Trading Metrics calculated at close of trading on 06-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
6,777.63 |
6,919.79 |
142.16 |
2.1% |
6,933.82 |
High |
6,901.63 |
6,937.03 |
35.40 |
0.5% |
7,003.13 |
Low |
6,753.83 |
6,872.06 |
118.23 |
1.8% |
6,645.03 |
Close |
6,881.28 |
6,913.02 |
31.74 |
0.5% |
6,811.04 |
Range |
147.80 |
64.97 |
-82.83 |
-56.0% |
358.10 |
ATR |
131.36 |
126.62 |
-4.74 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,102.28 |
7,072.62 |
6,948.75 |
|
R3 |
7,037.31 |
7,007.65 |
6,930.89 |
|
R2 |
6,972.34 |
6,972.34 |
6,924.93 |
|
R1 |
6,942.68 |
6,942.68 |
6,918.98 |
6,925.03 |
PP |
6,907.37 |
6,907.37 |
6,907.37 |
6,898.54 |
S1 |
6,877.71 |
6,877.71 |
6,907.06 |
6,860.06 |
S2 |
6,842.40 |
6,842.40 |
6,901.11 |
|
S3 |
6,777.43 |
6,812.74 |
6,895.15 |
|
S4 |
6,712.46 |
6,747.77 |
6,877.29 |
|
|
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 |
6,964.16 |
6,645.03 |
319.13 |
4.6% |
140.56 |
2.0% |
84% |
False |
False |
|
10 |
7,003.13 |
6,645.03 |
358.10 |
5.2% |
117.82 |
1.7% |
75% |
False |
False |
|
20 |
7,003.13 |
6,164.43 |
838.70 |
12.1% |
145.52 |
2.1% |
89% |
False |
False |
|
40 |
7,022.97 |
6,164.43 |
858.54 |
12.4% |
113.14 |
1.6% |
87% |
False |
False |
|
60 |
7,022.97 |
6,164.43 |
858.54 |
12.4% |
89.26 |
1.3% |
87% |
False |
False |
|
80 |
7,022.97 |
6,164.43 |
858.54 |
12.4% |
81.00 |
1.2% |
87% |
False |
False |
|
100 |
7,022.97 |
6,011.24 |
1,011.73 |
14.6% |
72.65 |
1.1% |
89% |
False |
False |
|
120 |
7,022.97 |
5,839.89 |
1,183.08 |
17.1% |
67.50 |
1.0% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,213.15 |
2.618 |
7,107.12 |
1.618 |
7,042.15 |
1.000 |
7,002.00 |
0.618 |
6,977.18 |
HIGH |
6,937.03 |
0.618 |
6,912.21 |
0.500 |
6,904.55 |
0.382 |
6,896.88 |
LOW |
6,872.06 |
0.618 |
6,831.91 |
1.000 |
6,807.09 |
1.618 |
6,766.94 |
2.618 |
6,701.97 |
4.250 |
6,595.94 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,910.20 |
6,872.36 |
PP |
6,907.37 |
6,831.69 |
S1 |
6,904.55 |
6,791.03 |
|