| 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 |
1,325.6 |
1,323.9 |
-1.7 |
-0.1% |
1,335.0 |
| High |
1,327.6 |
1,332.4 |
4.8 |
0.4% |
1,348.1 |
| Low |
1,309.3 |
1,321.9 |
12.6 |
1.0% |
1,309.3 |
| Close |
1,311.0 |
1,329.2 |
18.2 |
1.4% |
1,329.2 |
| Range |
18.3 |
10.5 |
-7.8 |
-42.6% |
38.8 |
| ATR |
15.4 |
15.8 |
0.4 |
2.8% |
0.0 |
| Volume |
27,765 |
10,253 |
-17,512 |
-63.1% |
91,704 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.3 |
1,354.8 |
1,335.0 |
|
| R3 |
1,348.8 |
1,344.3 |
1,332.1 |
|
| R2 |
1,338.3 |
1,338.3 |
1,331.1 |
|
| R1 |
1,333.8 |
1,333.8 |
1,330.2 |
1,336.1 |
| PP |
1,327.8 |
1,327.8 |
1,327.8 |
1,329.0 |
| S1 |
1,323.3 |
1,323.3 |
1,328.2 |
1,325.6 |
| S2 |
1,317.3 |
1,317.3 |
1,327.3 |
|
| S3 |
1,306.8 |
1,312.8 |
1,326.3 |
|
| S4 |
1,296.3 |
1,302.3 |
1,323.4 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.3 |
1,426.0 |
1,350.5 |
|
| R3 |
1,406.5 |
1,387.2 |
1,339.9 |
|
| R2 |
1,367.7 |
1,367.7 |
1,336.3 |
|
| R1 |
1,348.4 |
1,348.4 |
1,332.8 |
1,338.7 |
| PP |
1,328.9 |
1,328.9 |
1,328.9 |
1,324.0 |
| S1 |
1,309.6 |
1,309.6 |
1,325.6 |
1,299.9 |
| S2 |
1,290.1 |
1,290.1 |
1,322.1 |
|
| S3 |
1,251.3 |
1,270.8 |
1,318.5 |
|
| S4 |
1,212.5 |
1,232.0 |
1,307.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,348.1 |
1,309.3 |
38.8 |
2.9% |
14.5 |
1.1% |
51% |
False |
False |
18,340 |
| 10 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
14.3 |
1.1% |
33% |
False |
False |
14,611 |
| 20 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
16.1 |
1.2% |
33% |
False |
False |
11,074 |
| 40 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
14.7 |
1.1% |
30% |
False |
False |
9,262 |
| 60 |
1,375.5 |
1,247.2 |
128.3 |
9.7% |
13.3 |
1.0% |
64% |
False |
False |
7,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.0 |
|
2.618 |
1,359.9 |
|
1.618 |
1,349.4 |
|
1.000 |
1,342.9 |
|
0.618 |
1,338.9 |
|
HIGH |
1,332.4 |
|
0.618 |
1,328.4 |
|
0.500 |
1,327.2 |
|
0.382 |
1,325.9 |
|
LOW |
1,321.9 |
|
0.618 |
1,315.4 |
|
1.000 |
1,311.4 |
|
1.618 |
1,304.9 |
|
2.618 |
1,294.4 |
|
4.250 |
1,277.3 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,328.5 |
1,326.4 |
| PP |
1,327.8 |
1,323.6 |
| S1 |
1,327.2 |
1,320.9 |
|