Trading Metrics calculated at close of trading on 07-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,321.0 |
3,315.0 |
-6.0 |
-0.2% |
3,275.0 |
High |
3,340.0 |
3,338.0 |
-2.0 |
-0.1% |
3,329.0 |
Low |
3,316.0 |
3,292.0 |
-24.0 |
-0.7% |
3,258.0 |
Close |
3,325.0 |
3,306.0 |
-19.0 |
-0.6% |
3,312.0 |
Range |
24.0 |
46.0 |
22.0 |
91.7% |
71.0 |
ATR |
35.1 |
35.9 |
0.8 |
2.2% |
0.0 |
Volume |
1,841,769 |
1,855,210 |
13,441 |
0.7% |
4,903,585 |
|
Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,450.0 |
3,424.0 |
3,331.3 |
|
R3 |
3,404.0 |
3,378.0 |
3,318.7 |
|
R2 |
3,358.0 |
3,358.0 |
3,314.4 |
|
R1 |
3,332.0 |
3,332.0 |
3,310.2 |
3,322.0 |
PP |
3,312.0 |
3,312.0 |
3,312.0 |
3,307.0 |
S1 |
3,286.0 |
3,286.0 |
3,301.8 |
3,276.0 |
S2 |
3,266.0 |
3,266.0 |
3,297.6 |
|
S3 |
3,220.0 |
3,240.0 |
3,293.4 |
|
S4 |
3,174.0 |
3,194.0 |
3,280.7 |
|
|
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 |
3,292.0 |
48.0 |
1.5% |
32.6 |
1.0% |
29% |
False |
True |
1,367,985 |
10 |
3,340.0 |
3,255.0 |
85.0 |
2.6% |
29.9 |
0.9% |
60% |
False |
False |
1,148,494 |
20 |
3,340.0 |
3,120.0 |
220.0 |
6.7% |
34.8 |
1.1% |
85% |
False |
False |
1,046,548 |
40 |
3,340.0 |
3,025.0 |
315.0 |
9.5% |
35.5 |
1.1% |
89% |
False |
False |
1,005,882 |
60 |
3,340.0 |
2,895.0 |
445.0 |
13.5% |
43.1 |
1.3% |
92% |
False |
False |
979,999 |
80 |
3,340.0 |
2,895.0 |
445.0 |
13.5% |
42.5 |
1.3% |
92% |
False |
False |
739,551 |
100 |
3,340.0 |
2,895.0 |
445.0 |
13.5% |
44.6 |
1.3% |
92% |
False |
False |
593,732 |
120 |
3,429.0 |
2,895.0 |
534.0 |
16.2% |
41.8 |
1.3% |
77% |
False |
False |
495,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,533.5 |
2.618 |
3,458.4 |
1.618 |
3,412.4 |
1.000 |
3,384.0 |
0.618 |
3,366.4 |
HIGH |
3,338.0 |
0.618 |
3,320.4 |
0.500 |
3,315.0 |
0.382 |
3,309.6 |
LOW |
3,292.0 |
0.618 |
3,263.6 |
1.000 |
3,246.0 |
1.618 |
3,217.6 |
2.618 |
3,171.6 |
4.250 |
3,096.5 |
|
|
Fisher Pivots for day following 07-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,315.0 |
3,316.0 |
PP |
3,312.0 |
3,312.7 |
S1 |
3,309.0 |
3,309.3 |
|