| 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 |
3,296.0 |
3,328.0 |
32.0 |
1.0% |
3,275.0 |
| High |
3,329.0 |
3,333.0 |
4.0 |
0.1% |
3,329.0 |
| Low |
3,296.0 |
3,298.0 |
2.0 |
0.1% |
3,258.0 |
| Close |
3,312.0 |
3,315.0 |
3.0 |
0.1% |
3,312.0 |
| Range |
33.0 |
35.0 |
2.0 |
6.1% |
71.0 |
| ATR |
36.9 |
36.8 |
-0.1 |
-0.4% |
0.0 |
| Volume |
992,881 |
1,046,295 |
53,414 |
5.4% |
4,903,585 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,420.3 |
3,402.7 |
3,334.3 |
|
| R3 |
3,385.3 |
3,367.7 |
3,324.6 |
|
| R2 |
3,350.3 |
3,350.3 |
3,321.4 |
|
| R1 |
3,332.7 |
3,332.7 |
3,318.2 |
3,324.0 |
| PP |
3,315.3 |
3,315.3 |
3,315.3 |
3,311.0 |
| S1 |
3,297.7 |
3,297.7 |
3,311.8 |
3,289.0 |
| S2 |
3,280.3 |
3,280.3 |
3,308.6 |
|
| S3 |
3,245.3 |
3,262.7 |
3,305.4 |
|
| S4 |
3,210.3 |
3,227.7 |
3,295.8 |
|
|
| 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 |
3,333.0 |
3,258.0 |
75.0 |
2.3% |
31.6 |
1.0% |
76% |
True |
False |
990,672 |
| 10 |
3,333.0 |
3,221.0 |
112.0 |
3.4% |
28.7 |
0.9% |
84% |
True |
False |
910,399 |
| 20 |
3,333.0 |
3,120.0 |
213.0 |
6.4% |
35.3 |
1.1% |
92% |
True |
False |
978,026 |
| 40 |
3,333.0 |
2,931.0 |
402.0 |
12.1% |
38.6 |
1.2% |
96% |
True |
False |
958,471 |
| 60 |
3,333.0 |
2,895.0 |
438.0 |
13.2% |
43.8 |
1.3% |
96% |
True |
False |
901,787 |
| 80 |
3,333.0 |
2,895.0 |
438.0 |
13.2% |
42.5 |
1.3% |
96% |
True |
False |
679,867 |
| 100 |
3,353.0 |
2,895.0 |
458.0 |
13.8% |
45.0 |
1.4% |
92% |
False |
False |
545,942 |
| 120 |
3,429.0 |
2,895.0 |
534.0 |
16.1% |
41.5 |
1.3% |
79% |
False |
False |
455,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,481.8 |
|
2.618 |
3,424.6 |
|
1.618 |
3,389.6 |
|
1.000 |
3,368.0 |
|
0.618 |
3,354.6 |
|
HIGH |
3,333.0 |
|
0.618 |
3,319.6 |
|
0.500 |
3,315.5 |
|
0.382 |
3,311.4 |
|
LOW |
3,298.0 |
|
0.618 |
3,276.4 |
|
1.000 |
3,263.0 |
|
1.618 |
3,241.4 |
|
2.618 |
3,206.4 |
|
4.250 |
3,149.3 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,315.5 |
3,309.7 |
| PP |
3,315.3 |
3,304.3 |
| S1 |
3,315.2 |
3,299.0 |
|