| 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 |
11,522.5 |
11,668.0 |
145.5 |
1.3% |
11,479.0 |
| High |
11,675.5 |
11,678.5 |
3.0 |
0.0% |
11,675.5 |
| Low |
11,522.5 |
11,522.5 |
0.0 |
0.0% |
11,397.0 |
| Close |
11,599.5 |
11,598.0 |
-1.5 |
0.0% |
11,599.5 |
| Range |
153.0 |
156.0 |
3.0 |
2.0% |
278.5 |
| ATR |
155.2 |
155.2 |
0.1 |
0.0% |
0.0 |
| Volume |
110,211 |
101,908 |
-8,303 |
-7.5% |
529,620 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,067.7 |
11,988.8 |
11,683.8 |
|
| R3 |
11,911.7 |
11,832.8 |
11,640.9 |
|
| R2 |
11,755.7 |
11,755.7 |
11,626.6 |
|
| R1 |
11,676.8 |
11,676.8 |
11,612.3 |
11,638.3 |
| PP |
11,599.7 |
11,599.7 |
11,599.7 |
11,580.4 |
| S1 |
11,520.8 |
11,520.8 |
11,583.7 |
11,482.3 |
| S2 |
11,443.7 |
11,443.7 |
11,569.4 |
|
| S3 |
11,287.7 |
11,364.8 |
11,555.1 |
|
| S4 |
11,131.7 |
11,208.8 |
11,512.2 |
|
|
| 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 |
11,678.5 |
11,397.0 |
281.5 |
2.4% |
138.5 |
1.2% |
71% |
True |
False |
105,852 |
| 10 |
11,678.5 |
11,235.0 |
443.5 |
3.8% |
125.9 |
1.1% |
82% |
True |
False |
102,011 |
| 20 |
11,678.5 |
10,856.5 |
822.0 |
7.1% |
151.8 |
1.3% |
90% |
True |
False |
101,715 |
| 40 |
11,678.5 |
10,393.0 |
1,285.5 |
11.1% |
160.2 |
1.4% |
94% |
True |
False |
99,613 |
| 60 |
11,678.5 |
10,268.5 |
1,410.0 |
12.2% |
174.8 |
1.5% |
94% |
True |
False |
81,915 |
| 80 |
11,678.5 |
10,268.5 |
1,410.0 |
12.2% |
169.2 |
1.5% |
94% |
True |
False |
61,478 |
| 100 |
12,232.5 |
10,268.5 |
1,964.0 |
16.9% |
175.6 |
1.5% |
68% |
False |
False |
49,238 |
| 120 |
12,436.0 |
10,268.5 |
2,167.5 |
18.7% |
162.0 |
1.4% |
61% |
False |
False |
41,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,341.5 |
|
2.618 |
12,086.9 |
|
1.618 |
11,930.9 |
|
1.000 |
11,834.5 |
|
0.618 |
11,774.9 |
|
HIGH |
11,678.5 |
|
0.618 |
11,618.9 |
|
0.500 |
11,600.5 |
|
0.382 |
11,582.1 |
|
LOW |
11,522.5 |
|
0.618 |
11,426.1 |
|
1.000 |
11,366.5 |
|
1.618 |
11,270.1 |
|
2.618 |
11,114.1 |
|
4.250 |
10,859.5 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,600.5 |
11,577.9 |
| PP |
11,599.7 |
11,557.8 |
| S1 |
11,598.8 |
11,537.8 |
|