| 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 |
11,686.5 |
11,563.5 |
-123.0 |
-1.1% |
11,542.0 |
| High |
11,692.5 |
11,644.0 |
-48.5 |
-0.4% |
11,682.0 |
| Low |
11,539.0 |
11,563.5 |
24.5 |
0.2% |
11,430.5 |
| Close |
11,614.0 |
11,634.5 |
20.5 |
0.2% |
11,615.5 |
| Range |
153.5 |
80.5 |
-73.0 |
-47.6% |
251.5 |
| ATR |
130.6 |
127.1 |
-3.6 |
-2.7% |
0.0 |
| Volume |
1,374 |
990 |
-384 |
-27.9% |
1,441 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,855.5 |
11,825.5 |
11,678.8 |
|
| R3 |
11,775.0 |
11,745.0 |
11,656.6 |
|
| R2 |
11,694.5 |
11,694.5 |
11,649.3 |
|
| R1 |
11,664.5 |
11,664.5 |
11,641.9 |
11,679.5 |
| PP |
11,614.0 |
11,614.0 |
11,614.0 |
11,621.5 |
| S1 |
11,584.0 |
11,584.0 |
11,627.1 |
11,599.0 |
| S2 |
11,533.5 |
11,533.5 |
11,619.7 |
|
| S3 |
11,453.0 |
11,503.5 |
11,612.4 |
|
| S4 |
11,372.5 |
11,423.0 |
11,590.2 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,330.5 |
12,224.5 |
11,753.8 |
|
| R3 |
12,079.0 |
11,973.0 |
11,684.7 |
|
| R2 |
11,827.5 |
11,827.5 |
11,661.6 |
|
| R1 |
11,721.5 |
11,721.5 |
11,638.6 |
11,774.5 |
| PP |
11,576.0 |
11,576.0 |
11,576.0 |
11,602.5 |
| S1 |
11,470.0 |
11,470.0 |
11,592.4 |
11,523.0 |
| S2 |
11,324.5 |
11,324.5 |
11,569.4 |
|
| S3 |
11,073.0 |
11,218.5 |
11,546.3 |
|
| S4 |
10,821.5 |
10,967.0 |
11,477.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,692.5 |
11,430.5 |
262.0 |
2.3% |
106.3 |
0.9% |
78% |
False |
False |
687 |
| 10 |
11,692.5 |
11,346.0 |
346.5 |
3.0% |
96.9 |
0.8% |
83% |
False |
False |
400 |
| 20 |
11,692.5 |
10,900.0 |
792.5 |
6.8% |
111.9 |
1.0% |
93% |
False |
False |
293 |
| 40 |
11,692.5 |
10,801.0 |
891.5 |
7.7% |
119.9 |
1.0% |
93% |
False |
False |
211 |
| 60 |
11,692.5 |
10,303.0 |
1,389.5 |
11.9% |
129.4 |
1.1% |
96% |
False |
False |
180 |
| 80 |
11,692.5 |
10,303.0 |
1,389.5 |
11.9% |
109.4 |
0.9% |
96% |
False |
False |
145 |
| 100 |
11,777.0 |
10,303.0 |
1,474.0 |
12.7% |
100.1 |
0.9% |
90% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,986.1 |
|
2.618 |
11,854.7 |
|
1.618 |
11,774.2 |
|
1.000 |
11,724.5 |
|
0.618 |
11,693.7 |
|
HIGH |
11,644.0 |
|
0.618 |
11,613.2 |
|
0.500 |
11,603.8 |
|
0.382 |
11,594.3 |
|
LOW |
11,563.5 |
|
0.618 |
11,513.8 |
|
1.000 |
11,483.0 |
|
1.618 |
11,433.3 |
|
2.618 |
11,352.8 |
|
4.250 |
11,221.4 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,624.3 |
11,628.3 |
| PP |
11,614.0 |
11,622.0 |
| S1 |
11,603.8 |
11,615.8 |
|