| 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 |
2,814.00 |
2,790.50 |
-23.50 |
-0.8% |
2,799.50 |
| High |
2,819.75 |
2,799.00 |
-20.75 |
-0.7% |
2,814.00 |
| Low |
2,767.50 |
2,783.25 |
15.75 |
0.6% |
2,775.00 |
| Close |
2,791.50 |
2,791.50 |
0.00 |
0.0% |
2,805.00 |
| Range |
52.25 |
15.75 |
-36.50 |
-69.9% |
39.00 |
| ATR |
31.68 |
30.55 |
-1.14 |
-3.6% |
0.00 |
| Volume |
1,791,972 |
1,203,448 |
-588,524 |
-32.8% |
6,222,642 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.50 |
2,830.75 |
2,800.25 |
|
| R3 |
2,822.75 |
2,815.00 |
2,795.75 |
|
| R2 |
2,807.00 |
2,807.00 |
2,794.50 |
|
| R1 |
2,799.25 |
2,799.25 |
2,793.00 |
2,803.00 |
| PP |
2,791.25 |
2,791.25 |
2,791.25 |
2,793.25 |
| S1 |
2,783.50 |
2,783.50 |
2,790.00 |
2,787.50 |
| S2 |
2,775.50 |
2,775.50 |
2,788.50 |
|
| S3 |
2,759.75 |
2,767.75 |
2,787.25 |
|
| S4 |
2,744.00 |
2,752.00 |
2,782.75 |
|
|
| 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% |
26.00 |
0.9% |
46% |
False |
False |
1,352,065 |
| 10 |
2,819.75 |
2,764.25 |
55.50 |
2.0% |
24.50 |
0.9% |
49% |
False |
False |
1,311,988 |
| 20 |
2,819.75 |
2,680.75 |
139.00 |
5.0% |
27.00 |
1.0% |
80% |
False |
False |
1,353,313 |
| 40 |
2,819.75 |
2,523.25 |
296.50 |
10.6% |
31.00 |
1.1% |
90% |
False |
False |
1,420,227 |
| 60 |
2,819.75 |
2,313.00 |
506.75 |
18.2% |
46.00 |
1.6% |
94% |
False |
False |
1,513,681 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.3% |
46.75 |
1.7% |
94% |
False |
False |
1,138,854 |
| 100 |
2,899.75 |
2,313.00 |
586.75 |
21.0% |
49.50 |
1.8% |
82% |
False |
False |
913,855 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.0% |
45.00 |
1.6% |
74% |
False |
False |
762,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.00 |
|
2.618 |
2,840.25 |
|
1.618 |
2,824.50 |
|
1.000 |
2,814.75 |
|
0.618 |
2,808.75 |
|
HIGH |
2,799.00 |
|
0.618 |
2,793.00 |
|
0.500 |
2,791.00 |
|
0.382 |
2,789.25 |
|
LOW |
2,783.25 |
|
0.618 |
2,773.50 |
|
1.000 |
2,767.50 |
|
1.618 |
2,757.75 |
|
2.618 |
2,742.00 |
|
4.250 |
2,716.25 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,791.50 |
2,793.50 |
| PP |
2,791.25 |
2,793.00 |
| S1 |
2,791.00 |
2,792.25 |
|