| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
10,940.76 |
11,038.42 |
97.66 |
0.9% |
9,414.71 |
| High |
11,179.62 |
11,680.88 |
501.26 |
4.5% |
11,179.62 |
| Low |
10,792.37 |
10,976.59 |
184.22 |
1.7% |
9,392.75 |
| Close |
11,038.10 |
11,569.98 |
531.88 |
4.8% |
11,038.10 |
| Range |
387.25 |
704.29 |
317.04 |
81.9% |
1,786.87 |
| ATR |
1,095.03 |
1,067.12 |
-27.91 |
-2.5% |
0.00 |
| Volume |
74,022 |
66,527 |
-7,495 |
-10.1% |
450,362 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,522.02 |
13,250.29 |
11,957.34 |
|
| R3 |
12,817.73 |
12,546.00 |
11,763.66 |
|
| R2 |
12,113.44 |
12,113.44 |
11,699.10 |
|
| R1 |
11,841.71 |
11,841.71 |
11,634.54 |
11,977.58 |
| PP |
11,409.15 |
11,409.15 |
11,409.15 |
11,477.08 |
| S1 |
11,137.42 |
11,137.42 |
11,505.42 |
11,273.29 |
| S2 |
10,704.86 |
10,704.86 |
11,440.86 |
|
| S3 |
10,000.57 |
10,433.13 |
11,376.30 |
|
| S4 |
9,296.28 |
9,728.84 |
11,182.62 |
|
|
| 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 |
11,680.88 |
10,146.96 |
1,533.92 |
13.3% |
660.75 |
5.7% |
93% |
True |
False |
82,032 |
| 10 |
11,770.87 |
9,392.75 |
2,378.12 |
20.6% |
857.13 |
7.4% |
92% |
False |
False |
111,014 |
| 20 |
11,770.87 |
5,963.26 |
5,807.61 |
50.2% |
971.38 |
8.4% |
97% |
False |
False |
139,988 |
| 40 |
15,358.82 |
5,963.26 |
9,395.56 |
81.2% |
1,301.05 |
11.2% |
60% |
False |
False |
145,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,674.11 |
|
2.618 |
13,524.71 |
|
1.618 |
12,820.42 |
|
1.000 |
12,385.17 |
|
0.618 |
12,116.13 |
|
HIGH |
11,680.88 |
|
0.618 |
11,411.84 |
|
0.500 |
11,328.74 |
|
0.382 |
11,245.63 |
|
LOW |
10,976.59 |
|
0.618 |
10,541.34 |
|
1.000 |
10,272.30 |
|
1.618 |
9,837.05 |
|
2.618 |
9,132.76 |
|
4.250 |
7,983.36 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,489.57 |
11,367.37 |
| PP |
11,409.15 |
11,164.76 |
| S1 |
11,328.74 |
10,962.16 |
|