| 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 |
7,015.5 |
7,066.0 |
50.5 |
0.7% |
7,186.0 |
| High |
7,088.0 |
7,132.5 |
44.5 |
0.6% |
7,231.0 |
| Low |
6,994.5 |
7,047.5 |
53.0 |
0.8% |
6,979.5 |
| Close |
7,063.5 |
7,122.0 |
58.5 |
0.8% |
6,988.5 |
| Range |
93.5 |
85.0 |
-8.5 |
-9.1% |
251.5 |
| ATR |
79.8 |
80.1 |
0.4 |
0.5% |
0.0 |
| Volume |
11,407 |
80,631 |
69,224 |
606.9% |
5,634 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,355.5 |
7,324.0 |
7,169.0 |
|
| R3 |
7,270.5 |
7,239.0 |
7,145.5 |
|
| R2 |
7,185.5 |
7,185.5 |
7,137.5 |
|
| R1 |
7,154.0 |
7,154.0 |
7,130.0 |
7,170.0 |
| PP |
7,100.5 |
7,100.5 |
7,100.5 |
7,108.5 |
| S1 |
7,069.0 |
7,069.0 |
7,114.0 |
7,085.0 |
| S2 |
7,015.5 |
7,015.5 |
7,106.5 |
|
| S3 |
6,930.5 |
6,984.0 |
7,098.5 |
|
| S4 |
6,845.5 |
6,899.0 |
7,075.0 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,821.0 |
7,656.0 |
7,127.0 |
|
| R3 |
7,569.5 |
7,404.5 |
7,057.5 |
|
| R2 |
7,318.0 |
7,318.0 |
7,034.5 |
|
| R1 |
7,153.0 |
7,153.0 |
7,011.5 |
7,110.0 |
| PP |
7,066.5 |
7,066.5 |
7,066.5 |
7,044.5 |
| S1 |
6,901.5 |
6,901.5 |
6,965.5 |
6,858.0 |
| S2 |
6,815.0 |
6,815.0 |
6,942.5 |
|
| S3 |
6,563.5 |
6,650.0 |
6,919.5 |
|
| S4 |
6,312.0 |
6,398.5 |
6,850.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,132.5 |
6,969.0 |
163.5 |
2.3% |
80.5 |
1.1% |
94% |
True |
False |
20,855 |
| 10 |
7,231.0 |
6,969.0 |
262.0 |
3.7% |
73.5 |
1.0% |
58% |
False |
False |
10,815 |
| 20 |
7,231.0 |
6,921.0 |
310.0 |
4.4% |
65.5 |
0.9% |
65% |
False |
False |
5,535 |
| 40 |
7,647.0 |
6,921.0 |
726.0 |
10.2% |
56.5 |
0.8% |
28% |
False |
False |
2,898 |
| 60 |
7,647.0 |
6,921.0 |
726.0 |
10.2% |
39.5 |
0.6% |
28% |
False |
False |
2,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,494.0 |
|
2.618 |
7,355.0 |
|
1.618 |
7,270.0 |
|
1.000 |
7,217.5 |
|
0.618 |
7,185.0 |
|
HIGH |
7,132.5 |
|
0.618 |
7,100.0 |
|
0.500 |
7,090.0 |
|
0.382 |
7,080.0 |
|
LOW |
7,047.5 |
|
0.618 |
6,995.0 |
|
1.000 |
6,962.5 |
|
1.618 |
6,910.0 |
|
2.618 |
6,825.0 |
|
4.250 |
6,686.0 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,111.5 |
7,102.5 |
| PP |
7,100.5 |
7,083.0 |
| S1 |
7,090.0 |
7,063.5 |
|