Trading Metrics calculated at close of trading on 07-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,291.0 |
3,244.0 |
-47.0 |
-1.4% |
3,371.0 |
High |
3,303.0 |
3,298.0 |
-5.0 |
-0.2% |
3,394.0 |
Low |
3,266.0 |
3,235.0 |
-31.0 |
-0.9% |
3,227.0 |
Close |
3,270.0 |
3,291.0 |
21.0 |
0.6% |
3,238.0 |
Range |
37.0 |
63.0 |
26.0 |
70.3% |
167.0 |
ATR |
55.5 |
56.0 |
0.5 |
1.0% |
0.0 |
Volume |
157,813 |
379,251 |
221,438 |
140.3% |
77,799 |
|
Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,463.7 |
3,440.3 |
3,325.7 |
|
R3 |
3,400.7 |
3,377.3 |
3,308.3 |
|
R2 |
3,337.7 |
3,337.7 |
3,302.6 |
|
R1 |
3,314.3 |
3,314.3 |
3,296.8 |
3,326.0 |
PP |
3,274.7 |
3,274.7 |
3,274.7 |
3,280.5 |
S1 |
3,251.3 |
3,251.3 |
3,285.2 |
3,263.0 |
S2 |
3,211.7 |
3,211.7 |
3,279.5 |
|
S3 |
3,148.7 |
3,188.3 |
3,273.7 |
|
S4 |
3,085.7 |
3,125.3 |
3,256.4 |
|
|
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 |
3,348.0 |
3,205.0 |
143.0 |
4.3% |
64.8 |
2.0% |
60% |
False |
False |
119,981 |
10 |
3,394.0 |
3,205.0 |
189.0 |
5.7% |
51.2 |
1.6% |
46% |
False |
False |
63,789 |
20 |
3,394.0 |
3,175.0 |
219.0 |
6.7% |
52.7 |
1.6% |
53% |
False |
False |
34,931 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.8% |
49.2 |
1.5% |
28% |
False |
False |
20,041 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.8% |
42.4 |
1.3% |
28% |
False |
False |
14,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,565.8 |
2.618 |
3,462.9 |
1.618 |
3,399.9 |
1.000 |
3,361.0 |
0.618 |
3,336.9 |
HIGH |
3,298.0 |
0.618 |
3,273.9 |
0.500 |
3,266.5 |
0.382 |
3,259.1 |
LOW |
3,235.0 |
0.618 |
3,196.1 |
1.000 |
3,172.0 |
1.618 |
3,133.1 |
2.618 |
3,070.1 |
4.250 |
2,967.3 |
|
|
Fisher Pivots for day following 07-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,282.8 |
3,278.7 |
PP |
3,274.7 |
3,266.3 |
S1 |
3,266.5 |
3,254.0 |
|