| 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 |
11,496.5 |
11,522.5 |
26.0 |
0.2% |
11,479.0 |
| High |
11,538.0 |
11,675.5 |
137.5 |
1.2% |
11,675.5 |
| Low |
11,397.0 |
11,522.5 |
125.5 |
1.1% |
11,397.0 |
| Close |
11,520.0 |
11,599.5 |
79.5 |
0.7% |
11,599.5 |
| Range |
141.0 |
153.0 |
12.0 |
8.5% |
278.5 |
| ATR |
155.2 |
155.2 |
0.0 |
0.0% |
0.0 |
| Volume |
122,243 |
110,211 |
-12,032 |
-9.8% |
529,620 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,058.2 |
11,981.8 |
11,683.7 |
|
| R3 |
11,905.2 |
11,828.8 |
11,641.6 |
|
| R2 |
11,752.2 |
11,752.2 |
11,627.6 |
|
| R1 |
11,675.8 |
11,675.8 |
11,613.5 |
11,714.0 |
| PP |
11,599.2 |
11,599.2 |
11,599.2 |
11,618.3 |
| S1 |
11,522.8 |
11,522.8 |
11,585.5 |
11,561.0 |
| S2 |
11,446.2 |
11,446.2 |
11,571.5 |
|
| S3 |
11,293.2 |
11,369.8 |
11,557.4 |
|
| S4 |
11,140.2 |
11,216.8 |
11,515.4 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,392.8 |
12,274.7 |
11,752.7 |
|
| R3 |
12,114.3 |
11,996.2 |
11,676.1 |
|
| R2 |
11,835.8 |
11,835.8 |
11,650.6 |
|
| R1 |
11,717.7 |
11,717.7 |
11,625.0 |
11,776.8 |
| PP |
11,557.3 |
11,557.3 |
11,557.3 |
11,586.9 |
| S1 |
11,439.2 |
11,439.2 |
11,574.0 |
11,498.3 |
| S2 |
11,278.8 |
11,278.8 |
11,548.4 |
|
| S3 |
11,000.3 |
11,160.7 |
11,522.9 |
|
| S4 |
10,721.8 |
10,882.2 |
11,446.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,675.5 |
11,397.0 |
278.5 |
2.4% |
123.1 |
1.1% |
73% |
True |
False |
105,924 |
| 10 |
11,675.5 |
11,011.5 |
664.0 |
5.7% |
141.4 |
1.2% |
89% |
True |
False |
97,729 |
| 20 |
11,675.5 |
10,856.5 |
819.0 |
7.1% |
149.4 |
1.3% |
91% |
True |
False |
100,945 |
| 40 |
11,675.5 |
10,391.0 |
1,284.5 |
11.1% |
160.4 |
1.4% |
94% |
True |
False |
100,036 |
| 60 |
11,675.5 |
10,268.5 |
1,407.0 |
12.1% |
174.0 |
1.5% |
95% |
True |
False |
80,218 |
| 80 |
11,675.5 |
10,268.5 |
1,407.0 |
12.1% |
169.0 |
1.5% |
95% |
True |
False |
60,205 |
| 100 |
12,322.0 |
10,268.5 |
2,053.5 |
17.7% |
175.5 |
1.5% |
65% |
False |
False |
48,223 |
| 120 |
12,436.0 |
10,268.5 |
2,167.5 |
18.7% |
161.7 |
1.4% |
61% |
False |
False |
40,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,325.8 |
|
2.618 |
12,076.1 |
|
1.618 |
11,923.1 |
|
1.000 |
11,828.5 |
|
0.618 |
11,770.1 |
|
HIGH |
11,675.5 |
|
0.618 |
11,617.1 |
|
0.500 |
11,599.0 |
|
0.382 |
11,580.9 |
|
LOW |
11,522.5 |
|
0.618 |
11,427.9 |
|
1.000 |
11,369.5 |
|
1.618 |
11,274.9 |
|
2.618 |
11,121.9 |
|
4.250 |
10,872.3 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,599.3 |
11,578.4 |
| PP |
11,599.2 |
11,557.3 |
| S1 |
11,599.0 |
11,536.3 |
|