| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
6,894.50 |
6,949.50 |
55.00 |
0.8% |
6,944.00 |
| High |
6,962.00 |
7,003.00 |
41.00 |
0.6% |
7,035.00 |
| Low |
6,825.25 |
6,939.25 |
114.00 |
1.7% |
6,674.25 |
| Close |
6,949.75 |
7,000.25 |
50.50 |
0.7% |
6,830.25 |
| Range |
136.75 |
63.75 |
-73.00 |
-53.4% |
360.75 |
| ATR |
142.01 |
136.42 |
-5.59 |
-3.9% |
0.00 |
| Volume |
19,609 |
57,504 |
37,895 |
193.3% |
20,574 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,172.00 |
7,150.00 |
7,035.25 |
|
| R3 |
7,108.25 |
7,086.25 |
7,017.75 |
|
| R2 |
7,044.50 |
7,044.50 |
7,012.00 |
|
| R1 |
7,022.50 |
7,022.50 |
7,006.00 |
7,033.50 |
| PP |
6,980.75 |
6,980.75 |
6,980.75 |
6,986.50 |
| S1 |
6,958.75 |
6,958.75 |
6,994.50 |
6,969.75 |
| S2 |
6,917.00 |
6,917.00 |
6,988.50 |
|
| S3 |
6,853.25 |
6,895.00 |
6,982.75 |
|
| S4 |
6,789.50 |
6,831.25 |
6,965.25 |
|
|
| 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 |
7,003.00 |
6,674.25 |
328.75 |
4.7% |
120.50 |
1.7% |
99% |
True |
False |
20,846 |
| 10 |
7,035.00 |
6,674.25 |
360.75 |
5.2% |
127.25 |
1.8% |
90% |
False |
False |
12,263 |
| 20 |
7,035.00 |
6,187.50 |
847.50 |
12.1% |
149.50 |
2.1% |
96% |
False |
False |
7,068 |
| 40 |
7,072.00 |
6,187.50 |
884.50 |
12.6% |
137.50 |
2.0% |
92% |
False |
False |
4,048 |
| 60 |
7,072.00 |
6,187.50 |
884.50 |
12.6% |
110.25 |
1.6% |
92% |
False |
False |
2,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,274.00 |
|
2.618 |
7,170.00 |
|
1.618 |
7,106.25 |
|
1.000 |
7,066.75 |
|
0.618 |
7,042.50 |
|
HIGH |
7,003.00 |
|
0.618 |
6,978.75 |
|
0.500 |
6,971.00 |
|
0.382 |
6,963.50 |
|
LOW |
6,939.25 |
|
0.618 |
6,899.75 |
|
1.000 |
6,875.50 |
|
1.618 |
6,836.00 |
|
2.618 |
6,772.25 |
|
4.250 |
6,668.25 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,990.50 |
6,971.50 |
| PP |
6,980.75 |
6,942.75 |
| S1 |
6,971.00 |
6,914.00 |
|