| 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 |
1,321.7 |
1,315.5 |
-6.2 |
-0.5% |
1,331.9 |
| High |
1,328.9 |
1,316.5 |
-12.4 |
-0.9% |
1,334.9 |
| Low |
1,314.0 |
1,291.3 |
-22.7 |
-1.7% |
1,291.3 |
| Close |
1,316.1 |
1,299.2 |
-16.9 |
-1.3% |
1,299.2 |
| Range |
14.9 |
25.2 |
10.3 |
69.1% |
43.6 |
| ATR |
12.1 |
13.0 |
0.9 |
7.7% |
0.0 |
| Volume |
252,235 |
343,472 |
91,237 |
36.2% |
1,161,087 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.9 |
1,363.8 |
1,313.1 |
|
| R3 |
1,352.7 |
1,338.6 |
1,306.1 |
|
| R2 |
1,327.5 |
1,327.5 |
1,303.8 |
|
| R1 |
1,313.4 |
1,313.4 |
1,301.5 |
1,307.9 |
| PP |
1,302.3 |
1,302.3 |
1,302.3 |
1,299.6 |
| S1 |
1,288.2 |
1,288.2 |
1,296.9 |
1,282.7 |
| S2 |
1,277.1 |
1,277.1 |
1,294.6 |
|
| S3 |
1,251.9 |
1,263.0 |
1,292.3 |
|
| S4 |
1,226.7 |
1,237.8 |
1,285.3 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,439.3 |
1,412.8 |
1,323.2 |
|
| R3 |
1,395.7 |
1,369.2 |
1,311.2 |
|
| R2 |
1,352.1 |
1,352.1 |
1,307.2 |
|
| R1 |
1,325.6 |
1,325.6 |
1,303.2 |
1,317.1 |
| PP |
1,308.5 |
1,308.5 |
1,308.5 |
1,304.2 |
| S1 |
1,282.0 |
1,282.0 |
1,295.2 |
1,273.5 |
| S2 |
1,264.9 |
1,264.9 |
1,291.2 |
|
| S3 |
1,221.3 |
1,238.4 |
1,287.2 |
|
| S4 |
1,177.7 |
1,194.8 |
1,275.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,334.9 |
1,291.3 |
43.6 |
3.4% |
13.6 |
1.0% |
18% |
False |
True |
232,217 |
| 10 |
1,349.8 |
1,291.3 |
58.5 |
4.5% |
14.4 |
1.1% |
14% |
False |
True |
248,434 |
| 20 |
1,349.8 |
1,291.3 |
58.5 |
4.5% |
12.1 |
0.9% |
14% |
False |
True |
207,604 |
| 40 |
1,349.8 |
1,281.5 |
68.3 |
5.3% |
11.6 |
0.9% |
26% |
False |
False |
139,475 |
| 60 |
1,349.8 |
1,241.9 |
107.9 |
8.3% |
11.3 |
0.9% |
53% |
False |
False |
95,061 |
| 80 |
1,349.8 |
1,209.3 |
140.5 |
10.8% |
11.0 |
0.8% |
64% |
False |
False |
72,148 |
| 100 |
1,349.8 |
1,199.2 |
150.6 |
11.6% |
11.0 |
0.8% |
66% |
False |
False |
58,036 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
11.9% |
10.8 |
0.8% |
67% |
False |
False |
48,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,423.6 |
|
2.618 |
1,382.5 |
|
1.618 |
1,357.3 |
|
1.000 |
1,341.7 |
|
0.618 |
1,332.1 |
|
HIGH |
1,316.5 |
|
0.618 |
1,306.9 |
|
0.500 |
1,303.9 |
|
0.382 |
1,300.9 |
|
LOW |
1,291.3 |
|
0.618 |
1,275.7 |
|
1.000 |
1,266.1 |
|
1.618 |
1,250.5 |
|
2.618 |
1,225.3 |
|
4.250 |
1,184.2 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,303.9 |
1,311.7 |
| PP |
1,302.3 |
1,307.5 |
| S1 |
1,300.8 |
1,303.4 |
|