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 |
3,281.0 |
3,246.0 |
-35.0 |
-1.1% |
3,371.0 |
High |
3,288.0 |
3,285.0 |
-3.0 |
-0.1% |
3,394.0 |
Low |
3,227.0 |
3,205.0 |
-22.0 |
-0.7% |
3,227.0 |
Close |
3,238.0 |
3,274.0 |
36.0 |
1.1% |
3,238.0 |
Range |
61.0 |
80.0 |
19.0 |
31.1% |
167.0 |
ATR |
55.1 |
56.9 |
1.8 |
3.2% |
0.0 |
Volume |
17,845 |
9,637 |
-8,208 |
-46.0% |
77,799 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,494.7 |
3,464.3 |
3,318.0 |
|
R3 |
3,414.7 |
3,384.3 |
3,296.0 |
|
R2 |
3,334.7 |
3,334.7 |
3,288.7 |
|
R1 |
3,304.3 |
3,304.3 |
3,281.3 |
3,319.5 |
PP |
3,254.7 |
3,254.7 |
3,254.7 |
3,262.3 |
S1 |
3,224.3 |
3,224.3 |
3,266.7 |
3,239.5 |
S2 |
3,174.7 |
3,174.7 |
3,259.3 |
|
S3 |
3,094.7 |
3,144.3 |
3,252.0 |
|
S4 |
3,014.7 |
3,064.3 |
3,230.0 |
|
|
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 |
3,389.0 |
3,205.0 |
184.0 |
5.6% |
60.8 |
1.9% |
38% |
False |
True |
17,379 |
10 |
3,394.0 |
3,205.0 |
189.0 |
5.8% |
48.1 |
1.5% |
37% |
False |
True |
11,979 |
20 |
3,394.0 |
3,175.0 |
219.0 |
6.7% |
57.4 |
1.8% |
45% |
False |
False |
8,259 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.8% |
47.6 |
1.5% |
24% |
False |
False |
6,993 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.8% |
41.3 |
1.3% |
24% |
False |
False |
5,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,625.0 |
2.618 |
3,494.4 |
1.618 |
3,414.4 |
1.000 |
3,365.0 |
0.618 |
3,334.4 |
HIGH |
3,285.0 |
0.618 |
3,254.4 |
0.500 |
3,245.0 |
0.382 |
3,235.6 |
LOW |
3,205.0 |
0.618 |
3,155.6 |
1.000 |
3,125.0 |
1.618 |
3,075.6 |
2.618 |
2,995.6 |
4.250 |
2,865.0 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,264.3 |
3,276.5 |
PP |
3,254.7 |
3,275.7 |
S1 |
3,245.0 |
3,274.8 |
|