| 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 |
7,177.00 |
7,144.50 |
-32.50 |
-0.5% |
7,108.50 |
| High |
7,211.50 |
7,182.00 |
-29.50 |
-0.4% |
7,168.50 |
| Low |
7,074.50 |
7,124.25 |
49.75 |
0.7% |
7,048.00 |
| Close |
7,145.75 |
7,165.50 |
19.75 |
0.3% |
7,156.00 |
| Range |
137.00 |
57.75 |
-79.25 |
-57.8% |
120.50 |
| ATR |
101.22 |
98.12 |
-3.11 |
-3.1% |
0.00 |
| Volume |
556,660 |
364,928 |
-191,732 |
-34.4% |
1,821,384 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,330.50 |
7,305.75 |
7,197.25 |
|
| R3 |
7,272.75 |
7,248.00 |
7,181.50 |
|
| R2 |
7,215.00 |
7,215.00 |
7,176.00 |
|
| R1 |
7,190.25 |
7,190.25 |
7,170.75 |
7,202.50 |
| PP |
7,157.25 |
7,157.25 |
7,157.25 |
7,163.50 |
| S1 |
7,132.50 |
7,132.50 |
7,160.25 |
7,145.00 |
| S2 |
7,099.50 |
7,099.50 |
7,155.00 |
|
| S3 |
7,041.75 |
7,074.75 |
7,149.50 |
|
| S4 |
6,984.00 |
7,017.00 |
7,133.75 |
|
|
| 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 |
7,211.50 |
7,048.00 |
163.50 |
2.3% |
80.50 |
1.1% |
72% |
False |
False |
406,721 |
| 10 |
7,211.50 |
7,005.00 |
206.50 |
2.9% |
81.00 |
1.1% |
78% |
False |
False |
396,160 |
| 20 |
7,211.50 |
6,841.00 |
370.50 |
5.2% |
86.50 |
1.2% |
88% |
False |
False |
409,194 |
| 40 |
7,211.50 |
6,402.50 |
809.00 |
11.3% |
101.50 |
1.4% |
94% |
False |
False |
444,080 |
| 60 |
7,211.50 |
5,820.50 |
1,391.00 |
19.4% |
142.50 |
2.0% |
97% |
False |
False |
453,023 |
| 80 |
7,262.00 |
5,820.50 |
1,441.50 |
20.1% |
148.75 |
2.1% |
93% |
False |
False |
340,274 |
| 100 |
7,448.50 |
5,820.50 |
1,628.00 |
22.7% |
163.00 |
2.3% |
83% |
False |
False |
272,612 |
| 120 |
7,765.00 |
5,820.50 |
1,944.50 |
27.1% |
153.00 |
2.1% |
69% |
False |
False |
227,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,427.50 |
|
2.618 |
7,333.25 |
|
1.618 |
7,275.50 |
|
1.000 |
7,239.75 |
|
0.618 |
7,217.75 |
|
HIGH |
7,182.00 |
|
0.618 |
7,160.00 |
|
0.500 |
7,153.00 |
|
0.382 |
7,146.25 |
|
LOW |
7,124.25 |
|
0.618 |
7,088.50 |
|
1.000 |
7,066.50 |
|
1.618 |
7,030.75 |
|
2.618 |
6,973.00 |
|
4.250 |
6,878.75 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,161.50 |
7,158.00 |
| PP |
7,157.25 |
7,150.50 |
| S1 |
7,153.00 |
7,143.00 |
|