| Trading Metrics calculated at close of trading on 01-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2019 |
01-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,799.50 |
2,790.50 |
-9.00 |
-0.3% |
2,804.00 |
| High |
2,800.50 |
2,814.00 |
13.50 |
0.5% |
2,819.50 |
| Low |
2,787.25 |
2,788.75 |
1.50 |
0.1% |
2,780.50 |
| Close |
2,790.00 |
2,810.25 |
20.25 |
0.7% |
2,810.25 |
| Range |
13.25 |
25.25 |
12.00 |
90.6% |
39.00 |
| ATR |
30.30 |
29.94 |
-0.36 |
-1.2% |
0.00 |
| Volume |
22,800 |
19,034 |
-3,766 |
-16.5% |
98,193 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.00 |
2,870.50 |
2,824.25 |
|
| R3 |
2,854.75 |
2,845.25 |
2,817.25 |
|
| R2 |
2,829.50 |
2,829.50 |
2,815.00 |
|
| R1 |
2,820.00 |
2,820.00 |
2,812.50 |
2,824.75 |
| PP |
2,804.25 |
2,804.25 |
2,804.25 |
2,806.75 |
| S1 |
2,794.75 |
2,794.75 |
2,808.00 |
2,799.50 |
| S2 |
2,779.00 |
2,779.00 |
2,805.50 |
|
| S3 |
2,753.75 |
2,769.50 |
2,803.25 |
|
| S4 |
2,728.50 |
2,744.25 |
2,796.25 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.50 |
2,904.25 |
2,831.75 |
|
| R3 |
2,881.50 |
2,865.25 |
2,821.00 |
|
| R2 |
2,842.50 |
2,842.50 |
2,817.50 |
|
| R1 |
2,826.25 |
2,826.25 |
2,813.75 |
2,834.50 |
| PP |
2,803.50 |
2,803.50 |
2,803.50 |
2,807.50 |
| S1 |
2,787.25 |
2,787.25 |
2,806.75 |
2,795.50 |
| S2 |
2,764.50 |
2,764.50 |
2,803.00 |
|
| S3 |
2,725.50 |
2,748.25 |
2,799.50 |
|
| S4 |
2,686.50 |
2,709.25 |
2,788.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,819.50 |
2,780.50 |
39.00 |
1.4% |
20.00 |
0.7% |
76% |
False |
False |
19,638 |
| 10 |
2,819.50 |
2,733.25 |
86.25 |
3.1% |
24.75 |
0.9% |
89% |
False |
False |
15,329 |
| 20 |
2,819.50 |
2,685.75 |
133.75 |
4.8% |
26.00 |
0.9% |
93% |
False |
False |
10,376 |
| 40 |
2,819.50 |
2,442.25 |
377.25 |
13.4% |
32.75 |
1.2% |
98% |
False |
False |
8,813 |
| 60 |
2,826.75 |
2,319.25 |
507.50 |
18.1% |
46.50 |
1.7% |
97% |
False |
False |
6,969 |
| 80 |
2,833.25 |
2,319.25 |
514.00 |
18.3% |
46.00 |
1.6% |
96% |
False |
False |
5,349 |
| 100 |
2,933.00 |
2,319.25 |
613.75 |
21.8% |
48.00 |
1.7% |
80% |
False |
False |
4,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,921.25 |
|
2.618 |
2,880.00 |
|
1.618 |
2,854.75 |
|
1.000 |
2,839.25 |
|
0.618 |
2,829.50 |
|
HIGH |
2,814.00 |
|
0.618 |
2,804.25 |
|
0.500 |
2,801.50 |
|
0.382 |
2,798.50 |
|
LOW |
2,788.75 |
|
0.618 |
2,773.25 |
|
1.000 |
2,763.50 |
|
1.618 |
2,748.00 |
|
2.618 |
2,722.75 |
|
4.250 |
2,681.50 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,807.25 |
2,806.00 |
| PP |
2,804.25 |
2,801.50 |
| S1 |
2,801.50 |
2,797.25 |
|