| 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 |
11,546.0 |
11,600.0 |
54.0 |
0.5% |
11,479.0 |
| High |
11,634.0 |
11,653.5 |
19.5 |
0.2% |
11,675.5 |
| Low |
11,543.5 |
11,560.5 |
17.0 |
0.1% |
11,397.0 |
| Close |
11,618.5 |
11,589.5 |
-29.0 |
-0.2% |
11,599.5 |
| Range |
90.5 |
93.0 |
2.5 |
2.8% |
278.5 |
| ATR |
150.6 |
146.5 |
-4.1 |
-2.7% |
0.0 |
| Volume |
98,994 |
150,097 |
51,103 |
51.6% |
529,620 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,880.2 |
11,827.8 |
11,640.7 |
|
| R3 |
11,787.2 |
11,734.8 |
11,615.1 |
|
| R2 |
11,694.2 |
11,694.2 |
11,606.6 |
|
| R1 |
11,641.8 |
11,641.8 |
11,598.0 |
11,621.5 |
| PP |
11,601.2 |
11,601.2 |
11,601.2 |
11,591.0 |
| S1 |
11,548.8 |
11,548.8 |
11,581.0 |
11,528.5 |
| S2 |
11,508.2 |
11,508.2 |
11,572.5 |
|
| S3 |
11,415.2 |
11,455.8 |
11,563.9 |
|
| S4 |
11,322.2 |
11,362.8 |
11,538.4 |
|
|
| 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 |
11,678.5 |
11,397.0 |
281.5 |
2.4% |
126.7 |
1.1% |
68% |
False |
False |
116,690 |
| 10 |
11,678.5 |
11,385.5 |
293.0 |
2.5% |
115.7 |
1.0% |
70% |
False |
False |
106,235 |
| 20 |
11,678.5 |
10,856.5 |
822.0 |
7.1% |
144.4 |
1.2% |
89% |
False |
False |
105,137 |
| 40 |
11,678.5 |
10,734.0 |
944.5 |
8.1% |
148.5 |
1.3% |
91% |
False |
False |
100,838 |
| 60 |
11,678.5 |
10,268.5 |
1,410.0 |
12.2% |
173.8 |
1.5% |
94% |
False |
False |
86,020 |
| 80 |
11,678.5 |
10,268.5 |
1,410.0 |
12.2% |
168.7 |
1.5% |
94% |
False |
False |
64,589 |
| 100 |
11,973.0 |
10,268.5 |
1,704.5 |
14.7% |
173.7 |
1.5% |
78% |
False |
False |
51,722 |
| 120 |
12,436.0 |
10,268.5 |
2,167.5 |
18.7% |
161.6 |
1.4% |
61% |
False |
False |
43,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,048.8 |
|
2.618 |
11,897.0 |
|
1.618 |
11,804.0 |
|
1.000 |
11,746.5 |
|
0.618 |
11,711.0 |
|
HIGH |
11,653.5 |
|
0.618 |
11,618.0 |
|
0.500 |
11,607.0 |
|
0.382 |
11,596.0 |
|
LOW |
11,560.5 |
|
0.618 |
11,503.0 |
|
1.000 |
11,467.5 |
|
1.618 |
11,410.0 |
|
2.618 |
11,317.0 |
|
4.250 |
11,165.3 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,607.0 |
11,600.5 |
| PP |
11,601.2 |
11,596.8 |
| S1 |
11,595.3 |
11,593.2 |
|