| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,785.25 |
2,814.00 |
28.75 |
1.0% |
2,799.50 |
| High |
2,808.25 |
2,819.75 |
11.50 |
0.4% |
2,814.00 |
| Low |
2,783.00 |
2,767.50 |
-15.50 |
-0.6% |
2,775.00 |
| Close |
2,805.00 |
2,791.50 |
-13.50 |
-0.5% |
2,805.00 |
| Range |
25.25 |
52.25 |
27.00 |
106.9% |
39.00 |
| ATR |
30.10 |
31.68 |
1.58 |
5.3% |
0.00 |
| Volume |
1,265,597 |
1,791,972 |
526,375 |
41.6% |
6,222,642 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.75 |
2,922.75 |
2,820.25 |
|
| R3 |
2,897.50 |
2,870.50 |
2,805.75 |
|
| R2 |
2,845.25 |
2,845.25 |
2,801.00 |
|
| R1 |
2,818.25 |
2,818.25 |
2,796.25 |
2,805.50 |
| PP |
2,793.00 |
2,793.00 |
2,793.00 |
2,786.50 |
| S1 |
2,766.00 |
2,766.00 |
2,786.75 |
2,753.50 |
| S2 |
2,740.75 |
2,740.75 |
2,782.00 |
|
| S3 |
2,688.50 |
2,713.75 |
2,777.25 |
|
| S4 |
2,636.25 |
2,661.50 |
2,762.75 |
|
|
| 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 |
2,819.75 |
2,767.50 |
52.25 |
1.9% |
26.75 |
1.0% |
46% |
True |
True |
1,351,704 |
| 10 |
2,819.75 |
2,764.25 |
55.50 |
2.0% |
25.00 |
0.9% |
49% |
True |
False |
1,311,452 |
| 20 |
2,819.75 |
2,680.75 |
139.00 |
5.0% |
27.50 |
1.0% |
80% |
True |
False |
1,344,370 |
| 40 |
2,819.75 |
2,438.50 |
381.25 |
13.7% |
33.25 |
1.2% |
93% |
True |
False |
1,448,912 |
| 60 |
2,819.75 |
2,313.00 |
506.75 |
18.2% |
46.00 |
1.7% |
94% |
True |
False |
1,493,709 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.3% |
47.00 |
1.7% |
94% |
False |
False |
1,123,941 |
| 100 |
2,908.50 |
2,313.00 |
595.50 |
21.3% |
49.50 |
1.8% |
80% |
False |
False |
901,907 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.0% |
45.00 |
1.6% |
74% |
False |
False |
752,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,041.75 |
|
2.618 |
2,956.50 |
|
1.618 |
2,904.25 |
|
1.000 |
2,872.00 |
|
0.618 |
2,852.00 |
|
HIGH |
2,819.75 |
|
0.618 |
2,799.75 |
|
0.500 |
2,793.50 |
|
0.382 |
2,787.50 |
|
LOW |
2,767.50 |
|
0.618 |
2,735.25 |
|
1.000 |
2,715.25 |
|
1.618 |
2,683.00 |
|
2.618 |
2,630.75 |
|
4.250 |
2,545.50 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,793.50 |
2,793.50 |
| PP |
2,793.00 |
2,793.00 |
| S1 |
2,792.25 |
2,792.25 |
|