Trading Metrics calculated at close of trading on 04-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,808.42 |
3,830.28 |
21.86 |
0.6% |
3,953.66 |
High |
3,850.61 |
3,843.50 |
-7.11 |
-0.2% |
4,195.95 |
Low |
3,794.16 |
3,680.31 |
-113.85 |
-3.0% |
3,700.80 |
Close |
3,830.28 |
3,705.73 |
-124.55 |
-3.3% |
3,830.28 |
Range |
56.45 |
163.19 |
106.74 |
189.1% |
495.15 |
ATR |
152.65 |
153.40 |
0.75 |
0.5% |
0.00 |
Volume |
22,517 |
35,898 |
13,381 |
59.4% |
174,027 |
|
Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,232.75 |
4,132.43 |
3,795.48 |
|
R3 |
4,069.56 |
3,969.24 |
3,750.61 |
|
R2 |
3,906.37 |
3,906.37 |
3,735.65 |
|
R1 |
3,806.05 |
3,806.05 |
3,720.69 |
3,774.62 |
PP |
3,743.18 |
3,743.18 |
3,743.18 |
3,727.46 |
S1 |
3,642.86 |
3,642.86 |
3,690.77 |
3,611.43 |
S2 |
3,579.99 |
3,579.99 |
3,675.81 |
|
S3 |
3,416.80 |
3,479.67 |
3,660.85 |
|
S4 |
3,253.61 |
3,316.48 |
3,615.98 |
|
|
Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,394.46 |
5,107.52 |
4,102.61 |
|
R3 |
4,899.31 |
4,612.37 |
3,966.45 |
|
R2 |
4,404.16 |
4,404.16 |
3,921.06 |
|
R1 |
4,117.22 |
4,117.22 |
3,875.67 |
4,013.12 |
PP |
3,909.01 |
3,909.01 |
3,909.01 |
3,856.96 |
S1 |
3,622.07 |
3,622.07 |
3,784.89 |
3,517.97 |
S2 |
3,413.86 |
3,413.86 |
3,739.50 |
|
S3 |
2,918.71 |
3,126.92 |
3,694.11 |
|
S4 |
2,423.56 |
2,631.77 |
3,557.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,911.33 |
3,680.31 |
231.02 |
6.2% |
123.71 |
3.3% |
11% |
False |
True |
32,856 |
10 |
4,195.95 |
3,680.31 |
515.64 |
13.9% |
152.77 |
4.1% |
5% |
False |
True |
45,723 |
20 |
4,195.95 |
3,355.25 |
840.70 |
22.7% |
127.74 |
3.4% |
42% |
False |
False |
44,610 |
40 |
4,195.95 |
3,355.25 |
840.70 |
22.7% |
135.74 |
3.7% |
42% |
False |
False |
47,879 |
60 |
4,258.85 |
3,158.10 |
1,100.75 |
29.7% |
186.80 |
5.0% |
50% |
False |
False |
67,130 |
80 |
6,568.87 |
3,158.10 |
3,410.77 |
92.0% |
234.72 |
6.3% |
16% |
False |
False |
78,135 |
100 |
6,980.29 |
3,158.10 |
3,822.19 |
103.1% |
223.43 |
6.0% |
14% |
False |
False |
71,804 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
103.1% |
222.15 |
6.0% |
14% |
False |
False |
68,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,537.06 |
2.618 |
4,270.73 |
1.618 |
4,107.54 |
1.000 |
4,006.69 |
0.618 |
3,944.35 |
HIGH |
3,843.50 |
0.618 |
3,781.16 |
0.500 |
3,761.91 |
0.382 |
3,742.65 |
LOW |
3,680.31 |
0.618 |
3,579.46 |
1.000 |
3,517.12 |
1.618 |
3,416.27 |
2.618 |
3,253.08 |
4.250 |
2,986.75 |
|
|
Fisher Pivots for day following 04-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,761.91 |
3,795.82 |
PP |
3,743.18 |
3,765.79 |
S1 |
3,724.46 |
3,735.76 |
|