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 |
25,485.15 |
25,024.04 |
-461.11 |
-1.8% |
25,124.91 |
High |
25,576.15 |
25,185.35 |
-390.80 |
-1.5% |
25,313.91 |
Low |
25,022.42 |
24,442.56 |
-579.86 |
-2.3% |
24,792.99 |
Close |
25,029.20 |
24,608.98 |
-420.22 |
-1.7% |
25,309.99 |
Range |
553.73 |
742.79 |
189.06 |
34.1% |
520.92 |
ATR |
446.12 |
467.31 |
21.19 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,974.00 |
26,534.28 |
25,017.51 |
|
R3 |
26,231.21 |
25,791.49 |
24,813.25 |
|
R2 |
25,488.42 |
25,488.42 |
24,745.16 |
|
R1 |
25,048.70 |
25,048.70 |
24,677.07 |
24,897.17 |
PP |
24,745.63 |
24,745.63 |
24,745.63 |
24,669.86 |
S1 |
24,305.91 |
24,305.91 |
24,540.89 |
24,154.38 |
S2 |
24,002.84 |
24,002.84 |
24,472.80 |
|
S3 |
23,260.05 |
23,563.12 |
24,404.71 |
|
S4 |
22,517.26 |
22,820.33 |
24,200.45 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,701.72 |
26,526.78 |
25,596.50 |
|
R3 |
26,180.80 |
26,005.86 |
25,453.24 |
|
R2 |
25,659.88 |
25,659.88 |
25,405.49 |
|
R1 |
25,484.94 |
25,484.94 |
25,357.74 |
25,572.41 |
PP |
25,138.96 |
25,138.96 |
25,138.96 |
25,182.70 |
S1 |
24,964.02 |
24,964.02 |
25,262.24 |
25,051.49 |
S2 |
24,618.04 |
24,618.04 |
25,214.49 |
|
S3 |
24,097.12 |
24,443.10 |
25,166.74 |
|
S4 |
23,576.20 |
23,922.18 |
25,023.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,800.35 |
24,442.56 |
1,357.79 |
5.5% |
461.69 |
1.9% |
12% |
False |
True |
|
10 |
25,800.35 |
24,442.56 |
1,357.79 |
5.5% |
405.79 |
1.6% |
12% |
False |
True |
|
20 |
26,306.70 |
23,360.29 |
2,946.41 |
12.0% |
573.26 |
2.3% |
42% |
False |
False |
|
40 |
26,616.71 |
23,360.29 |
3,256.42 |
13.2% |
382.90 |
1.6% |
38% |
False |
False |
|
60 |
26,616.71 |
23,360.29 |
3,256.42 |
13.2% |
295.66 |
1.2% |
38% |
False |
False |
|
80 |
26,616.71 |
23,242.75 |
3,373.96 |
13.7% |
254.65 |
1.0% |
40% |
False |
False |
|
100 |
26,616.71 |
22,730.85 |
3,885.86 |
15.8% |
222.72 |
0.9% |
48% |
False |
False |
|
120 |
26,616.71 |
21,731.12 |
4,885.59 |
19.9% |
200.41 |
0.8% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,342.21 |
2.618 |
27,129.97 |
1.618 |
26,387.18 |
1.000 |
25,928.14 |
0.618 |
25,644.39 |
HIGH |
25,185.35 |
0.618 |
24,901.60 |
0.500 |
24,813.96 |
0.382 |
24,726.31 |
LOW |
24,442.56 |
0.618 |
23,983.52 |
1.000 |
23,699.77 |
1.618 |
23,240.73 |
2.618 |
22,497.94 |
4.250 |
21,285.70 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
24,813.96 |
25,121.46 |
PP |
24,745.63 |
24,950.63 |
S1 |
24,677.31 |
24,779.81 |
|