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 |
7,121.25 |
7,106.50 |
-14.75 |
-0.2% |
7,108.50 |
High |
7,130.75 |
7,164.50 |
33.75 |
0.5% |
7,168.50 |
Low |
7,072.50 |
7,098.25 |
25.75 |
0.4% |
7,048.00 |
Close |
7,102.50 |
7,156.00 |
53.50 |
0.8% |
7,156.00 |
Range |
58.25 |
66.25 |
8.00 |
13.7% |
120.50 |
ATR |
100.95 |
98.47 |
-2.48 |
-2.5% |
0.00 |
Volume |
360,883 |
383,198 |
22,315 |
6.2% |
1,821,384 |
|
Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,338.25 |
7,313.50 |
7,192.50 |
|
R3 |
7,272.00 |
7,247.25 |
7,174.25 |
|
R2 |
7,205.75 |
7,205.75 |
7,168.25 |
|
R1 |
7,181.00 |
7,181.00 |
7,162.00 |
7,193.50 |
PP |
7,139.50 |
7,139.50 |
7,139.50 |
7,145.75 |
S1 |
7,114.75 |
7,114.75 |
7,150.00 |
7,127.00 |
S2 |
7,073.25 |
7,073.25 |
7,143.75 |
|
S3 |
7,007.00 |
7,048.50 |
7,137.75 |
|
S4 |
6,940.75 |
6,982.25 |
7,119.50 |
|
|
Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,485.75 |
7,441.25 |
7,222.25 |
|
R3 |
7,365.25 |
7,320.75 |
7,189.25 |
|
R2 |
7,244.75 |
7,244.75 |
7,178.00 |
|
R1 |
7,200.25 |
7,200.25 |
7,167.00 |
7,222.50 |
PP |
7,124.25 |
7,124.25 |
7,124.25 |
7,135.25 |
S1 |
7,079.75 |
7,079.75 |
7,145.00 |
7,102.00 |
S2 |
7,003.75 |
7,003.75 |
7,134.00 |
|
S3 |
6,883.25 |
6,959.25 |
7,122.75 |
|
S4 |
6,762.75 |
6,838.75 |
7,089.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,168.50 |
7,048.00 |
120.50 |
1.7% |
70.50 |
1.0% |
90% |
False |
False |
364,276 |
10 |
7,168.50 |
6,975.25 |
193.25 |
2.7% |
79.50 |
1.1% |
94% |
False |
False |
385,757 |
20 |
7,168.50 |
6,841.00 |
327.50 |
4.6% |
86.25 |
1.2% |
96% |
False |
False |
403,868 |
40 |
7,168.50 |
6,136.50 |
1,032.00 |
14.4% |
108.75 |
1.5% |
99% |
False |
False |
456,317 |
60 |
7,168.50 |
5,820.50 |
1,348.00 |
18.8% |
145.00 |
2.0% |
99% |
False |
False |
437,681 |
80 |
7,262.00 |
5,820.50 |
1,441.50 |
20.1% |
149.50 |
2.1% |
93% |
False |
False |
328,783 |
100 |
7,492.75 |
5,820.50 |
1,672.25 |
23.4% |
164.00 |
2.3% |
80% |
False |
False |
263,419 |
120 |
7,765.00 |
5,820.50 |
1,944.50 |
27.2% |
152.75 |
2.1% |
69% |
False |
False |
219,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,446.00 |
2.618 |
7,338.00 |
1.618 |
7,271.75 |
1.000 |
7,230.75 |
0.618 |
7,205.50 |
HIGH |
7,164.50 |
0.618 |
7,139.25 |
0.500 |
7,131.50 |
0.382 |
7,123.50 |
LOW |
7,098.25 |
0.618 |
7,057.25 |
1.000 |
7,032.00 |
1.618 |
6,991.00 |
2.618 |
6,924.75 |
4.250 |
6,816.75 |
|
|
Fisher Pivots for day following 01-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
7,147.75 |
7,139.50 |
PP |
7,139.50 |
7,122.75 |
S1 |
7,131.50 |
7,106.25 |
|