Trading Metrics calculated at close of trading on 05-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2019 |
05-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,328.0 |
3,309.0 |
-19.0 |
-0.6% |
3,275.0 |
High |
3,333.0 |
3,331.0 |
-2.0 |
-0.1% |
3,329.0 |
Low |
3,298.0 |
3,306.0 |
8.0 |
0.2% |
3,258.0 |
Close |
3,315.0 |
3,326.0 |
11.0 |
0.3% |
3,312.0 |
Range |
35.0 |
25.0 |
-10.0 |
-28.6% |
71.0 |
ATR |
36.8 |
36.0 |
-0.8 |
-2.3% |
0.0 |
Volume |
1,046,295 |
1,103,771 |
57,476 |
5.5% |
4,903,585 |
|
Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,396.0 |
3,386.0 |
3,339.8 |
|
R3 |
3,371.0 |
3,361.0 |
3,332.9 |
|
R2 |
3,346.0 |
3,346.0 |
3,330.6 |
|
R1 |
3,336.0 |
3,336.0 |
3,328.3 |
3,341.0 |
PP |
3,321.0 |
3,321.0 |
3,321.0 |
3,323.5 |
S1 |
3,311.0 |
3,311.0 |
3,323.7 |
3,316.0 |
S2 |
3,296.0 |
3,296.0 |
3,321.4 |
|
S3 |
3,271.0 |
3,286.0 |
3,319.1 |
|
S4 |
3,246.0 |
3,261.0 |
3,312.3 |
|
|
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 |
3,265.0 |
68.0 |
2.0% |
29.6 |
0.9% |
90% |
False |
False |
1,065,505 |
10 |
3,333.0 |
3,233.0 |
100.0 |
3.0% |
28.3 |
0.9% |
93% |
False |
False |
937,284 |
20 |
3,333.0 |
3,120.0 |
213.0 |
6.4% |
34.9 |
1.0% |
97% |
False |
False |
979,439 |
40 |
3,333.0 |
3,002.0 |
331.0 |
10.0% |
36.4 |
1.1% |
98% |
False |
False |
962,993 |
60 |
3,333.0 |
2,895.0 |
438.0 |
13.2% |
43.8 |
1.3% |
98% |
False |
False |
920,111 |
80 |
3,333.0 |
2,895.0 |
438.0 |
13.2% |
42.2 |
1.3% |
98% |
False |
False |
693,602 |
100 |
3,333.0 |
2,895.0 |
438.0 |
13.2% |
44.7 |
1.3% |
98% |
False |
False |
556,901 |
120 |
3,429.0 |
2,895.0 |
534.0 |
16.1% |
41.6 |
1.2% |
81% |
False |
False |
464,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,437.3 |
2.618 |
3,396.5 |
1.618 |
3,371.5 |
1.000 |
3,356.0 |
0.618 |
3,346.5 |
HIGH |
3,331.0 |
0.618 |
3,321.5 |
0.500 |
3,318.5 |
0.382 |
3,315.6 |
LOW |
3,306.0 |
0.618 |
3,290.6 |
1.000 |
3,281.0 |
1.618 |
3,265.6 |
2.618 |
3,240.6 |
4.250 |
3,199.8 |
|
|
Fisher Pivots for day following 05-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,323.5 |
3,322.2 |
PP |
3,321.0 |
3,318.3 |
S1 |
3,318.5 |
3,314.5 |
|