| 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 |
11,668.0 |
11,546.0 |
-122.0 |
-1.0% |
11,479.0 |
| High |
11,678.5 |
11,634.0 |
-44.5 |
-0.4% |
11,675.5 |
| Low |
11,522.5 |
11,543.5 |
21.0 |
0.2% |
11,397.0 |
| Close |
11,598.0 |
11,618.5 |
20.5 |
0.2% |
11,599.5 |
| Range |
156.0 |
90.5 |
-65.5 |
-42.0% |
278.5 |
| ATR |
155.2 |
150.6 |
-4.6 |
-3.0% |
0.0 |
| Volume |
101,908 |
98,994 |
-2,914 |
-2.9% |
529,620 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,870.2 |
11,834.8 |
11,668.3 |
|
| R3 |
11,779.7 |
11,744.3 |
11,643.4 |
|
| R2 |
11,689.2 |
11,689.2 |
11,635.1 |
|
| R1 |
11,653.8 |
11,653.8 |
11,626.8 |
11,671.5 |
| PP |
11,598.7 |
11,598.7 |
11,598.7 |
11,607.5 |
| S1 |
11,563.3 |
11,563.3 |
11,610.2 |
11,581.0 |
| S2 |
11,508.2 |
11,508.2 |
11,601.9 |
|
| S3 |
11,417.7 |
11,472.8 |
11,593.6 |
|
| S4 |
11,327.2 |
11,382.3 |
11,568.7 |
|
|
| 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% |
129.8 |
1.1% |
79% |
False |
False |
107,088 |
| 10 |
11,678.5 |
11,292.0 |
386.5 |
3.3% |
121.6 |
1.0% |
84% |
False |
False |
101,425 |
| 20 |
11,678.5 |
10,856.5 |
822.0 |
7.1% |
150.6 |
1.3% |
93% |
False |
False |
101,484 |
| 40 |
11,678.5 |
10,673.0 |
1,005.5 |
8.7% |
151.6 |
1.3% |
94% |
False |
False |
99,665 |
| 60 |
11,678.5 |
10,268.5 |
1,410.0 |
12.1% |
174.5 |
1.5% |
96% |
False |
False |
83,552 |
| 80 |
11,678.5 |
10,268.5 |
1,410.0 |
12.1% |
168.5 |
1.4% |
96% |
False |
False |
62,713 |
| 100 |
12,072.0 |
10,268.5 |
1,803.5 |
15.5% |
174.6 |
1.5% |
75% |
False |
False |
50,224 |
| 120 |
12,436.0 |
10,268.5 |
2,167.5 |
18.7% |
161.6 |
1.4% |
62% |
False |
False |
41,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,018.6 |
|
2.618 |
11,870.9 |
|
1.618 |
11,780.4 |
|
1.000 |
11,724.5 |
|
0.618 |
11,689.9 |
|
HIGH |
11,634.0 |
|
0.618 |
11,599.4 |
|
0.500 |
11,588.8 |
|
0.382 |
11,578.1 |
|
LOW |
11,543.5 |
|
0.618 |
11,487.6 |
|
1.000 |
11,453.0 |
|
1.618 |
11,397.1 |
|
2.618 |
11,306.6 |
|
4.250 |
11,158.9 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,608.6 |
11,612.5 |
| PP |
11,598.7 |
11,606.5 |
| S1 |
11,588.8 |
11,600.5 |
|