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 |
3,246.0 |
3,291.0 |
45.0 |
1.4% |
3,371.0 |
High |
3,285.0 |
3,303.0 |
18.0 |
0.5% |
3,394.0 |
Low |
3,205.0 |
3,266.0 |
61.0 |
1.9% |
3,227.0 |
Close |
3,274.0 |
3,270.0 |
-4.0 |
-0.1% |
3,238.0 |
Range |
80.0 |
37.0 |
-43.0 |
-53.8% |
167.0 |
ATR |
56.9 |
55.5 |
-1.4 |
-2.5% |
0.0 |
Volume |
9,637 |
157,813 |
148,176 |
1,537.6% |
77,799 |
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,390.7 |
3,367.3 |
3,290.4 |
|
R3 |
3,353.7 |
3,330.3 |
3,280.2 |
|
R2 |
3,316.7 |
3,316.7 |
3,276.8 |
|
R1 |
3,293.3 |
3,293.3 |
3,273.4 |
3,286.5 |
PP |
3,279.7 |
3,279.7 |
3,279.7 |
3,276.3 |
S1 |
3,256.3 |
3,256.3 |
3,266.6 |
3,249.5 |
S2 |
3,242.7 |
3,242.7 |
3,263.2 |
|
S3 |
3,205.7 |
3,219.3 |
3,259.8 |
|
S4 |
3,168.7 |
3,182.3 |
3,249.7 |
|
|
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 |
3,376.0 |
3,205.0 |
171.0 |
5.2% |
61.2 |
1.9% |
38% |
False |
False |
44,797 |
10 |
3,394.0 |
3,205.0 |
189.0 |
5.8% |
48.4 |
1.5% |
34% |
False |
False |
25,985 |
20 |
3,394.0 |
3,175.0 |
219.0 |
6.7% |
52.4 |
1.6% |
43% |
False |
False |
16,030 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.8% |
48.1 |
1.5% |
23% |
False |
False |
10,935 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.8% |
41.6 |
1.3% |
23% |
False |
False |
7,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,460.3 |
2.618 |
3,399.9 |
1.618 |
3,362.9 |
1.000 |
3,340.0 |
0.618 |
3,325.9 |
HIGH |
3,303.0 |
0.618 |
3,288.9 |
0.500 |
3,284.5 |
0.382 |
3,280.1 |
LOW |
3,266.0 |
0.618 |
3,243.1 |
1.000 |
3,229.0 |
1.618 |
3,206.1 |
2.618 |
3,169.1 |
4.250 |
3,108.8 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,284.5 |
3,264.7 |
PP |
3,279.7 |
3,259.3 |
S1 |
3,274.8 |
3,254.0 |
|