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 |
6,919.79 |
6,855.57 |
-64.22 |
-0.9% |
6,933.82 |
High |
6,937.03 |
6,935.48 |
-1.55 |
0.0% |
7,003.13 |
Low |
6,872.06 |
6,850.91 |
-21.15 |
-0.3% |
6,645.03 |
Close |
6,913.02 |
6,929.39 |
16.37 |
0.2% |
6,811.04 |
Range |
64.97 |
84.57 |
19.60 |
30.2% |
358.10 |
ATR |
126.62 |
123.61 |
-3.00 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,158.97 |
7,128.75 |
6,975.90 |
|
R3 |
7,074.40 |
7,044.18 |
6,952.65 |
|
R2 |
6,989.83 |
6,989.83 |
6,944.89 |
|
R1 |
6,959.61 |
6,959.61 |
6,937.14 |
6,974.72 |
PP |
6,905.26 |
6,905.26 |
6,905.26 |
6,912.82 |
S1 |
6,875.04 |
6,875.04 |
6,921.64 |
6,890.15 |
S2 |
6,820.69 |
6,820.69 |
6,913.89 |
|
S3 |
6,736.12 |
6,790.47 |
6,906.13 |
|
S4 |
6,651.55 |
6,705.90 |
6,882.88 |
|
|
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 |
6,937.03 |
6,645.03 |
292.00 |
4.2% |
135.52 |
2.0% |
97% |
False |
False |
|
10 |
7,003.13 |
6,645.03 |
358.10 |
5.2% |
114.25 |
1.6% |
79% |
False |
False |
|
20 |
7,003.13 |
6,164.43 |
838.70 |
12.1% |
134.60 |
1.9% |
91% |
False |
False |
|
40 |
7,022.97 |
6,164.43 |
858.54 |
12.4% |
114.48 |
1.7% |
89% |
False |
False |
|
60 |
7,022.97 |
6,164.43 |
858.54 |
12.4% |
89.96 |
1.3% |
89% |
False |
False |
|
80 |
7,022.97 |
6,164.43 |
858.54 |
12.4% |
81.58 |
1.2% |
89% |
False |
False |
|
100 |
7,022.97 |
6,011.24 |
1,011.73 |
14.6% |
73.20 |
1.1% |
91% |
False |
False |
|
120 |
7,022.97 |
5,839.89 |
1,183.08 |
17.1% |
67.96 |
1.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,294.90 |
2.618 |
7,156.88 |
1.618 |
7,072.31 |
1.000 |
7,020.05 |
0.618 |
6,987.74 |
HIGH |
6,935.48 |
0.618 |
6,903.17 |
0.500 |
6,893.20 |
0.382 |
6,883.22 |
LOW |
6,850.91 |
0.618 |
6,798.65 |
1.000 |
6,766.34 |
1.618 |
6,714.08 |
2.618 |
6,629.51 |
4.250 |
6,491.49 |
|
|
Fisher Pivots for day following 07-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
6,917.33 |
6,901.40 |
PP |
6,905.26 |
6,873.42 |
S1 |
6,893.20 |
6,845.43 |
|