| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,770.50 |
2,749.00 |
-21.50 |
-0.8% |
2,814.00 |
| High |
2,776.25 |
2,751.50 |
-24.75 |
-0.9% |
2,819.75 |
| Low |
2,738.50 |
2,722.00 |
-16.50 |
-0.6% |
2,722.00 |
| Close |
2,750.00 |
2,747.00 |
-3.00 |
-0.1% |
2,747.00 |
| Range |
37.75 |
29.50 |
-8.25 |
-21.9% |
97.75 |
| ATR |
30.64 |
30.56 |
-0.08 |
-0.3% |
0.00 |
| Volume |
1,919,820 |
1,380,324 |
-539,496 |
-28.1% |
7,805,410 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.75 |
2,817.25 |
2,763.25 |
|
| R3 |
2,799.25 |
2,787.75 |
2,755.00 |
|
| R2 |
2,769.75 |
2,769.75 |
2,752.50 |
|
| R1 |
2,758.25 |
2,758.25 |
2,749.75 |
2,749.25 |
| PP |
2,740.25 |
2,740.25 |
2,740.25 |
2,735.50 |
| S1 |
2,728.75 |
2,728.75 |
2,744.25 |
2,719.75 |
| S2 |
2,710.75 |
2,710.75 |
2,741.50 |
|
| S3 |
2,681.25 |
2,699.25 |
2,739.00 |
|
| S4 |
2,651.75 |
2,669.75 |
2,730.75 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.25 |
2,999.25 |
2,800.75 |
|
| R3 |
2,958.50 |
2,901.50 |
2,774.00 |
|
| R2 |
2,860.75 |
2,860.75 |
2,765.00 |
|
| R1 |
2,803.75 |
2,803.75 |
2,756.00 |
2,783.50 |
| PP |
2,763.00 |
2,763.00 |
2,763.00 |
2,752.75 |
| S1 |
2,706.00 |
2,706.00 |
2,738.00 |
2,685.50 |
| S2 |
2,665.25 |
2,665.25 |
2,729.00 |
|
| S3 |
2,567.50 |
2,608.25 |
2,720.00 |
|
| S4 |
2,469.75 |
2,510.50 |
2,693.25 |
|
|
| 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 |
2,722.00 |
97.75 |
3.6% |
32.00 |
1.2% |
26% |
False |
True |
1,561,082 |
| 10 |
2,819.75 |
2,722.00 |
97.75 |
3.6% |
26.00 |
0.9% |
26% |
False |
True |
1,402,805 |
| 20 |
2,819.75 |
2,680.75 |
139.00 |
5.1% |
27.50 |
1.0% |
48% |
False |
False |
1,376,624 |
| 40 |
2,819.75 |
2,560.50 |
259.25 |
9.4% |
30.75 |
1.1% |
72% |
False |
False |
1,418,128 |
| 60 |
2,819.75 |
2,313.00 |
506.75 |
18.4% |
43.50 |
1.6% |
86% |
False |
False |
1,590,127 |
| 80 |
2,819.75 |
2,313.00 |
506.75 |
18.4% |
46.25 |
1.7% |
86% |
False |
False |
1,198,500 |
| 100 |
2,831.50 |
2,313.00 |
518.50 |
18.9% |
47.75 |
1.7% |
84% |
False |
False |
961,421 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.4% |
45.25 |
1.6% |
68% |
False |
False |
802,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,877.00 |
|
2.618 |
2,828.75 |
|
1.618 |
2,799.25 |
|
1.000 |
2,781.00 |
|
0.618 |
2,769.75 |
|
HIGH |
2,751.50 |
|
0.618 |
2,740.25 |
|
0.500 |
2,736.75 |
|
0.382 |
2,733.25 |
|
LOW |
2,722.00 |
|
0.618 |
2,703.75 |
|
1.000 |
2,692.50 |
|
1.618 |
2,674.25 |
|
2.618 |
2,644.75 |
|
4.250 |
2,596.50 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,743.50 |
2,757.50 |
| PP |
2,740.25 |
2,754.00 |
| S1 |
2,736.75 |
2,750.50 |
|