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 |
3,309.0 |
3,321.0 |
12.0 |
0.4% |
3,275.0 |
High |
3,331.0 |
3,340.0 |
9.0 |
0.3% |
3,329.0 |
Low |
3,306.0 |
3,316.0 |
10.0 |
0.3% |
3,258.0 |
Close |
3,326.0 |
3,325.0 |
-1.0 |
0.0% |
3,312.0 |
Range |
25.0 |
24.0 |
-1.0 |
-4.0% |
71.0 |
ATR |
36.0 |
35.1 |
-0.9 |
-2.4% |
0.0 |
Volume |
1,103,771 |
1,841,769 |
737,998 |
66.9% |
4,903,585 |
|
Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,399.0 |
3,386.0 |
3,338.2 |
|
R3 |
3,375.0 |
3,362.0 |
3,331.6 |
|
R2 |
3,351.0 |
3,351.0 |
3,329.4 |
|
R1 |
3,338.0 |
3,338.0 |
3,327.2 |
3,344.5 |
PP |
3,327.0 |
3,327.0 |
3,327.0 |
3,330.3 |
S1 |
3,314.0 |
3,314.0 |
3,322.8 |
3,320.5 |
S2 |
3,303.0 |
3,303.0 |
3,320.6 |
|
S3 |
3,279.0 |
3,290.0 |
3,318.4 |
|
S4 |
3,255.0 |
3,266.0 |
3,311.8 |
|
|
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 |
3,340.0 |
3,265.0 |
75.0 |
2.3% |
30.6 |
0.9% |
80% |
True |
False |
1,225,567 |
10 |
3,340.0 |
3,252.0 |
88.0 |
2.6% |
27.4 |
0.8% |
83% |
True |
False |
1,032,014 |
20 |
3,340.0 |
3,120.0 |
220.0 |
6.6% |
33.4 |
1.0% |
93% |
True |
False |
1,028,469 |
40 |
3,340.0 |
3,019.0 |
321.0 |
9.7% |
35.6 |
1.1% |
95% |
True |
False |
982,291 |
60 |
3,340.0 |
2,895.0 |
445.0 |
13.4% |
43.6 |
1.3% |
97% |
True |
False |
949,417 |
80 |
3,340.0 |
2,895.0 |
445.0 |
13.4% |
42.3 |
1.3% |
97% |
True |
False |
716,613 |
100 |
3,340.0 |
2,895.0 |
445.0 |
13.4% |
44.6 |
1.3% |
97% |
True |
False |
575,319 |
120 |
3,429.0 |
2,895.0 |
534.0 |
16.1% |
41.6 |
1.3% |
81% |
False |
False |
480,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,442.0 |
2.618 |
3,402.8 |
1.618 |
3,378.8 |
1.000 |
3,364.0 |
0.618 |
3,354.8 |
HIGH |
3,340.0 |
0.618 |
3,330.8 |
0.500 |
3,328.0 |
0.382 |
3,325.2 |
LOW |
3,316.0 |
0.618 |
3,301.2 |
1.000 |
3,292.0 |
1.618 |
3,277.2 |
2.618 |
3,253.2 |
4.250 |
3,214.0 |
|
|
Fisher Pivots for day following 06-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,328.0 |
3,323.0 |
PP |
3,327.0 |
3,321.0 |
S1 |
3,326.0 |
3,319.0 |
|