Trading Metrics calculated at close of trading on 06-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,705.73 |
3,836.16 |
130.43 |
3.5% |
3,953.66 |
High |
3,878.83 |
3,898.89 |
20.06 |
0.5% |
4,195.95 |
Low |
3,696.07 |
3,814.44 |
118.37 |
3.2% |
3,700.80 |
Close |
3,836.17 |
3,852.55 |
16.38 |
0.4% |
3,830.28 |
Range |
182.76 |
84.45 |
-98.31 |
-53.8% |
495.15 |
ATR |
155.50 |
150.42 |
-5.07 |
-3.3% |
0.00 |
Volume |
38,232 |
27,726 |
-10,506 |
-27.5% |
174,027 |
|
Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,108.64 |
4,065.05 |
3,899.00 |
|
R3 |
4,024.19 |
3,980.60 |
3,875.77 |
|
R2 |
3,939.74 |
3,939.74 |
3,868.03 |
|
R1 |
3,896.15 |
3,896.15 |
3,860.29 |
3,917.95 |
PP |
3,855.29 |
3,855.29 |
3,855.29 |
3,866.19 |
S1 |
3,811.70 |
3,811.70 |
3,844.81 |
3,833.50 |
S2 |
3,770.84 |
3,770.84 |
3,837.07 |
|
S3 |
3,686.39 |
3,727.25 |
3,829.33 |
|
S4 |
3,601.94 |
3,642.80 |
3,806.10 |
|
|
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 |
6.0% |
130.12 |
3.4% |
75% |
False |
False |
33,134 |
10 |
4,195.95 |
3,680.31 |
515.64 |
13.4% |
155.64 |
4.0% |
33% |
False |
False |
38,939 |
20 |
4,195.95 |
3,355.25 |
840.70 |
21.8% |
134.09 |
3.5% |
59% |
False |
False |
44,982 |
40 |
4,195.95 |
3,355.25 |
840.70 |
21.8% |
132.02 |
3.4% |
59% |
False |
False |
47,482 |
60 |
4,258.85 |
3,158.10 |
1,100.75 |
28.6% |
183.13 |
4.8% |
63% |
False |
False |
64,563 |
80 |
6,553.24 |
3,158.10 |
3,395.14 |
88.1% |
235.71 |
6.1% |
20% |
False |
False |
78,022 |
100 |
6,980.29 |
3,158.10 |
3,822.19 |
99.2% |
223.89 |
5.8% |
18% |
False |
False |
71,742 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
99.2% |
221.50 |
5.7% |
18% |
False |
False |
68,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,257.80 |
2.618 |
4,119.98 |
1.618 |
4,035.53 |
1.000 |
3,983.34 |
0.618 |
3,951.08 |
HIGH |
3,898.89 |
0.618 |
3,866.63 |
0.500 |
3,856.67 |
0.382 |
3,846.70 |
LOW |
3,814.44 |
0.618 |
3,762.25 |
1.000 |
3,729.99 |
1.618 |
3,677.80 |
2.618 |
3,593.35 |
4.250 |
3,455.53 |
|
|
Fisher Pivots for day following 06-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,856.67 |
3,831.57 |
PP |
3,855.29 |
3,810.58 |
S1 |
3,853.92 |
3,789.60 |
|