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 |
86.81 |
86.97 |
0.16 |
0.2% |
86.62 |
High |
86.93 |
87.01 |
0.08 |
0.1% |
86.93 |
Low |
86.80 |
86.90 |
0.10 |
0.1% |
86.56 |
Close |
86.87 |
86.96 |
0.09 |
0.1% |
86.87 |
Range |
0.13 |
0.11 |
-0.02 |
-15.4% |
0.37 |
ATR |
1.01 |
0.95 |
-0.06 |
-6.2% |
0.00 |
Volume |
3,095,641 |
3,696,100 |
600,459 |
19.4% |
14,628,041 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.29 |
87.23 |
87.02 |
|
R3 |
87.18 |
87.12 |
86.99 |
|
R2 |
87.07 |
87.07 |
86.98 |
|
R1 |
87.01 |
87.01 |
86.97 |
86.99 |
PP |
86.96 |
86.96 |
86.96 |
86.94 |
S1 |
86.90 |
86.90 |
86.95 |
86.88 |
S2 |
86.85 |
86.85 |
86.94 |
|
S3 |
86.74 |
86.79 |
86.93 |
|
S4 |
86.63 |
86.68 |
86.90 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.90 |
87.75 |
87.07 |
|
R3 |
87.53 |
87.38 |
86.97 |
|
R2 |
87.16 |
87.16 |
86.94 |
|
R1 |
87.01 |
87.01 |
86.90 |
87.09 |
PP |
86.79 |
86.79 |
86.79 |
86.82 |
S1 |
86.64 |
86.64 |
86.84 |
86.72 |
S2 |
86.42 |
86.42 |
86.80 |
|
S3 |
86.05 |
86.27 |
86.77 |
|
S4 |
85.68 |
85.90 |
86.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.01 |
86.60 |
0.41 |
0.5% |
0.16 |
0.2% |
88% |
True |
False |
2,593,758 |
10 |
87.01 |
84.77 |
2.24 |
2.6% |
0.18 |
0.2% |
98% |
True |
False |
4,226,887 |
20 |
87.01 |
84.77 |
2.24 |
2.6% |
0.33 |
0.4% |
98% |
True |
False |
4,145,506 |
40 |
87.01 |
44.13 |
42.88 |
49.3% |
1.14 |
1.3% |
100% |
True |
False |
5,802,896 |
60 |
87.01 |
42.29 |
44.72 |
51.4% |
1.69 |
1.9% |
100% |
True |
False |
4,737,975 |
80 |
87.01 |
42.29 |
44.72 |
51.4% |
2.03 |
2.3% |
100% |
True |
False |
3,956,695 |
100 |
87.01 |
42.14 |
44.87 |
51.6% |
2.16 |
2.5% |
100% |
True |
False |
3,657,175 |
120 |
87.01 |
41.35 |
45.66 |
52.5% |
2.15 |
2.5% |
100% |
True |
False |
3,484,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.48 |
2.618 |
87.30 |
1.618 |
87.19 |
1.000 |
87.12 |
0.618 |
87.08 |
HIGH |
87.01 |
0.618 |
86.97 |
0.500 |
86.96 |
0.382 |
86.94 |
LOW |
86.90 |
0.618 |
86.83 |
1.000 |
86.79 |
1.618 |
86.72 |
2.618 |
86.61 |
4.250 |
86.43 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
86.96 |
86.93 |
PP |
86.96 |
86.90 |
S1 |
86.96 |
86.87 |
|