| 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 |
1,294.4 |
1,287.8 |
-6.6 |
-0.5% |
1,331.9 |
| High |
1,298.1 |
1,290.6 |
-7.5 |
-0.6% |
1,334.9 |
| Low |
1,283.8 |
1,282.0 |
-1.8 |
-0.1% |
1,291.3 |
| Close |
1,287.5 |
1,284.7 |
-2.8 |
-0.2% |
1,299.2 |
| Range |
14.3 |
8.6 |
-5.7 |
-39.9% |
43.6 |
| ATR |
13.2 |
12.9 |
-0.3 |
-2.5% |
0.0 |
| Volume |
268,391 |
216,929 |
-51,462 |
-19.2% |
1,161,087 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.6 |
1,306.7 |
1,289.4 |
|
| R3 |
1,303.0 |
1,298.1 |
1,287.1 |
|
| R2 |
1,294.4 |
1,294.4 |
1,286.3 |
|
| R1 |
1,289.5 |
1,289.5 |
1,285.5 |
1,287.7 |
| PP |
1,285.8 |
1,285.8 |
1,285.8 |
1,284.8 |
| S1 |
1,280.9 |
1,280.9 |
1,283.9 |
1,279.1 |
| S2 |
1,277.2 |
1,277.2 |
1,283.1 |
|
| S3 |
1,268.6 |
1,272.3 |
1,282.3 |
|
| S4 |
1,260.0 |
1,263.7 |
1,280.0 |
|
|
| 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 |
1,332.0 |
1,282.0 |
50.0 |
3.9% |
15.3 |
1.2% |
5% |
False |
True |
255,813 |
| 10 |
1,349.8 |
1,282.0 |
67.8 |
5.3% |
13.4 |
1.0% |
4% |
False |
True |
242,074 |
| 20 |
1,349.8 |
1,282.0 |
67.8 |
5.3% |
12.3 |
1.0% |
4% |
False |
True |
213,892 |
| 40 |
1,349.8 |
1,281.5 |
68.3 |
5.3% |
11.4 |
0.9% |
5% |
False |
False |
150,929 |
| 60 |
1,349.8 |
1,242.5 |
107.3 |
8.4% |
11.3 |
0.9% |
39% |
False |
False |
103,062 |
| 80 |
1,349.8 |
1,209.3 |
140.5 |
10.9% |
11.1 |
0.9% |
54% |
False |
False |
78,185 |
| 100 |
1,349.8 |
1,200.5 |
149.3 |
11.6% |
11.0 |
0.9% |
56% |
False |
False |
62,847 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
12.0% |
10.9 |
0.8% |
58% |
False |
False |
52,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,327.2 |
|
2.618 |
1,313.1 |
|
1.618 |
1,304.5 |
|
1.000 |
1,299.2 |
|
0.618 |
1,295.9 |
|
HIGH |
1,290.6 |
|
0.618 |
1,287.3 |
|
0.500 |
1,286.3 |
|
0.382 |
1,285.3 |
|
LOW |
1,282.0 |
|
0.618 |
1,276.7 |
|
1.000 |
1,273.4 |
|
1.618 |
1,268.1 |
|
2.618 |
1,259.5 |
|
4.250 |
1,245.5 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,286.3 |
1,299.3 |
| PP |
1,285.8 |
1,294.4 |
| S1 |
1,285.2 |
1,289.6 |
|