| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
11,572.24 |
10,784.25 |
-787.99 |
-6.8% |
9,414.71 |
| High |
11,611.41 |
10,906.03 |
-705.38 |
-6.1% |
11,179.62 |
| Low |
10,583.26 |
9,490.07 |
-1,093.19 |
-10.3% |
9,392.75 |
| Close |
10,787.04 |
9,946.18 |
-840.86 |
-7.8% |
11,038.10 |
| Range |
1,028.15 |
1,415.96 |
387.81 |
37.7% |
1,786.87 |
| ATR |
1,064.34 |
1,089.45 |
25.12 |
2.4% |
0.00 |
| Volume |
100,646 |
160,980 |
60,334 |
59.9% |
450,362 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,361.97 |
13,570.04 |
10,724.96 |
|
| R3 |
12,946.01 |
12,154.08 |
10,335.57 |
|
| R2 |
11,530.05 |
11,530.05 |
10,205.77 |
|
| R1 |
10,738.12 |
10,738.12 |
10,075.98 |
10,426.11 |
| PP |
10,114.09 |
10,114.09 |
10,114.09 |
9,958.09 |
| S1 |
9,322.16 |
9,322.16 |
9,816.38 |
9,010.15 |
| S2 |
8,698.13 |
8,698.13 |
9,686.59 |
|
| S3 |
7,282.17 |
7,906.20 |
9,556.79 |
|
| S4 |
5,866.21 |
6,490.24 |
9,167.40 |
|
|
| 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 |
9,490.07 |
2,190.81 |
22.0% |
874.93 |
8.8% |
21% |
False |
True |
97,167 |
| 10 |
11,680.88 |
9,392.75 |
2,288.13 |
23.0% |
879.05 |
8.8% |
24% |
False |
False |
107,302 |
| 20 |
11,770.87 |
7,545.99 |
4,224.88 |
42.5% |
927.44 |
9.3% |
57% |
False |
False |
118,790 |
| 40 |
14,947.44 |
5,963.26 |
8,984.18 |
90.3% |
1,300.63 |
13.1% |
44% |
False |
False |
147,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,923.86 |
|
2.618 |
14,613.01 |
|
1.618 |
13,197.05 |
|
1.000 |
12,321.99 |
|
0.618 |
11,781.09 |
|
HIGH |
10,906.03 |
|
0.618 |
10,365.13 |
|
0.500 |
10,198.05 |
|
0.382 |
10,030.97 |
|
LOW |
9,490.07 |
|
0.618 |
8,615.01 |
|
1.000 |
8,074.11 |
|
1.618 |
7,199.05 |
|
2.618 |
5,783.09 |
|
4.250 |
3,472.24 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,198.05 |
10,585.48 |
| PP |
10,114.09 |
10,372.38 |
| S1 |
10,030.14 |
10,159.28 |
|