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 |
6,661.91 |
6,777.63 |
115.72 |
1.7% |
6,933.82 |
High |
6,820.37 |
6,901.63 |
81.26 |
1.2% |
7,003.13 |
Low |
6,645.03 |
6,753.83 |
108.80 |
1.6% |
6,645.03 |
Close |
6,811.04 |
6,881.28 |
70.24 |
1.0% |
6,811.04 |
Range |
175.34 |
147.80 |
-27.54 |
-15.7% |
358.10 |
ATR |
130.09 |
131.36 |
1.26 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,288.98 |
7,232.93 |
6,962.57 |
|
R3 |
7,141.18 |
7,085.13 |
6,921.93 |
|
R2 |
6,993.38 |
6,993.38 |
6,908.38 |
|
R1 |
6,937.33 |
6,937.33 |
6,894.83 |
6,965.36 |
PP |
6,845.58 |
6,845.58 |
6,845.58 |
6,859.59 |
S1 |
6,789.53 |
6,789.53 |
6,867.73 |
6,817.56 |
S2 |
6,697.78 |
6,697.78 |
6,854.18 |
|
S3 |
6,549.98 |
6,641.73 |
6,840.64 |
|
S4 |
6,402.18 |
6,493.93 |
6,799.99 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,894.03 |
7,710.64 |
7,008.00 |
|
R3 |
7,535.93 |
7,352.54 |
6,909.52 |
|
R2 |
7,177.83 |
7,177.83 |
6,876.69 |
|
R1 |
6,994.44 |
6,994.44 |
6,843.87 |
6,907.09 |
PP |
6,819.73 |
6,819.73 |
6,819.73 |
6,776.06 |
S1 |
6,636.34 |
6,636.34 |
6,778.21 |
6,548.99 |
S2 |
6,461.63 |
6,461.63 |
6,745.39 |
|
S3 |
6,103.53 |
6,278.24 |
6,712.56 |
|
S4 |
5,745.43 |
5,920.14 |
6,614.09 |
|
|
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 |
6,645.03 |
358.10 |
5.2% |
148.12 |
2.2% |
66% |
False |
False |
|
10 |
7,003.13 |
6,645.03 |
358.10 |
5.2% |
121.07 |
1.8% |
66% |
False |
False |
|
20 |
7,003.13 |
6,164.43 |
838.70 |
12.2% |
157.90 |
2.3% |
85% |
False |
False |
|
40 |
7,022.97 |
6,164.43 |
858.54 |
12.5% |
112.77 |
1.6% |
83% |
False |
False |
|
60 |
7,022.97 |
6,164.43 |
858.54 |
12.5% |
89.31 |
1.3% |
83% |
False |
False |
|
80 |
7,022.97 |
6,164.43 |
858.54 |
12.5% |
80.55 |
1.2% |
83% |
False |
False |
|
100 |
7,022.97 |
6,011.24 |
1,011.73 |
14.7% |
72.47 |
1.1% |
86% |
False |
False |
|
120 |
7,022.97 |
5,839.89 |
1,183.08 |
17.2% |
67.25 |
1.0% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,529.78 |
2.618 |
7,288.57 |
1.618 |
7,140.77 |
1.000 |
7,049.43 |
0.618 |
6,992.97 |
HIGH |
6,901.63 |
0.618 |
6,845.17 |
0.500 |
6,827.73 |
0.382 |
6,810.29 |
LOW |
6,753.83 |
0.618 |
6,662.49 |
1.000 |
6,606.03 |
1.618 |
6,514.69 |
2.618 |
6,366.89 |
4.250 |
6,125.68 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,863.43 |
6,845.30 |
PP |
6,845.58 |
6,809.31 |
S1 |
6,827.73 |
6,773.33 |
|