| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,908.25 |
6,894.50 |
-13.75 |
-0.2% |
6,944.00 |
| High |
6,965.25 |
6,962.00 |
-3.25 |
0.0% |
7,035.00 |
| Low |
6,898.25 |
6,825.25 |
-73.00 |
-1.1% |
6,674.25 |
| Close |
6,933.75 |
6,949.75 |
16.00 |
0.2% |
6,830.25 |
| Range |
67.00 |
136.75 |
69.75 |
104.1% |
360.75 |
| ATR |
142.42 |
142.01 |
-0.40 |
-0.3% |
0.00 |
| Volume |
13,072 |
19,609 |
6,537 |
50.0% |
20,574 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,322.50 |
7,273.00 |
7,025.00 |
|
| R3 |
7,185.75 |
7,136.25 |
6,987.25 |
|
| R2 |
7,049.00 |
7,049.00 |
6,974.75 |
|
| R1 |
6,999.50 |
6,999.50 |
6,962.25 |
7,024.25 |
| PP |
6,912.25 |
6,912.25 |
6,912.25 |
6,924.75 |
| S1 |
6,862.75 |
6,862.75 |
6,937.25 |
6,887.50 |
| S2 |
6,775.50 |
6,775.50 |
6,924.75 |
|
| S3 |
6,638.75 |
6,726.00 |
6,912.25 |
|
| S4 |
6,502.00 |
6,589.25 |
6,874.50 |
|
|
| 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 |
6,965.25 |
6,674.25 |
291.00 |
4.2% |
149.50 |
2.2% |
95% |
False |
False |
11,005 |
| 10 |
7,035.00 |
6,674.25 |
360.75 |
5.2% |
134.50 |
1.9% |
76% |
False |
False |
6,687 |
| 20 |
7,035.00 |
6,187.50 |
847.50 |
12.2% |
155.75 |
2.2% |
90% |
False |
False |
4,318 |
| 40 |
7,072.00 |
6,187.50 |
884.50 |
12.7% |
137.00 |
2.0% |
86% |
False |
False |
2,630 |
| 60 |
7,072.00 |
6,187.50 |
884.50 |
12.7% |
110.00 |
1.6% |
86% |
False |
False |
1,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,543.25 |
|
2.618 |
7,320.00 |
|
1.618 |
7,183.25 |
|
1.000 |
7,098.75 |
|
0.618 |
7,046.50 |
|
HIGH |
6,962.00 |
|
0.618 |
6,909.75 |
|
0.500 |
6,893.50 |
|
0.382 |
6,877.50 |
|
LOW |
6,825.25 |
|
0.618 |
6,740.75 |
|
1.000 |
6,688.50 |
|
1.618 |
6,604.00 |
|
2.618 |
6,467.25 |
|
4.250 |
6,244.00 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,931.00 |
6,922.25 |
| PP |
6,912.25 |
6,894.50 |
| S1 |
6,893.50 |
6,867.00 |
|