| 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 |
11,614.0 |
11,574.0 |
-40.0 |
-0.3% |
11,542.0 |
| High |
11,668.5 |
11,628.0 |
-40.5 |
-0.3% |
11,682.0 |
| Low |
11,580.0 |
11,469.5 |
-110.5 |
-1.0% |
11,430.5 |
| Close |
11,605.5 |
11,526.0 |
-79.5 |
-0.7% |
11,615.5 |
| Range |
88.5 |
158.5 |
70.0 |
79.1% |
251.5 |
| ATR |
124.3 |
126.8 |
2.4 |
2.0% |
0.0 |
| Volume |
8,595 |
6,220 |
-2,375 |
-27.6% |
1,441 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,016.7 |
11,929.8 |
11,613.2 |
|
| R3 |
11,858.2 |
11,771.3 |
11,569.6 |
|
| R2 |
11,699.7 |
11,699.7 |
11,555.1 |
|
| R1 |
11,612.8 |
11,612.8 |
11,540.5 |
11,577.0 |
| PP |
11,541.2 |
11,541.2 |
11,541.2 |
11,523.3 |
| S1 |
11,454.3 |
11,454.3 |
11,511.5 |
11,418.5 |
| S2 |
11,382.7 |
11,382.7 |
11,496.9 |
|
| S3 |
11,224.2 |
11,295.8 |
11,482.4 |
|
| S4 |
11,065.7 |
11,137.3 |
11,438.8 |
|
|
| 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 |
11,469.5 |
223.0 |
1.9% |
121.2 |
1.1% |
25% |
False |
True |
3,525 |
| 10 |
11,692.5 |
11,430.5 |
262.0 |
2.3% |
104.1 |
0.9% |
36% |
False |
False |
1,868 |
| 20 |
11,692.5 |
10,900.0 |
792.5 |
6.9% |
109.4 |
0.9% |
79% |
False |
False |
1,022 |
| 40 |
11,692.5 |
10,805.0 |
887.5 |
7.7% |
119.0 |
1.0% |
81% |
False |
False |
576 |
| 60 |
11,692.5 |
10,303.0 |
1,389.5 |
12.1% |
127.4 |
1.1% |
88% |
False |
False |
419 |
| 80 |
11,692.5 |
10,303.0 |
1,389.5 |
12.1% |
111.9 |
1.0% |
88% |
False |
False |
330 |
| 100 |
11,777.0 |
10,303.0 |
1,474.0 |
12.8% |
100.2 |
0.9% |
83% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,301.6 |
|
2.618 |
12,043.0 |
|
1.618 |
11,884.5 |
|
1.000 |
11,786.5 |
|
0.618 |
11,726.0 |
|
HIGH |
11,628.0 |
|
0.618 |
11,567.5 |
|
0.500 |
11,548.8 |
|
0.382 |
11,530.0 |
|
LOW |
11,469.5 |
|
0.618 |
11,371.5 |
|
1.000 |
11,311.0 |
|
1.618 |
11,213.0 |
|
2.618 |
11,054.5 |
|
4.250 |
10,795.9 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,548.8 |
11,569.0 |
| PP |
11,541.2 |
11,554.7 |
| S1 |
11,533.6 |
11,540.3 |
|