| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
11,999.0 |
12,250.0 |
251.0 |
2.1% |
12,568.0 |
| High |
12,274.5 |
12,382.5 |
108.0 |
0.9% |
12,598.0 |
| Low |
11,965.5 |
12,172.0 |
206.5 |
1.7% |
11,867.0 |
| Close |
12,239.5 |
12,360.0 |
120.5 |
1.0% |
11,919.0 |
| Range |
309.0 |
210.5 |
-98.5 |
-31.9% |
731.0 |
| ATR |
250.3 |
247.5 |
-2.8 |
-1.1% |
0.0 |
| Volume |
95,146 |
89,927 |
-5,219 |
-5.5% |
608,658 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,936.3 |
12,858.7 |
12,475.8 |
|
| R3 |
12,725.8 |
12,648.2 |
12,417.9 |
|
| R2 |
12,515.3 |
12,515.3 |
12,398.6 |
|
| R1 |
12,437.7 |
12,437.7 |
12,379.3 |
12,476.5 |
| PP |
12,304.8 |
12,304.8 |
12,304.8 |
12,324.3 |
| S1 |
12,227.2 |
12,227.2 |
12,340.7 |
12,266.0 |
| S2 |
12,094.3 |
12,094.3 |
12,321.4 |
|
| S3 |
11,883.8 |
12,016.7 |
12,302.1 |
|
| S4 |
11,673.3 |
11,806.2 |
12,244.2 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,321.0 |
13,851.0 |
12,321.1 |
|
| R3 |
13,590.0 |
13,120.0 |
12,120.0 |
|
| R2 |
12,859.0 |
12,859.0 |
12,053.0 |
|
| R1 |
12,389.0 |
12,389.0 |
11,986.0 |
12,258.5 |
| PP |
12,128.0 |
12,128.0 |
12,128.0 |
12,062.8 |
| S1 |
11,658.0 |
11,658.0 |
11,852.0 |
11,527.5 |
| S2 |
11,397.0 |
11,397.0 |
11,785.0 |
|
| S3 |
10,666.0 |
10,927.0 |
11,718.0 |
|
| S4 |
9,935.0 |
10,196.0 |
11,517.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,382.5 |
11,725.0 |
657.5 |
5.3% |
275.1 |
2.2% |
97% |
True |
False |
103,506 |
| 10 |
12,598.0 |
11,725.0 |
873.0 |
7.1% |
232.1 |
1.9% |
73% |
False |
False |
107,191 |
| 20 |
12,598.0 |
11,725.0 |
873.0 |
7.1% |
235.8 |
1.9% |
73% |
False |
False |
103,762 |
| 40 |
13,596.0 |
11,725.0 |
1,871.0 |
15.1% |
224.8 |
1.8% |
34% |
False |
False |
100,401 |
| 60 |
13,596.0 |
11,725.0 |
1,871.0 |
15.1% |
195.2 |
1.6% |
34% |
False |
False |
88,760 |
| 80 |
13,596.0 |
11,725.0 |
1,871.0 |
15.1% |
184.4 |
1.5% |
34% |
False |
False |
67,326 |
| 100 |
13,596.0 |
11,725.0 |
1,871.0 |
15.1% |
167.6 |
1.4% |
34% |
False |
False |
53,907 |
| 120 |
13,596.0 |
11,725.0 |
1,871.0 |
15.1% |
148.7 |
1.2% |
34% |
False |
False |
44,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,277.1 |
|
2.618 |
12,933.6 |
|
1.618 |
12,723.1 |
|
1.000 |
12,593.0 |
|
0.618 |
12,512.6 |
|
HIGH |
12,382.5 |
|
0.618 |
12,302.1 |
|
0.500 |
12,277.3 |
|
0.382 |
12,252.4 |
|
LOW |
12,172.0 |
|
0.618 |
12,041.9 |
|
1.000 |
11,961.5 |
|
1.618 |
11,831.4 |
|
2.618 |
11,620.9 |
|
4.250 |
11,277.4 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,332.4 |
12,298.0 |
| PP |
12,304.8 |
12,236.0 |
| S1 |
12,277.3 |
12,174.0 |
|