| 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 |
1,288.8 |
1,287.3 |
-1.5 |
-0.1% |
1,331.9 |
| High |
1,291.8 |
1,289.6 |
-2.2 |
-0.2% |
1,334.9 |
| Low |
1,284.3 |
1,280.8 |
-3.5 |
-0.3% |
1,291.3 |
| Close |
1,287.6 |
1,286.1 |
-1.5 |
-0.1% |
1,299.2 |
| Range |
7.5 |
8.8 |
1.3 |
17.3% |
43.6 |
| ATR |
12.5 |
12.2 |
-0.3 |
-2.1% |
0.0 |
| Volume |
192,932 |
257,922 |
64,990 |
33.7% |
1,161,087 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.9 |
1,307.8 |
1,290.9 |
|
| R3 |
1,303.1 |
1,299.0 |
1,288.5 |
|
| R2 |
1,294.3 |
1,294.3 |
1,287.7 |
|
| R1 |
1,290.2 |
1,290.2 |
1,286.9 |
1,287.9 |
| PP |
1,285.5 |
1,285.5 |
1,285.5 |
1,284.3 |
| S1 |
1,281.4 |
1,281.4 |
1,285.3 |
1,279.1 |
| S2 |
1,276.7 |
1,276.7 |
1,284.5 |
|
| S3 |
1,267.9 |
1,272.6 |
1,283.7 |
|
| S4 |
1,259.1 |
1,263.8 |
1,281.3 |
|
|
| 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 |
1,316.5 |
1,280.8 |
35.7 |
2.8% |
12.9 |
1.0% |
15% |
False |
True |
255,929 |
| 10 |
1,335.6 |
1,280.8 |
54.8 |
4.3% |
11.9 |
0.9% |
10% |
False |
True |
233,906 |
| 20 |
1,349.8 |
1,280.8 |
69.0 |
5.4% |
12.3 |
1.0% |
8% |
False |
True |
223,122 |
| 40 |
1,349.8 |
1,280.8 |
69.0 |
5.4% |
11.2 |
0.9% |
8% |
False |
True |
160,933 |
| 60 |
1,349.8 |
1,242.5 |
107.3 |
8.3% |
11.2 |
0.9% |
41% |
False |
False |
110,355 |
| 80 |
1,349.8 |
1,209.3 |
140.5 |
10.9% |
11.1 |
0.9% |
55% |
False |
False |
83,757 |
| 100 |
1,349.8 |
1,209.3 |
140.5 |
10.9% |
10.7 |
0.8% |
55% |
False |
False |
67,282 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
12.0% |
10.8 |
0.8% |
59% |
False |
False |
56,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,327.0 |
|
2.618 |
1,312.6 |
|
1.618 |
1,303.8 |
|
1.000 |
1,298.4 |
|
0.618 |
1,295.0 |
|
HIGH |
1,289.6 |
|
0.618 |
1,286.2 |
|
0.500 |
1,285.2 |
|
0.382 |
1,284.2 |
|
LOW |
1,280.8 |
|
0.618 |
1,275.4 |
|
1.000 |
1,272.0 |
|
1.618 |
1,266.6 |
|
2.618 |
1,257.8 |
|
4.250 |
1,243.4 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,285.8 |
1,286.3 |
| PP |
1,285.5 |
1,286.2 |
| S1 |
1,285.2 |
1,286.2 |
|