
-2.0% |
3,238.0 |
Range |
83.0 |
61.0 |
-22.0 |
-26.5% |
167.0 |
ATR |
53.4 |
55.1 |
1.8 |
3.3% |
0.0 |
Volume |
35,359 |
17,845 |
-17,514 |
-49.5% |
77,799 |
|
Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,434.0 |
3,397.0 |
3,271.6 |
|
R3 |
3,373.0 |
3,336.0 |
3,254.8 |
|
R2 |
3,312.0 |
3,312.0 |
3,249.2 |
|
R1 |
3,275.0 |
3,275.0 |
3,243.6 |
3,263.0 |
PP |
3,251.0 |
3,251.0 |
3,251.0 |
3,245.0 |
S1 |
3,214.0 |
3,214.0 |
3,232.4 |
3,202.0 |
S2 |
3,190.0 |
3,190.0 |
3,226.8 |
|
S3 |
3,129.0 |
3,153.0 |
3,221.2 |
|
S4 |
3,068.0 |
3,092.0 |
3,204.5 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,787.3 |
3,679.7 |
3,329.9 |
|
R3 |
3,620.3 |
3,512.7 |
3,283.9 |
|
R2 |
3,453.3 |
3,453.3 |
3,268.6 |
|
R1 |
3,345.7 |
3,345.7 |
3,253.3 |
3,316.0 |
PP |
3,286.3 |
3,286.3 |
3,286.3 |
3,271.5 |
S1 |
3,178.7 |
3,178.7 |
3,222.7 |
3,149.0 |
S2 |
3,119.3 |
3,119.3 |
3,207.4 |
|
S3 |
2,952.3 |
3,011.7 |
3,192.1 |
|
S4 |
2,785.3 |
2,844.7 |
3,146.2 |
|
|
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 |
3,227.0 |
167.0 |
5.2% |
50.4 |
1.6% |
7% |
False |
True |
15,559 |
10 |
3,394.0 |
3,227.0 |
167.0 |
5.2% |
43.9 |
1.4% |
7% |
False |
True |
11,035 |
20 |
3,418.0 |
3,175.0 |
243.0 |
7.5% |
60.8 |
1.9% |
26% |
False |
False |
7,830 |
40 |
3,595.0 |
3,175.0 |
420.0 |
13.0% |
45.9 |
1.4% |
15% |
False |
False |
6,755 |
60 |
3,595.0 |
3,175.0 |
420.0 |
13.0% |
40.4 |
1.2% |
15% |
False |
False |
5,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,547.3 |
2.618 |
3,447.7 |
1.618 |
3,386.7 |
1.000 |
3,349.0 |
0.618 |
3,325.7 |
HIGH |
3,288.0 |
0.618 |
3,264.7 |
0.500 |
3,257.5 |
0.382 |
3,250.3 |
LOW |
3,227.0 |
0.618 |
3,189.3 |
1.000 |
3,166.0 |
1.618 |
3,128.3 |
2.618 |
3,067.3 |
4.250 |
2,967.8 |
|
|
Fisher Pivots for day following 02-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,257.5 |
3,301.5 |
PP |
3,251.0 |
3,280.3 |
S1 |
3,244.5 |
3,259.2 |
|