Trading Metrics calculated at close of trading on 01-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2019 |
01-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,284.0 |
3,296.0 |
12.0 |
0.4% |
3,275.0 |
High |
3,301.0 |
3,329.0 |
28.0 |
0.8% |
3,329.0 |
Low |
3,265.0 |
3,296.0 |
31.0 |
0.9% |
3,258.0 |
Close |
3,298.0 |
3,312.0 |
14.0 |
0.4% |
3,312.0 |
Range |
36.0 |
33.0 |
-3.0 |
-8.3% |
71.0 |
ATR |
37.2 |
36.9 |
-0.3 |
-0.8% |
0.0 |
Volume |
1,143,119 |
992,881 |
-150,238 |
-13.1% |
4,903,585 |
|
Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,411.3 |
3,394.7 |
3,330.2 |
|
R3 |
3,378.3 |
3,361.7 |
3,321.1 |
|
R2 |
3,345.3 |
3,345.3 |
3,318.1 |
|
R1 |
3,328.7 |
3,328.7 |
3,315.0 |
3,337.0 |
PP |
3,312.3 |
3,312.3 |
3,312.3 |
3,316.5 |
S1 |
3,295.7 |
3,295.7 |
3,309.0 |
3,304.0 |
S2 |
3,279.3 |
3,279.3 |
3,306.0 |
|
S3 |
3,246.3 |
3,262.7 |
3,302.9 |
|
S4 |
3,213.3 |
3,229.7 |
3,293.9 |
|
|
Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,512.7 |
3,483.3 |
3,351.1 |
|
R3 |
3,441.7 |
3,412.3 |
3,331.5 |
|
R2 |
3,370.7 |
3,370.7 |
3,325.0 |
|
R1 |
3,341.3 |
3,341.3 |
3,318.5 |
3,356.0 |
PP |
3,299.7 |
3,299.7 |
3,299.7 |
3,307.0 |
S1 |
3,270.3 |
3,270.3 |
3,305.5 |
3,285.0 |
S2 |
3,228.7 |
3,228.7 |
3,299.0 |
|
S3 |
3,157.7 |
3,199.3 |
3,292.5 |
|
S4 |
3,086.7 |
3,128.3 |
3,273.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,329.0 |
3,258.0 |
71.0 |
2.1% |
29.0 |
0.9% |
76% |
True |
False |
980,717 |
10 |
3,329.0 |
3,172.0 |
157.0 |
4.7% |
32.6 |
1.0% |
89% |
True |
False |
852,223 |
20 |
3,329.0 |
3,120.0 |
209.0 |
6.3% |
35.1 |
1.1% |
92% |
True |
False |
965,053 |
40 |
3,329.0 |
2,931.0 |
398.0 |
12.0% |
38.6 |
1.2% |
96% |
True |
False |
963,019 |
60 |
3,329.0 |
2,895.0 |
434.0 |
13.1% |
43.7 |
1.3% |
96% |
True |
False |
884,690 |
80 |
3,329.0 |
2,895.0 |
434.0 |
13.1% |
42.5 |
1.3% |
96% |
True |
False |
666,828 |
100 |
3,372.0 |
2,895.0 |
477.0 |
14.4% |
44.9 |
1.4% |
87% |
False |
False |
535,511 |
120 |
3,429.0 |
2,895.0 |
534.0 |
16.1% |
41.4 |
1.3% |
78% |
False |
False |
446,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,469.3 |
2.618 |
3,415.4 |
1.618 |
3,382.4 |
1.000 |
3,362.0 |
0.618 |
3,349.4 |
HIGH |
3,329.0 |
0.618 |
3,316.4 |
0.500 |
3,312.5 |
0.382 |
3,308.6 |
LOW |
3,296.0 |
0.618 |
3,275.6 |
1.000 |
3,263.0 |
1.618 |
3,242.6 |
2.618 |
3,209.6 |
4.250 |
3,155.8 |
|
|
Fisher Pivots for day following 01-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,312.5 |
3,307.0 |
PP |
3,312.3 |
3,302.0 |
S1 |
3,312.2 |
3,297.0 |
|