| 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 |
6,794.50 |
6,826.00 |
31.50 |
0.5% |
6,944.00 |
| High |
6,848.00 |
6,930.25 |
82.25 |
1.2% |
7,035.00 |
| Low |
6,674.25 |
6,768.75 |
94.50 |
1.4% |
6,674.25 |
| Close |
6,830.25 |
6,903.75 |
73.50 |
1.1% |
6,830.25 |
| Range |
173.75 |
161.50 |
-12.25 |
-7.1% |
360.75 |
| ATR |
147.20 |
148.22 |
1.02 |
0.7% |
0.00 |
| Volume |
5,831 |
8,216 |
2,385 |
40.9% |
20,574 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,352.00 |
7,289.50 |
6,992.50 |
|
| R3 |
7,190.50 |
7,128.00 |
6,948.25 |
|
| R2 |
7,029.00 |
7,029.00 |
6,933.25 |
|
| R1 |
6,966.50 |
6,966.50 |
6,918.50 |
6,997.75 |
| PP |
6,867.50 |
6,867.50 |
6,867.50 |
6,883.25 |
| S1 |
6,805.00 |
6,805.00 |
6,889.00 |
6,836.25 |
| S2 |
6,706.00 |
6,706.00 |
6,874.25 |
|
| S3 |
6,544.50 |
6,643.50 |
6,859.25 |
|
| S4 |
6,383.00 |
6,482.00 |
6,815.00 |
|
|
| 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 |
5.2% |
151.75 |
2.2% |
64% |
False |
False |
5,477 |
| 10 |
7,035.00 |
6,674.25 |
360.75 |
5.2% |
140.00 |
2.0% |
64% |
False |
False |
3,922 |
| 20 |
7,035.00 |
6,187.50 |
847.50 |
12.3% |
187.00 |
2.7% |
85% |
False |
False |
2,915 |
| 40 |
7,072.00 |
6,187.50 |
884.50 |
12.8% |
134.50 |
1.9% |
81% |
False |
False |
1,835 |
| 60 |
7,072.00 |
6,187.50 |
884.50 |
12.8% |
108.50 |
1.6% |
81% |
False |
False |
1,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,616.50 |
|
2.618 |
7,353.00 |
|
1.618 |
7,191.50 |
|
1.000 |
7,091.75 |
|
0.618 |
7,030.00 |
|
HIGH |
6,930.25 |
|
0.618 |
6,868.50 |
|
0.500 |
6,849.50 |
|
0.382 |
6,830.50 |
|
LOW |
6,768.75 |
|
0.618 |
6,669.00 |
|
1.000 |
6,607.25 |
|
1.618 |
6,507.50 |
|
2.618 |
6,346.00 |
|
4.250 |
6,082.50 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,885.75 |
6,870.00 |
| PP |
6,867.50 |
6,836.00 |
| S1 |
6,849.50 |
6,802.25 |
|