| 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 |
2,819.25 |
2,794.50 |
-24.75 |
-0.9% |
2,804.00 |
| High |
2,825.75 |
2,803.75 |
-22.00 |
-0.8% |
2,819.50 |
| Low |
2,772.50 |
2,788.50 |
16.00 |
0.6% |
2,780.50 |
| Close |
2,796.50 |
2,796.75 |
0.25 |
0.0% |
2,810.25 |
| Range |
53.25 |
15.25 |
-38.00 |
-71.4% |
39.00 |
| ATR |
31.60 |
30.44 |
-1.17 |
-3.7% |
0.00 |
| Volume |
49,700 |
71,164 |
21,464 |
43.2% |
98,193 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.00 |
2,834.75 |
2,805.25 |
|
| R3 |
2,826.75 |
2,819.50 |
2,801.00 |
|
| R2 |
2,811.50 |
2,811.50 |
2,799.50 |
|
| R1 |
2,804.25 |
2,804.25 |
2,798.25 |
2,808.00 |
| PP |
2,796.25 |
2,796.25 |
2,796.25 |
2,798.25 |
| S1 |
2,789.00 |
2,789.00 |
2,795.25 |
2,792.50 |
| S2 |
2,781.00 |
2,781.00 |
2,794.00 |
|
| S3 |
2,765.75 |
2,773.75 |
2,792.50 |
|
| S4 |
2,750.50 |
2,758.50 |
2,788.25 |
|
|
| 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% |
25.75 |
0.9% |
46% |
False |
False |
34,899 |
| 10 |
2,825.75 |
2,768.50 |
57.25 |
2.0% |
24.50 |
0.9% |
49% |
False |
False |
25,767 |
| 20 |
2,825.75 |
2,685.75 |
140.00 |
5.0% |
27.00 |
1.0% |
79% |
False |
False |
15,760 |
| 40 |
2,825.75 |
2,528.50 |
297.25 |
10.6% |
30.75 |
1.1% |
90% |
False |
False |
11,304 |
| 60 |
2,825.75 |
2,319.25 |
506.50 |
18.1% |
45.25 |
1.6% |
94% |
False |
False |
8,976 |
| 80 |
2,833.25 |
2,319.25 |
514.00 |
18.4% |
45.75 |
1.6% |
93% |
False |
False |
6,834 |
| 100 |
2,916.00 |
2,319.25 |
596.75 |
21.3% |
48.00 |
1.7% |
80% |
False |
False |
5,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.50 |
|
2.618 |
2,843.75 |
|
1.618 |
2,828.50 |
|
1.000 |
2,819.00 |
|
0.618 |
2,813.25 |
|
HIGH |
2,803.75 |
|
0.618 |
2,798.00 |
|
0.500 |
2,796.00 |
|
0.382 |
2,794.25 |
|
LOW |
2,788.50 |
|
0.618 |
2,779.00 |
|
1.000 |
2,773.25 |
|
1.618 |
2,763.75 |
|
2.618 |
2,748.50 |
|
4.250 |
2,723.75 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,796.50 |
2,799.00 |
| PP |
2,796.25 |
2,798.25 |
| S1 |
2,796.00 |
2,797.50 |
|