| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,600.0 |
11,554.5 |
-45.5 |
-0.4% |
11,479.0 |
| High |
11,653.5 |
11,614.0 |
-39.5 |
-0.3% |
11,675.5 |
| Low |
11,560.5 |
11,448.5 |
-112.0 |
-1.0% |
11,397.0 |
| Close |
11,589.5 |
11,510.5 |
-79.0 |
-0.7% |
11,599.5 |
| Range |
93.0 |
165.5 |
72.5 |
78.0% |
278.5 |
| ATR |
146.5 |
147.9 |
1.4 |
0.9% |
0.0 |
| Volume |
150,097 |
149,338 |
-759 |
-0.5% |
529,620 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,020.8 |
11,931.2 |
11,601.5 |
|
| R3 |
11,855.3 |
11,765.7 |
11,556.0 |
|
| R2 |
11,689.8 |
11,689.8 |
11,540.8 |
|
| R1 |
11,600.2 |
11,600.2 |
11,525.7 |
11,562.3 |
| PP |
11,524.3 |
11,524.3 |
11,524.3 |
11,505.4 |
| S1 |
11,434.7 |
11,434.7 |
11,495.3 |
11,396.8 |
| S2 |
11,358.8 |
11,358.8 |
11,480.2 |
|
| S3 |
11,193.3 |
11,269.2 |
11,465.0 |
|
| S4 |
11,027.8 |
11,103.7 |
11,419.5 |
|
|
| 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 |
11,448.5 |
230.0 |
2.0% |
131.6 |
1.1% |
27% |
False |
True |
122,109 |
| 10 |
11,678.5 |
11,395.5 |
283.0 |
2.5% |
122.7 |
1.1% |
41% |
False |
False |
111,882 |
| 20 |
11,678.5 |
10,856.5 |
822.0 |
7.1% |
148.6 |
1.3% |
80% |
False |
False |
105,642 |
| 40 |
11,678.5 |
10,778.5 |
900.0 |
7.8% |
148.4 |
1.3% |
81% |
False |
False |
102,114 |
| 60 |
11,678.5 |
10,268.5 |
1,410.0 |
12.2% |
172.0 |
1.5% |
88% |
False |
False |
88,505 |
| 80 |
11,678.5 |
10,268.5 |
1,410.0 |
12.2% |
169.5 |
1.5% |
88% |
False |
False |
66,454 |
| 100 |
11,973.0 |
10,268.5 |
1,704.5 |
14.8% |
173.6 |
1.5% |
73% |
False |
False |
53,210 |
| 120 |
12,436.0 |
10,268.5 |
2,167.5 |
18.8% |
162.3 |
1.4% |
57% |
False |
False |
44,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,317.4 |
|
2.618 |
12,047.3 |
|
1.618 |
11,881.8 |
|
1.000 |
11,779.5 |
|
0.618 |
11,716.3 |
|
HIGH |
11,614.0 |
|
0.618 |
11,550.8 |
|
0.500 |
11,531.3 |
|
0.382 |
11,511.7 |
|
LOW |
11,448.5 |
|
0.618 |
11,346.2 |
|
1.000 |
11,283.0 |
|
1.618 |
11,180.7 |
|
2.618 |
11,015.2 |
|
4.250 |
10,745.1 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,531.3 |
11,551.0 |
| PP |
11,524.3 |
11,537.5 |
| S1 |
11,517.4 |
11,524.0 |
|