| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
10,542.55 |
10,940.76 |
398.21 |
3.8% |
9,414.71 |
| High |
11,082.41 |
11,179.62 |
97.21 |
0.9% |
11,179.62 |
| Low |
10,243.43 |
10,792.37 |
548.94 |
5.4% |
9,392.75 |
| Close |
10,940.69 |
11,038.10 |
97.41 |
0.9% |
11,038.10 |
| Range |
838.98 |
387.25 |
-451.73 |
-53.8% |
1,786.87 |
| ATR |
1,149.47 |
1,095.03 |
-54.44 |
-4.7% |
0.00 |
| Volume |
83,660 |
74,022 |
-9,638 |
-11.5% |
450,362 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,165.11 |
11,988.86 |
11,251.09 |
|
| R3 |
11,777.86 |
11,601.61 |
11,144.59 |
|
| R2 |
11,390.61 |
11,390.61 |
11,109.10 |
|
| R1 |
11,214.36 |
11,214.36 |
11,073.60 |
11,302.49 |
| PP |
11,003.36 |
11,003.36 |
11,003.36 |
11,047.43 |
| S1 |
10,827.11 |
10,827.11 |
11,002.60 |
10,915.24 |
| S2 |
10,616.11 |
10,616.11 |
10,967.10 |
|
| S3 |
10,228.86 |
10,439.86 |
10,931.61 |
|
| S4 |
9,841.61 |
10,052.61 |
10,825.11 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,897.43 |
15,254.64 |
12,020.88 |
|
| R3 |
14,110.56 |
13,467.77 |
11,529.49 |
|
| R2 |
12,323.69 |
12,323.69 |
11,365.69 |
|
| R1 |
11,680.90 |
11,680.90 |
11,201.90 |
12,002.30 |
| PP |
10,536.82 |
10,536.82 |
10,536.82 |
10,697.52 |
| S1 |
9,894.03 |
9,894.03 |
10,874.30 |
10,215.43 |
| S2 |
8,749.95 |
8,749.95 |
10,710.51 |
|
| S3 |
6,963.08 |
8,107.16 |
10,546.71 |
|
| S4 |
5,176.21 |
6,320.29 |
10,055.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,179.62 |
9,392.75 |
1,786.87 |
16.2% |
730.13 |
6.6% |
92% |
True |
False |
90,072 |
| 10 |
11,770.87 |
9,392.75 |
2,378.12 |
21.5% |
909.05 |
8.2% |
69% |
False |
False |
114,009 |
| 20 |
11,770.87 |
5,963.26 |
5,807.61 |
52.6% |
1,079.34 |
9.8% |
87% |
False |
False |
151,079 |
| 40 |
17,224.62 |
5,963.26 |
11,261.36 |
102.0% |
1,366.72 |
12.4% |
45% |
False |
False |
147,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,825.43 |
|
2.618 |
12,193.44 |
|
1.618 |
11,806.19 |
|
1.000 |
11,566.87 |
|
0.618 |
11,418.94 |
|
HIGH |
11,179.62 |
|
0.618 |
11,031.69 |
|
0.500 |
10,986.00 |
|
0.382 |
10,940.30 |
|
LOW |
10,792.37 |
|
0.618 |
10,553.05 |
|
1.000 |
10,405.12 |
|
1.618 |
10,165.80 |
|
2.618 |
9,778.55 |
|
4.250 |
9,146.56 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,020.73 |
10,929.24 |
| PP |
11,003.36 |
10,820.38 |
| S1 |
10,986.00 |
10,711.53 |
|