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 |
6,945.20 |
6,862.94 |
-82.26 |
-1.2% |
6,742.15 |
High |
6,964.16 |
6,892.38 |
-71.78 |
-1.0% |
6,897.53 |
Low |
6,854.42 |
6,687.44 |
-166.98 |
-2.4% |
6,740.48 |
Close |
6,854.42 |
6,750.54 |
-103.88 |
-1.5% |
6,896.60 |
Range |
109.74 |
204.94 |
95.20 |
86.8% |
157.05 |
ATR |
120.59 |
126.61 |
6.03 |
5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,391.61 |
7,276.01 |
6,863.26 |
|
R3 |
7,186.67 |
7,071.07 |
6,806.90 |
|
R2 |
6,981.73 |
6,981.73 |
6,788.11 |
|
R1 |
6,866.13 |
6,866.13 |
6,769.33 |
6,821.46 |
PP |
6,776.79 |
6,776.79 |
6,776.79 |
6,754.45 |
S1 |
6,661.19 |
6,661.19 |
6,731.75 |
6,616.52 |
S2 |
6,571.85 |
6,571.85 |
6,712.97 |
|
S3 |
6,366.91 |
6,456.25 |
6,694.18 |
|
S4 |
6,161.97 |
6,251.31 |
6,637.82 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,316.02 |
7,263.36 |
6,982.98 |
|
R3 |
7,158.97 |
7,106.31 |
6,939.79 |
|
R2 |
7,001.92 |
7,001.92 |
6,925.39 |
|
R1 |
6,949.26 |
6,949.26 |
6,911.00 |
6,975.59 |
PP |
6,844.87 |
6,844.87 |
6,844.87 |
6,858.04 |
S1 |
6,792.21 |
6,792.21 |
6,882.20 |
6,818.54 |
S2 |
6,687.82 |
6,687.82 |
6,867.81 |
|
S3 |
6,530.77 |
6,635.16 |
6,853.41 |
|
S4 |
6,373.72 |
6,478.11 |
6,810.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,003.13 |
6,687.44 |
315.69 |
4.7% |
117.57 |
1.7% |
20% |
False |
True |
|
10 |
7,003.13 |
6,665.92 |
337.21 |
5.0% |
109.97 |
1.6% |
25% |
False |
False |
|
20 |
7,003.13 |
6,164.43 |
838.70 |
12.4% |
152.96 |
2.3% |
70% |
False |
False |
|
40 |
7,022.97 |
6,164.43 |
858.54 |
12.7% |
106.85 |
1.6% |
68% |
False |
False |
|
60 |
7,022.97 |
6,164.43 |
858.54 |
12.7% |
87.66 |
1.3% |
68% |
False |
False |
|
80 |
7,022.97 |
6,164.43 |
858.54 |
12.7% |
77.60 |
1.1% |
68% |
False |
False |
|
100 |
7,022.97 |
6,011.24 |
1,011.73 |
15.0% |
69.79 |
1.0% |
73% |
False |
False |
|
120 |
7,022.97 |
5,839.89 |
1,183.08 |
17.5% |
65.23 |
1.0% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,763.38 |
2.618 |
7,428.91 |
1.618 |
7,223.97 |
1.000 |
7,097.32 |
0.618 |
7,019.03 |
HIGH |
6,892.38 |
0.618 |
6,814.09 |
0.500 |
6,789.91 |
0.382 |
6,765.73 |
LOW |
6,687.44 |
0.618 |
6,560.79 |
1.000 |
6,482.50 |
1.618 |
6,355.85 |
2.618 |
6,150.91 |
4.250 |
5,816.45 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,789.91 |
6,845.29 |
PP |
6,776.79 |
6,813.70 |
S1 |
6,763.66 |
6,782.12 |
|