| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,790.50 |
2,786.50 |
-4.00 |
-0.1% |
2,799.50 |
| High |
2,799.00 |
2,792.75 |
-6.25 |
-0.2% |
2,814.00 |
| Low |
2,783.25 |
2,768.50 |
-14.75 |
-0.5% |
2,775.00 |
| Close |
2,791.50 |
2,771.50 |
-20.00 |
-0.7% |
2,805.00 |
| Range |
15.75 |
24.25 |
8.50 |
54.0% |
39.00 |
| ATR |
30.55 |
30.10 |
-0.45 |
-1.5% |
0.00 |
| Volume |
1,203,448 |
1,509,846 |
306,398 |
25.5% |
6,222,642 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.25 |
2,835.25 |
2,784.75 |
|
| R3 |
2,826.00 |
2,811.00 |
2,778.25 |
|
| R2 |
2,801.75 |
2,801.75 |
2,776.00 |
|
| R1 |
2,786.75 |
2,786.75 |
2,773.75 |
2,782.00 |
| PP |
2,777.50 |
2,777.50 |
2,777.50 |
2,775.25 |
| S1 |
2,762.50 |
2,762.50 |
2,769.25 |
2,758.00 |
| S2 |
2,753.25 |
2,753.25 |
2,767.00 |
|
| S3 |
2,729.00 |
2,738.25 |
2,764.75 |
|
| S4 |
2,704.75 |
2,714.00 |
2,758.25 |
|
|
| 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% |
26.25 |
0.9% |
8% |
False |
False |
1,426,264 |
| 10 |
2,819.75 |
2,764.25 |
55.50 |
2.0% |
25.25 |
0.9% |
13% |
False |
False |
1,334,480 |
| 20 |
2,819.75 |
2,680.75 |
139.00 |
5.0% |
27.00 |
1.0% |
65% |
False |
False |
1,367,518 |
| 40 |
2,819.75 |
2,547.50 |
272.25 |
9.8% |
30.50 |
1.1% |
82% |
False |
False |
1,417,170 |
| 60 |
2,819.75 |
2,313.00 |
506.75 |
18.3% |
44.75 |
1.6% |
90% |
False |
False |
1,537,471 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.5% |
46.25 |
1.7% |
90% |
False |
False |
1,157,469 |
| 100 |
2,831.50 |
2,313.00 |
518.50 |
18.7% |
48.50 |
1.8% |
88% |
False |
False |
928,743 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.2% |
45.00 |
1.6% |
71% |
False |
False |
775,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,895.75 |
|
2.618 |
2,856.25 |
|
1.618 |
2,832.00 |
|
1.000 |
2,817.00 |
|
0.618 |
2,807.75 |
|
HIGH |
2,792.75 |
|
0.618 |
2,783.50 |
|
0.500 |
2,780.50 |
|
0.382 |
2,777.75 |
|
LOW |
2,768.50 |
|
0.618 |
2,753.50 |
|
1.000 |
2,744.25 |
|
1.618 |
2,729.25 |
|
2.618 |
2,705.00 |
|
4.250 |
2,665.50 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.50 |
2,793.50 |
| PP |
2,777.50 |
2,786.25 |
| S1 |
2,774.50 |
2,779.00 |
|