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 |
1,323.9 |
1,330.6 |
6.7 |
0.5% |
1,335.0 |
High |
1,332.4 |
1,334.4 |
2.0 |
0.2% |
1,348.1 |
Low |
1,321.9 |
1,324.0 |
2.1 |
0.2% |
1,309.3 |
Close |
1,329.2 |
1,325.7 |
-3.5 |
-0.3% |
1,329.2 |
Range |
10.5 |
10.4 |
-0.1 |
-1.0% |
38.8 |
ATR |
15.8 |
15.5 |
-0.4 |
-2.5% |
0.0 |
Volume |
10,253 |
16,202 |
5,949 |
58.0% |
91,704 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.2 |
1,352.9 |
1,331.4 |
|
R3 |
1,348.8 |
1,342.5 |
1,328.6 |
|
R2 |
1,338.4 |
1,338.4 |
1,327.6 |
|
R1 |
1,332.1 |
1,332.1 |
1,326.7 |
1,330.1 |
PP |
1,328.0 |
1,328.0 |
1,328.0 |
1,327.0 |
S1 |
1,321.7 |
1,321.7 |
1,324.7 |
1,319.7 |
S2 |
1,317.6 |
1,317.6 |
1,323.8 |
|
S3 |
1,307.2 |
1,311.3 |
1,322.8 |
|
S4 |
1,296.8 |
1,300.9 |
1,320.0 |
|
|
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 |
1,343.8 |
1,309.3 |
34.5 |
2.6% |
13.9 |
1.0% |
48% |
False |
False |
18,511 |
10 |
1,359.0 |
1,309.3 |
49.7 |
3.7% |
13.7 |
1.0% |
33% |
False |
False |
14,459 |
20 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
15.5 |
1.2% |
27% |
False |
False |
11,542 |
40 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
14.5 |
1.1% |
25% |
False |
False |
9,480 |
60 |
1,375.5 |
1,247.2 |
128.3 |
9.7% |
13.2 |
1.0% |
61% |
False |
False |
7,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.6 |
2.618 |
1,361.6 |
1.618 |
1,351.2 |
1.000 |
1,344.8 |
0.618 |
1,340.8 |
HIGH |
1,334.4 |
0.618 |
1,330.4 |
0.500 |
1,329.2 |
0.382 |
1,328.0 |
LOW |
1,324.0 |
0.618 |
1,317.6 |
1.000 |
1,313.6 |
1.618 |
1,307.2 |
2.618 |
1,296.8 |
4.250 |
1,279.8 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1,329.2 |
1,324.4 |
PP |
1,328.0 |
1,323.1 |
S1 |
1,326.9 |
1,321.9 |
|