| Trading Metrics calculated at close of trading on 01-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,942.00 |
6,904.00 |
-38.00 |
-0.5% |
6,820.00 |
| High |
6,998.00 |
6,925.75 |
-72.25 |
-1.0% |
6,937.25 |
| Low |
6,886.75 |
6,717.00 |
-169.75 |
-2.5% |
6,720.75 |
| Close |
6,893.25 |
6,787.75 |
-105.50 |
-1.5% |
6,935.00 |
| Range |
111.25 |
208.75 |
97.50 |
87.6% |
216.50 |
| ATR |
140.26 |
145.15 |
4.89 |
3.5% |
0.00 |
| Volume |
2,257 |
8,300 |
6,043 |
267.7% |
10,431 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,436.50 |
7,320.75 |
6,902.50 |
|
| R3 |
7,227.75 |
7,112.00 |
6,845.25 |
|
| R2 |
7,019.00 |
7,019.00 |
6,826.00 |
|
| R1 |
6,903.25 |
6,903.25 |
6,807.00 |
6,856.75 |
| PP |
6,810.25 |
6,810.25 |
6,810.25 |
6,787.00 |
| S1 |
6,694.50 |
6,694.50 |
6,768.50 |
6,648.00 |
| S2 |
6,601.50 |
6,601.50 |
6,749.50 |
|
| S3 |
6,392.75 |
6,485.75 |
6,730.25 |
|
| S4 |
6,184.00 |
6,277.00 |
6,673.00 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,513.75 |
7,441.00 |
7,054.00 |
|
| R3 |
7,297.25 |
7,224.50 |
6,994.50 |
|
| R2 |
7,080.75 |
7,080.75 |
6,974.75 |
|
| R1 |
7,008.00 |
7,008.00 |
6,954.75 |
7,044.50 |
| PP |
6,864.25 |
6,864.25 |
6,864.25 |
6,882.50 |
| S1 |
6,791.50 |
6,791.50 |
6,915.25 |
6,828.00 |
| S2 |
6,647.75 |
6,647.75 |
6,895.25 |
|
| S3 |
6,431.25 |
6,575.00 |
6,875.50 |
|
| S4 |
6,214.75 |
6,358.50 |
6,816.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,035.00 |
6,717.00 |
318.00 |
4.7% |
134.00 |
2.0% |
22% |
False |
True |
3,680 |
| 10 |
7,035.00 |
6,694.25 |
340.75 |
5.0% |
131.00 |
1.9% |
27% |
False |
False |
2,806 |
| 20 |
7,035.00 |
6,187.50 |
847.50 |
12.5% |
185.75 |
2.7% |
71% |
False |
False |
2,351 |
| 40 |
7,072.00 |
6,187.50 |
884.50 |
13.0% |
129.00 |
1.9% |
68% |
False |
False |
1,512 |
| 60 |
7,072.00 |
6,187.50 |
884.50 |
13.0% |
106.50 |
1.6% |
68% |
False |
False |
1,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,813.00 |
|
2.618 |
7,472.25 |
|
1.618 |
7,263.50 |
|
1.000 |
7,134.50 |
|
0.618 |
7,054.75 |
|
HIGH |
6,925.75 |
|
0.618 |
6,846.00 |
|
0.500 |
6,821.50 |
|
0.382 |
6,796.75 |
|
LOW |
6,717.00 |
|
0.618 |
6,588.00 |
|
1.000 |
6,508.25 |
|
1.618 |
6,379.25 |
|
2.618 |
6,170.50 |
|
4.250 |
5,829.75 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,821.50 |
6,876.00 |
| PP |
6,810.25 |
6,846.50 |
| S1 |
6,799.00 |
6,817.25 |
|