| 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 |
2,795.25 |
2,785.25 |
-10.00 |
-0.4% |
2,799.50 |
| High |
2,795.75 |
2,808.25 |
12.50 |
0.4% |
2,814.00 |
| Low |
2,781.75 |
2,783.00 |
1.25 |
0.0% |
2,775.00 |
| Close |
2,784.75 |
2,805.00 |
20.25 |
0.7% |
2,805.00 |
| Range |
14.00 |
25.25 |
11.25 |
80.4% |
39.00 |
| ATR |
30.48 |
30.10 |
-0.37 |
-1.2% |
0.00 |
| Volume |
1,360,457 |
1,265,597 |
-94,860 |
-7.0% |
6,222,642 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.50 |
2,865.00 |
2,819.00 |
|
| R3 |
2,849.25 |
2,839.75 |
2,812.00 |
|
| R2 |
2,824.00 |
2,824.00 |
2,809.75 |
|
| R1 |
2,814.50 |
2,814.50 |
2,807.25 |
2,819.25 |
| PP |
2,798.75 |
2,798.75 |
2,798.75 |
2,801.00 |
| S1 |
2,789.25 |
2,789.25 |
2,802.75 |
2,794.00 |
| S2 |
2,773.50 |
2,773.50 |
2,800.25 |
|
| S3 |
2,748.25 |
2,764.00 |
2,798.00 |
|
| S4 |
2,723.00 |
2,738.75 |
2,791.00 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,915.00 |
2,899.00 |
2,826.50 |
|
| R3 |
2,876.00 |
2,860.00 |
2,815.75 |
|
| R2 |
2,837.00 |
2,837.00 |
2,812.25 |
|
| R1 |
2,821.00 |
2,821.00 |
2,808.50 |
2,829.00 |
| PP |
2,798.00 |
2,798.00 |
2,798.00 |
2,802.00 |
| S1 |
2,782.00 |
2,782.00 |
2,801.50 |
2,790.00 |
| S2 |
2,759.00 |
2,759.00 |
2,797.75 |
|
| S3 |
2,720.00 |
2,743.00 |
2,794.25 |
|
| S4 |
2,681.00 |
2,704.00 |
2,783.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,814.00 |
2,775.00 |
39.00 |
1.4% |
20.25 |
0.7% |
77% |
False |
False |
1,244,528 |
| 10 |
2,814.00 |
2,729.00 |
85.00 |
3.0% |
24.75 |
0.9% |
89% |
False |
False |
1,284,133 |
| 20 |
2,814.00 |
2,680.75 |
133.25 |
4.8% |
26.00 |
0.9% |
93% |
False |
False |
1,328,251 |
| 40 |
2,814.00 |
2,438.50 |
375.50 |
13.4% |
33.00 |
1.2% |
98% |
False |
False |
1,460,546 |
| 60 |
2,814.00 |
2,313.00 |
501.00 |
17.9% |
46.75 |
1.7% |
98% |
False |
False |
1,463,928 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.2% |
46.75 |
1.7% |
96% |
False |
False |
1,101,647 |
| 100 |
2,908.50 |
2,313.00 |
595.50 |
21.2% |
49.50 |
1.8% |
83% |
False |
False |
884,088 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
22.9% |
44.75 |
1.6% |
77% |
False |
False |
737,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.50 |
|
2.618 |
2,874.25 |
|
1.618 |
2,849.00 |
|
1.000 |
2,833.50 |
|
0.618 |
2,823.75 |
|
HIGH |
2,808.25 |
|
0.618 |
2,798.50 |
|
0.500 |
2,795.50 |
|
0.382 |
2,792.75 |
|
LOW |
2,783.00 |
|
0.618 |
2,767.50 |
|
1.000 |
2,757.75 |
|
1.618 |
2,742.25 |
|
2.618 |
2,717.00 |
|
4.250 |
2,675.75 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.00 |
2,800.50 |
| PP |
2,798.75 |
2,796.00 |
| S1 |
2,795.50 |
2,791.50 |
|