| 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 |
6,826.00 |
6,908.25 |
82.25 |
1.2% |
6,944.00 |
| High |
6,930.25 |
6,965.25 |
35.00 |
0.5% |
7,035.00 |
| Low |
6,768.75 |
6,898.25 |
129.50 |
1.9% |
6,674.25 |
| Close |
6,903.75 |
6,933.75 |
30.00 |
0.4% |
6,830.25 |
| Range |
161.50 |
67.00 |
-94.50 |
-58.5% |
360.75 |
| ATR |
148.22 |
142.42 |
-5.80 |
-3.9% |
0.00 |
| Volume |
8,216 |
13,072 |
4,856 |
59.1% |
20,574 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,133.50 |
7,100.50 |
6,970.50 |
|
| R3 |
7,066.50 |
7,033.50 |
6,952.25 |
|
| R2 |
6,999.50 |
6,999.50 |
6,946.00 |
|
| R1 |
6,966.50 |
6,966.50 |
6,940.00 |
6,983.00 |
| PP |
6,932.50 |
6,932.50 |
6,932.50 |
6,940.50 |
| S1 |
6,899.50 |
6,899.50 |
6,927.50 |
6,916.00 |
| S2 |
6,865.50 |
6,865.50 |
6,921.50 |
|
| S3 |
6,798.50 |
6,832.50 |
6,915.25 |
|
| S4 |
6,731.50 |
6,765.50 |
6,897.00 |
|
|
| 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 |
6,998.00 |
6,674.25 |
323.75 |
4.7% |
144.50 |
2.1% |
80% |
False |
False |
7,535 |
| 10 |
7,035.00 |
6,674.25 |
360.75 |
5.2% |
134.75 |
1.9% |
72% |
False |
False |
5,049 |
| 20 |
7,035.00 |
6,187.50 |
847.50 |
12.2% |
169.50 |
2.4% |
88% |
False |
False |
3,474 |
| 40 |
7,072.00 |
6,187.50 |
884.50 |
12.8% |
134.50 |
1.9% |
84% |
False |
False |
2,148 |
| 60 |
7,072.00 |
6,187.50 |
884.50 |
12.8% |
108.50 |
1.6% |
84% |
False |
False |
1,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,250.00 |
|
2.618 |
7,140.75 |
|
1.618 |
7,073.75 |
|
1.000 |
7,032.25 |
|
0.618 |
7,006.75 |
|
HIGH |
6,965.25 |
|
0.618 |
6,939.75 |
|
0.500 |
6,931.75 |
|
0.382 |
6,923.75 |
|
LOW |
6,898.25 |
|
0.618 |
6,856.75 |
|
1.000 |
6,831.25 |
|
1.618 |
6,789.75 |
|
2.618 |
6,722.75 |
|
4.250 |
6,613.50 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,933.00 |
6,895.75 |
| PP |
6,932.50 |
6,857.75 |
| S1 |
6,931.75 |
6,819.75 |
|