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 |
21,100 |
21,000 |
-100 |
-0.5% |
22,005 |
High |
21,160 |
21,365 |
205 |
1.0% |
22,405 |
Low |
20,585 |
20,740 |
155 |
0.8% |
20,585 |
Close |
21,020 |
21,310 |
290 |
1.4% |
21,020 |
Range |
575 |
625 |
50 |
8.7% |
1,820 |
ATR |
493 |
502 |
9 |
1.9% |
0 |
Volume |
627 |
21,633 |
21,006 |
3,350.2% |
2,728 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,013 |
22,787 |
21,654 |
|
R3 |
22,388 |
22,162 |
21,482 |
|
R2 |
21,763 |
21,763 |
21,425 |
|
R1 |
21,537 |
21,537 |
21,367 |
21,650 |
PP |
21,138 |
21,138 |
21,138 |
21,195 |
S1 |
20,912 |
20,912 |
21,253 |
21,025 |
S2 |
20,513 |
20,513 |
21,196 |
|
S3 |
19,888 |
20,287 |
21,138 |
|
S4 |
19,263 |
19,662 |
20,966 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,797 |
25,728 |
22,021 |
|
R3 |
24,977 |
23,908 |
21,521 |
|
R2 |
23,157 |
23,157 |
21,354 |
|
R1 |
22,088 |
22,088 |
21,187 |
21,713 |
PP |
21,337 |
21,337 |
21,337 |
21,149 |
S1 |
20,268 |
20,268 |
20,853 |
19,893 |
S2 |
19,517 |
19,517 |
20,686 |
|
S3 |
17,697 |
18,448 |
20,520 |
|
S4 |
15,877 |
16,628 |
20,019 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,405 |
20,585 |
1,820 |
8.5% |
589 |
2.8% |
40% |
False |
False |
4,840 |
10 |
22,405 |
20,585 |
1,820 |
8.5% |
455 |
2.1% |
40% |
False |
False |
2,448 |
20 |
22,800 |
20,485 |
2,315 |
10.9% |
623 |
2.9% |
36% |
False |
False |
1,270 |
40 |
24,090 |
20,485 |
3,605 |
16.9% |
449 |
2.1% |
23% |
False |
False |
639 |
60 |
24,090 |
20,485 |
3,605 |
16.9% |
336 |
1.6% |
23% |
False |
False |
426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,021 |
2.618 |
23,001 |
1.618 |
22,376 |
1.000 |
21,990 |
0.618 |
21,751 |
HIGH |
21,365 |
0.618 |
21,126 |
0.500 |
21,053 |
0.382 |
20,979 |
LOW |
20,740 |
0.618 |
20,354 |
1.000 |
20,115 |
1.618 |
19,729 |
2.618 |
19,104 |
4.250 |
18,084 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,224 |
21,279 |
PP |
21,138 |
21,248 |
S1 |
21,053 |
21,218 |
|