| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,904.00 |
6,794.50 |
-109.50 |
-1.6% |
6,944.00 |
| High |
6,925.75 |
6,848.00 |
-77.75 |
-1.1% |
7,035.00 |
| Low |
6,717.00 |
6,674.25 |
-42.75 |
-0.6% |
6,674.25 |
| Close |
6,787.75 |
6,830.25 |
42.50 |
0.6% |
6,830.25 |
| Range |
208.75 |
173.75 |
-35.00 |
-16.8% |
360.75 |
| ATR |
145.15 |
147.20 |
2.04 |
1.4% |
0.00 |
| Volume |
8,300 |
5,831 |
-2,469 |
-29.7% |
20,574 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,305.50 |
7,241.50 |
6,925.75 |
|
| R3 |
7,131.75 |
7,067.75 |
6,878.00 |
|
| R2 |
6,958.00 |
6,958.00 |
6,862.00 |
|
| R1 |
6,894.00 |
6,894.00 |
6,846.25 |
6,926.00 |
| PP |
6,784.25 |
6,784.25 |
6,784.25 |
6,800.00 |
| S1 |
6,720.25 |
6,720.25 |
6,814.25 |
6,752.25 |
| S2 |
6,610.50 |
6,610.50 |
6,798.50 |
|
| S3 |
6,436.75 |
6,546.50 |
6,782.50 |
|
| S4 |
6,263.00 |
6,372.75 |
6,734.75 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,928.75 |
7,740.25 |
7,028.75 |
|
| R3 |
7,568.00 |
7,379.50 |
6,929.50 |
|
| R2 |
7,207.25 |
7,207.25 |
6,896.50 |
|
| R1 |
7,018.75 |
7,018.75 |
6,863.25 |
6,932.50 |
| PP |
6,846.50 |
6,846.50 |
6,846.50 |
6,803.50 |
| S1 |
6,658.00 |
6,658.00 |
6,797.25 |
6,572.00 |
| S2 |
6,485.75 |
6,485.75 |
6,764.00 |
|
| S3 |
6,125.00 |
6,297.25 |
6,731.00 |
|
| S4 |
5,764.25 |
5,936.50 |
6,631.75 |
|
|
| 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 |
6,674.25 |
360.75 |
5.3% |
143.00 |
2.1% |
43% |
False |
True |
4,114 |
| 10 |
7,035.00 |
6,674.25 |
360.75 |
5.3% |
133.00 |
1.9% |
43% |
False |
True |
3,229 |
| 20 |
7,035.00 |
6,187.50 |
847.50 |
12.4% |
189.25 |
2.8% |
76% |
False |
False |
2,576 |
| 40 |
7,072.00 |
6,187.50 |
884.50 |
12.9% |
131.50 |
1.9% |
73% |
False |
False |
1,641 |
| 60 |
7,072.00 |
6,187.50 |
884.50 |
12.9% |
107.50 |
1.6% |
73% |
False |
False |
1,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,586.50 |
|
2.618 |
7,303.00 |
|
1.618 |
7,129.25 |
|
1.000 |
7,021.75 |
|
0.618 |
6,955.50 |
|
HIGH |
6,848.00 |
|
0.618 |
6,781.75 |
|
0.500 |
6,761.00 |
|
0.382 |
6,740.50 |
|
LOW |
6,674.25 |
|
0.618 |
6,566.75 |
|
1.000 |
6,500.50 |
|
1.618 |
6,393.00 |
|
2.618 |
6,219.25 |
|
4.250 |
5,935.75 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,807.25 |
6,836.00 |
| PP |
6,784.25 |
6,834.25 |
| S1 |
6,761.00 |
6,832.25 |
|