Trading Metrics calculated at close of trading on 08-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,244.0 |
3,297.0 |
53.0 |
1.6% |
3,371.0 |
High |
3,298.0 |
3,333.0 |
35.0 |
1.1% |
3,394.0 |
Low |
3,235.0 |
3,286.0 |
51.0 |
1.6% |
3,227.0 |
Close |
3,291.0 |
3,329.0 |
38.0 |
1.2% |
3,238.0 |
Range |
63.0 |
47.0 |
-16.0 |
-25.4% |
167.0 |
ATR |
56.0 |
55.4 |
-0.6 |
-1.1% |
0.0 |
Volume |
379,251 |
616,794 |
237,543 |
62.6% |
77,799 |
|
Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,457.0 |
3,440.0 |
3,354.9 |
|
R3 |
3,410.0 |
3,393.0 |
3,341.9 |
|
R2 |
3,363.0 |
3,363.0 |
3,337.6 |
|
R1 |
3,346.0 |
3,346.0 |
3,333.3 |
3,354.5 |
PP |
3,316.0 |
3,316.0 |
3,316.0 |
3,320.3 |
S1 |
3,299.0 |
3,299.0 |
3,324.7 |
3,307.5 |
S2 |
3,269.0 |
3,269.0 |
3,320.4 |
|
S3 |
3,222.0 |
3,252.0 |
3,316.1 |
|
S4 |
3,175.0 |
3,205.0 |
3,303.2 |
|
|
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 |
3,333.0 |
3,205.0 |
128.0 |
3.8% |
57.6 |
1.7% |
97% |
True |
False |
236,268 |
10 |
3,394.0 |
3,205.0 |
189.0 |
5.7% |
51.3 |
1.5% |
66% |
False |
False |
124,738 |
20 |
3,394.0 |
3,175.0 |
219.0 |
6.6% |
50.1 |
1.5% |
70% |
False |
False |
65,665 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.6% |
49.7 |
1.5% |
37% |
False |
False |
35,455 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.6% |
42.9 |
1.3% |
37% |
False |
False |
24,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,532.8 |
2.618 |
3,456.0 |
1.618 |
3,409.0 |
1.000 |
3,380.0 |
0.618 |
3,362.0 |
HIGH |
3,333.0 |
0.618 |
3,315.0 |
0.500 |
3,309.5 |
0.382 |
3,304.0 |
LOW |
3,286.0 |
0.618 |
3,257.0 |
1.000 |
3,239.0 |
1.618 |
3,210.0 |
2.618 |
3,163.0 |
4.250 |
3,086.3 |
|
|
Fisher Pivots for day following 08-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,322.5 |
3,314.0 |
PP |
3,316.0 |
3,299.0 |
S1 |
3,309.5 |
3,284.0 |
|