Trading Metrics calculated at close of trading on 06-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
21,000 |
21,315 |
315 |
1.5% |
22,005 |
High |
21,365 |
21,700 |
335 |
1.6% |
22,405 |
Low |
20,740 |
21,285 |
545 |
2.6% |
20,585 |
Close |
21,310 |
21,535 |
225 |
1.1% |
21,020 |
Range |
625 |
415 |
-210 |
-33.6% |
1,820 |
ATR |
502 |
496 |
-6 |
-1.2% |
0 |
Volume |
21,633 |
22,319 |
686 |
3.2% |
2,728 |
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,752 |
22,558 |
21,763 |
|
R3 |
22,337 |
22,143 |
21,649 |
|
R2 |
21,922 |
21,922 |
21,611 |
|
R1 |
21,728 |
21,728 |
21,573 |
21,825 |
PP |
21,507 |
21,507 |
21,507 |
21,555 |
S1 |
21,313 |
21,313 |
21,497 |
21,410 |
S2 |
21,092 |
21,092 |
21,459 |
|
S3 |
20,677 |
20,898 |
21,421 |
|
S4 |
20,262 |
20,483 |
21,307 |
|
|
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 |
22,265 |
20,585 |
1,680 |
7.8% |
606 |
2.8% |
57% |
False |
False |
9,279 |
10 |
22,405 |
20,585 |
1,820 |
8.5% |
464 |
2.2% |
52% |
False |
False |
4,679 |
20 |
22,405 |
20,485 |
1,920 |
8.9% |
569 |
2.6% |
55% |
False |
False |
2,381 |
40 |
24,090 |
20,485 |
3,605 |
16.7% |
453 |
2.1% |
29% |
False |
False |
1,197 |
60 |
24,090 |
20,485 |
3,605 |
16.7% |
343 |
1.6% |
29% |
False |
False |
798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,464 |
2.618 |
22,787 |
1.618 |
22,372 |
1.000 |
22,115 |
0.618 |
21,957 |
HIGH |
21,700 |
0.618 |
21,542 |
0.500 |
21,493 |
0.382 |
21,444 |
LOW |
21,285 |
0.618 |
21,029 |
1.000 |
20,870 |
1.618 |
20,614 |
2.618 |
20,199 |
4.250 |
19,521 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
21,521 |
21,404 |
PP |
21,507 |
21,273 |
S1 |
21,493 |
21,143 |
|