| 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 |
10,762.88 |
10,542.55 |
-220.33 |
-2.0% |
10,080.90 |
| High |
11,054.72 |
11,082.41 |
27.69 |
0.3% |
11,770.87 |
| Low |
10,403.42 |
10,243.43 |
-159.99 |
-1.5% |
9,589.65 |
| Close |
10,542.55 |
10,940.69 |
398.14 |
3.8% |
10,046.80 |
| Range |
651.30 |
838.98 |
187.68 |
28.8% |
2,181.22 |
| ATR |
1,173.36 |
1,149.47 |
-23.88 |
-2.0% |
0.00 |
| Volume |
94,657 |
83,660 |
-10,997 |
-11.6% |
689,737 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,272.45 |
12,945.55 |
11,402.13 |
|
| R3 |
12,433.47 |
12,106.57 |
11,171.41 |
|
| R2 |
11,594.49 |
11,594.49 |
11,094.50 |
|
| R1 |
11,267.59 |
11,267.59 |
11,017.60 |
11,431.04 |
| PP |
10,755.51 |
10,755.51 |
10,755.51 |
10,837.24 |
| S1 |
10,428.61 |
10,428.61 |
10,863.78 |
10,592.06 |
| S2 |
9,916.53 |
9,916.53 |
10,786.88 |
|
| S3 |
9,077.55 |
9,589.63 |
10,709.97 |
|
| S4 |
8,238.57 |
8,750.65 |
10,479.25 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,012.77 |
15,711.00 |
11,246.47 |
|
| R3 |
14,831.55 |
13,529.78 |
10,646.64 |
|
| R2 |
12,650.33 |
12,650.33 |
10,446.69 |
|
| R1 |
11,348.56 |
11,348.56 |
10,246.75 |
10,908.84 |
| PP |
10,469.11 |
10,469.11 |
10,469.11 |
10,249.24 |
| S1 |
9,167.34 |
9,167.34 |
9,846.85 |
8,727.62 |
| S2 |
8,287.89 |
8,287.89 |
9,646.91 |
|
| S3 |
6,106.67 |
6,986.12 |
9,446.96 |
|
| S4 |
3,925.45 |
4,804.90 |
8,847.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,082.41 |
9,392.75 |
1,689.66 |
15.4% |
814.19 |
7.4% |
92% |
True |
False |
101,780 |
| 10 |
11,770.87 |
9,392.75 |
2,378.12 |
21.7% |
928.26 |
8.5% |
65% |
False |
False |
116,596 |
| 20 |
11,770.87 |
5,963.26 |
5,807.61 |
53.1% |
1,132.78 |
10.4% |
86% |
False |
False |
161,471 |
| 40 |
17,224.62 |
5,963.26 |
11,261.36 |
102.9% |
1,410.00 |
12.9% |
44% |
False |
False |
146,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,648.08 |
|
2.618 |
13,278.86 |
|
1.618 |
12,439.88 |
|
1.000 |
11,921.39 |
|
0.618 |
11,600.90 |
|
HIGH |
11,082.41 |
|
0.618 |
10,761.92 |
|
0.500 |
10,662.92 |
|
0.382 |
10,563.92 |
|
LOW |
10,243.43 |
|
0.618 |
9,724.94 |
|
1.000 |
9,404.45 |
|
1.618 |
8,885.96 |
|
2.618 |
8,046.98 |
|
4.250 |
6,677.77 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,848.10 |
10,832.02 |
| PP |
10,755.51 |
10,723.35 |
| S1 |
10,662.92 |
10,614.69 |
|