| 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 |
1,287.8 |
1,288.8 |
1.0 |
0.1% |
1,331.9 |
| High |
1,290.6 |
1,291.8 |
1.2 |
0.1% |
1,334.9 |
| Low |
1,282.0 |
1,284.3 |
2.3 |
0.2% |
1,291.3 |
| Close |
1,284.7 |
1,287.6 |
2.9 |
0.2% |
1,299.2 |
| Range |
8.6 |
7.5 |
-1.1 |
-12.8% |
43.6 |
| ATR |
12.9 |
12.5 |
-0.4 |
-3.0% |
0.0 |
| Volume |
216,929 |
192,932 |
-23,997 |
-11.1% |
1,161,087 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.4 |
1,306.5 |
1,291.7 |
|
| R3 |
1,302.9 |
1,299.0 |
1,289.7 |
|
| R2 |
1,295.4 |
1,295.4 |
1,289.0 |
|
| R1 |
1,291.5 |
1,291.5 |
1,288.3 |
1,289.7 |
| PP |
1,287.9 |
1,287.9 |
1,287.9 |
1,287.0 |
| S1 |
1,284.0 |
1,284.0 |
1,286.9 |
1,282.2 |
| S2 |
1,280.4 |
1,280.4 |
1,286.2 |
|
| S3 |
1,272.9 |
1,276.5 |
1,285.5 |
|
| S4 |
1,265.4 |
1,269.0 |
1,283.5 |
|
|
| 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 |
1,328.9 |
1,282.0 |
46.9 |
3.6% |
14.1 |
1.1% |
12% |
False |
False |
254,791 |
| 10 |
1,344.3 |
1,282.0 |
62.3 |
4.8% |
13.1 |
1.0% |
9% |
False |
False |
236,695 |
| 20 |
1,349.8 |
1,282.0 |
67.8 |
5.3% |
12.4 |
1.0% |
8% |
False |
False |
217,088 |
| 40 |
1,349.8 |
1,281.5 |
68.3 |
5.3% |
11.3 |
0.9% |
9% |
False |
False |
155,441 |
| 60 |
1,349.8 |
1,242.5 |
107.3 |
8.3% |
11.3 |
0.9% |
42% |
False |
False |
106,188 |
| 80 |
1,349.8 |
1,209.3 |
140.5 |
10.9% |
11.1 |
0.9% |
56% |
False |
False |
80,577 |
| 100 |
1,349.8 |
1,208.1 |
141.7 |
11.0% |
11.0 |
0.9% |
56% |
False |
False |
64,751 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
12.0% |
10.8 |
0.8% |
60% |
False |
False |
54,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,323.7 |
|
2.618 |
1,311.4 |
|
1.618 |
1,303.9 |
|
1.000 |
1,299.3 |
|
0.618 |
1,296.4 |
|
HIGH |
1,291.8 |
|
0.618 |
1,288.9 |
|
0.500 |
1,288.1 |
|
0.382 |
1,287.2 |
|
LOW |
1,284.3 |
|
0.618 |
1,279.7 |
|
1.000 |
1,276.8 |
|
1.618 |
1,272.2 |
|
2.618 |
1,264.7 |
|
4.250 |
1,252.4 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.1 |
1,290.1 |
| PP |
1,287.9 |
1,289.2 |
| S1 |
1,287.8 |
1,288.4 |
|