| 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 |
1,326.6 |
1,343.8 |
17.2 |
1.3% |
1,335.0 |
| High |
1,345.5 |
1,347.5 |
2.0 |
0.1% |
1,348.1 |
| Low |
1,326.6 |
1,329.0 |
2.4 |
0.2% |
1,309.3 |
| Close |
1,341.0 |
1,333.4 |
-7.6 |
-0.6% |
1,329.2 |
| Range |
18.9 |
18.5 |
-0.4 |
-2.1% |
38.8 |
| ATR |
15.8 |
16.0 |
0.2 |
1.2% |
0.0 |
| Volume |
13,446 |
31,028 |
17,582 |
130.8% |
91,704 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,392.1 |
1,381.3 |
1,343.6 |
|
| R3 |
1,373.6 |
1,362.8 |
1,338.5 |
|
| R2 |
1,355.1 |
1,355.1 |
1,336.8 |
|
| R1 |
1,344.3 |
1,344.3 |
1,335.1 |
1,340.5 |
| PP |
1,336.6 |
1,336.6 |
1,336.6 |
1,334.7 |
| S1 |
1,325.8 |
1,325.8 |
1,331.7 |
1,322.0 |
| S2 |
1,318.1 |
1,318.1 |
1,330.0 |
|
| S3 |
1,299.6 |
1,307.3 |
1,328.3 |
|
| S4 |
1,281.1 |
1,288.8 |
1,323.2 |
|
|
| 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 |
1,347.5 |
1,309.3 |
38.2 |
2.9% |
15.3 |
1.1% |
63% |
True |
False |
19,738 |
| 10 |
1,348.1 |
1,309.3 |
38.8 |
2.9% |
13.8 |
1.0% |
62% |
False |
False |
17,070 |
| 20 |
1,369.6 |
1,309.3 |
60.3 |
4.5% |
15.4 |
1.2% |
40% |
False |
False |
13,227 |
| 40 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
15.0 |
1.1% |
36% |
False |
False |
10,347 |
| 60 |
1,375.5 |
1,247.2 |
128.3 |
9.6% |
13.4 |
1.0% |
67% |
False |
False |
7,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,426.1 |
|
2.618 |
1,395.9 |
|
1.618 |
1,377.4 |
|
1.000 |
1,366.0 |
|
0.618 |
1,358.9 |
|
HIGH |
1,347.5 |
|
0.618 |
1,340.4 |
|
0.500 |
1,338.3 |
|
0.382 |
1,336.1 |
|
LOW |
1,329.0 |
|
0.618 |
1,317.6 |
|
1.000 |
1,310.5 |
|
1.618 |
1,299.1 |
|
2.618 |
1,280.6 |
|
4.250 |
1,250.4 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,338.3 |
1,335.8 |
| PP |
1,336.6 |
1,335.0 |
| S1 |
1,335.0 |
1,334.2 |
|