| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1,322.0 |
1,301.0 |
-21.0 |
-1.6% |
1,336.9 |
| High |
1,323.2 |
1,304.6 |
-18.6 |
-1.4% |
1,341.4 |
| Low |
1,297.8 |
1,290.3 |
-7.5 |
-0.6% |
1,297.8 |
| Close |
1,305.8 |
1,294.0 |
-11.8 |
-0.9% |
1,305.8 |
| Range |
25.4 |
14.3 |
-11.1 |
-43.7% |
43.6 |
| ATR |
12.8 |
13.0 |
0.2 |
1.5% |
0.0 |
| Volume |
32,359 |
13,642 |
-18,717 |
-57.8% |
72,656 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.2 |
1,330.9 |
1,301.9 |
|
| R3 |
1,324.9 |
1,316.6 |
1,297.9 |
|
| R2 |
1,310.6 |
1,310.6 |
1,296.6 |
|
| R1 |
1,302.3 |
1,302.3 |
1,295.3 |
1,299.3 |
| PP |
1,296.3 |
1,296.3 |
1,296.3 |
1,294.8 |
| S1 |
1,288.0 |
1,288.0 |
1,292.7 |
1,285.0 |
| S2 |
1,282.0 |
1,282.0 |
1,291.4 |
|
| S3 |
1,267.7 |
1,273.7 |
1,290.1 |
|
| S4 |
1,253.4 |
1,259.4 |
1,286.1 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.8 |
1,419.4 |
1,329.8 |
|
| R3 |
1,402.2 |
1,375.8 |
1,317.8 |
|
| R2 |
1,358.6 |
1,358.6 |
1,313.8 |
|
| R1 |
1,332.2 |
1,332.2 |
1,309.8 |
1,323.6 |
| PP |
1,315.0 |
1,315.0 |
1,315.0 |
1,310.7 |
| S1 |
1,288.6 |
1,288.6 |
1,301.8 |
1,280.0 |
| S2 |
1,271.4 |
1,271.4 |
1,297.8 |
|
| S3 |
1,227.8 |
1,245.0 |
1,293.8 |
|
| S4 |
1,184.2 |
1,201.4 |
1,281.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,338.8 |
1,290.3 |
48.5 |
3.7% |
14.9 |
1.1% |
8% |
False |
True |
16,416 |
| 10 |
1,356.0 |
1,290.3 |
65.7 |
5.1% |
14.4 |
1.1% |
6% |
False |
True |
11,051 |
| 20 |
1,356.0 |
1,290.3 |
65.7 |
5.1% |
12.1 |
0.9% |
6% |
False |
True |
7,638 |
| 40 |
1,356.0 |
1,288.3 |
67.7 |
5.2% |
11.3 |
0.9% |
8% |
False |
False |
6,726 |
| 60 |
1,356.0 |
1,249.0 |
107.0 |
8.3% |
10.9 |
0.8% |
42% |
False |
False |
5,236 |
| 80 |
1,356.0 |
1,215.0 |
141.0 |
10.9% |
10.7 |
0.8% |
56% |
False |
False |
4,706 |
| 100 |
1,356.0 |
1,205.4 |
150.6 |
11.6% |
10.8 |
0.8% |
59% |
False |
False |
4,005 |
| 120 |
1,356.0 |
1,201.6 |
154.4 |
11.9% |
10.9 |
0.8% |
60% |
False |
False |
3,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,365.4 |
|
2.618 |
1,342.0 |
|
1.618 |
1,327.7 |
|
1.000 |
1,318.9 |
|
0.618 |
1,313.4 |
|
HIGH |
1,304.6 |
|
0.618 |
1,299.1 |
|
0.500 |
1,297.5 |
|
0.382 |
1,295.8 |
|
LOW |
1,290.3 |
|
0.618 |
1,281.5 |
|
1.000 |
1,276.0 |
|
1.618 |
1,267.2 |
|
2.618 |
1,252.9 |
|
4.250 |
1,229.5 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,297.5 |
1,312.9 |
| PP |
1,296.3 |
1,306.6 |
| S1 |
1,295.2 |
1,300.3 |
|