Trading Metrics calculated at close of trading on 01-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
25,469 |
25,122 |
-347 |
-1.4% |
25,307 |
High |
25,603 |
25,209 |
-394 |
-1.5% |
25,353 |
Low |
25,050 |
24,463 |
-587 |
-2.3% |
24,604 |
Close |
25,070 |
24,650 |
-420 |
-1.7% |
25,339 |
Range |
553 |
746 |
193 |
34.9% |
749 |
ATR |
519 |
535 |
16 |
3.1% |
0 |
Volume |
1,734 |
2,911 |
1,177 |
67.9% |
1,998 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,012 |
26,577 |
25,060 |
|
R3 |
26,266 |
25,831 |
24,855 |
|
R2 |
25,520 |
25,520 |
24,787 |
|
R1 |
25,085 |
25,085 |
24,719 |
24,930 |
PP |
24,774 |
24,774 |
24,774 |
24,696 |
S1 |
24,339 |
24,339 |
24,582 |
24,184 |
S2 |
24,028 |
24,028 |
24,513 |
|
S3 |
23,282 |
23,593 |
24,445 |
|
S4 |
22,536 |
22,847 |
24,240 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,346 |
27,091 |
25,751 |
|
R3 |
26,597 |
26,342 |
25,545 |
|
R2 |
25,848 |
25,848 |
25,476 |
|
R1 |
25,593 |
25,593 |
25,408 |
25,721 |
PP |
25,099 |
25,099 |
25,099 |
25,162 |
S1 |
24,844 |
24,844 |
25,270 |
24,972 |
S2 |
24,350 |
24,350 |
25,202 |
|
S3 |
23,601 |
24,095 |
25,133 |
|
S4 |
22,852 |
23,346 |
24,927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,832 |
24,463 |
1,369 |
5.6% |
501 |
2.0% |
14% |
False |
True |
1,339 |
10 |
25,832 |
24,463 |
1,369 |
5.6% |
481 |
2.0% |
14% |
False |
True |
897 |
20 |
26,314 |
23,122 |
3,192 |
12.9% |
700 |
2.8% |
48% |
False |
False |
928 |
40 |
26,723 |
23,122 |
3,601 |
14.6% |
469 |
1.9% |
42% |
False |
False |
616 |
60 |
26,723 |
23,122 |
3,601 |
14.6% |
359 |
1.5% |
42% |
False |
False |
427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,380 |
2.618 |
27,162 |
1.618 |
26,416 |
1.000 |
25,955 |
0.618 |
25,670 |
HIGH |
25,209 |
0.618 |
24,924 |
0.500 |
24,836 |
0.382 |
24,748 |
LOW |
24,463 |
0.618 |
24,002 |
1.000 |
23,717 |
1.618 |
23,256 |
2.618 |
22,510 |
4.250 |
21,293 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
24,836 |
25,148 |
PP |
24,774 |
24,982 |
S1 |
24,712 |
24,816 |
|