| 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 |
2,790.50 |
2,819.25 |
28.75 |
1.0% |
2,804.00 |
| High |
2,814.00 |
2,825.75 |
11.75 |
0.4% |
2,819.50 |
| Low |
2,788.75 |
2,772.50 |
-16.25 |
-0.6% |
2,780.50 |
| Close |
2,810.25 |
2,796.50 |
-13.75 |
-0.5% |
2,810.25 |
| Range |
25.25 |
53.25 |
28.00 |
110.9% |
39.00 |
| ATR |
29.94 |
31.60 |
1.67 |
5.6% |
0.00 |
| Volume |
19,034 |
49,700 |
30,666 |
161.1% |
98,193 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,958.00 |
2,930.50 |
2,825.75 |
|
| R3 |
2,904.75 |
2,877.25 |
2,811.25 |
|
| R2 |
2,851.50 |
2,851.50 |
2,806.25 |
|
| R1 |
2,824.00 |
2,824.00 |
2,801.50 |
2,811.00 |
| PP |
2,798.25 |
2,798.25 |
2,798.25 |
2,791.75 |
| S1 |
2,770.75 |
2,770.75 |
2,791.50 |
2,758.00 |
| S2 |
2,745.00 |
2,745.00 |
2,786.75 |
|
| S3 |
2,691.75 |
2,717.50 |
2,781.75 |
|
| S4 |
2,638.50 |
2,664.25 |
2,767.25 |
|
|
| 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 |
2,825.75 |
2,772.50 |
53.25 |
1.9% |
26.75 |
1.0% |
45% |
True |
True |
24,598 |
| 10 |
2,825.75 |
2,768.50 |
57.25 |
2.0% |
25.25 |
0.9% |
49% |
True |
False |
19,256 |
| 20 |
2,825.75 |
2,685.75 |
140.00 |
5.0% |
27.50 |
1.0% |
79% |
True |
False |
12,578 |
| 40 |
2,825.75 |
2,442.25 |
383.50 |
13.7% |
33.00 |
1.2% |
92% |
True |
False |
9,797 |
| 60 |
2,825.75 |
2,319.25 |
506.50 |
18.1% |
46.50 |
1.7% |
94% |
True |
False |
7,792 |
| 80 |
2,833.25 |
2,319.25 |
514.00 |
18.4% |
46.00 |
1.6% |
93% |
False |
False |
5,968 |
| 100 |
2,916.00 |
2,319.25 |
596.75 |
21.3% |
48.25 |
1.7% |
80% |
False |
False |
4,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.00 |
|
2.618 |
2,965.25 |
|
1.618 |
2,912.00 |
|
1.000 |
2,879.00 |
|
0.618 |
2,858.75 |
|
HIGH |
2,825.75 |
|
0.618 |
2,805.50 |
|
0.500 |
2,799.00 |
|
0.382 |
2,792.75 |
|
LOW |
2,772.50 |
|
0.618 |
2,739.50 |
|
1.000 |
2,719.25 |
|
1.618 |
2,686.25 |
|
2.618 |
2,633.00 |
|
4.250 |
2,546.25 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,799.00 |
2,799.00 |
| PP |
2,798.25 |
2,798.25 |
| S1 |
2,797.50 |
2,797.50 |
|