| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,794.50 |
2,792.25 |
-2.25 |
-0.1% |
2,804.00 |
| High |
2,803.75 |
2,798.00 |
-5.75 |
-0.2% |
2,819.50 |
| Low |
2,788.50 |
2,773.75 |
-14.75 |
-0.5% |
2,780.50 |
| Close |
2,796.75 |
2,777.00 |
-19.75 |
-0.7% |
2,810.25 |
| Range |
15.25 |
24.25 |
9.00 |
59.0% |
39.00 |
| ATR |
30.44 |
29.99 |
-0.44 |
-1.5% |
0.00 |
| Volume |
71,164 |
167,550 |
96,386 |
135.4% |
98,193 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.75 |
2,840.50 |
2,790.25 |
|
| R3 |
2,831.50 |
2,816.25 |
2,783.75 |
|
| R2 |
2,807.25 |
2,807.25 |
2,781.50 |
|
| R1 |
2,792.00 |
2,792.00 |
2,779.25 |
2,787.50 |
| PP |
2,783.00 |
2,783.00 |
2,783.00 |
2,780.50 |
| S1 |
2,767.75 |
2,767.75 |
2,774.75 |
2,763.25 |
| S2 |
2,758.75 |
2,758.75 |
2,772.50 |
|
| S3 |
2,734.50 |
2,743.50 |
2,770.25 |
|
| S4 |
2,710.25 |
2,719.25 |
2,763.75 |
|
|
| 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% |
26.25 |
0.9% |
8% |
False |
False |
66,049 |
| 10 |
2,825.75 |
2,768.50 |
57.25 |
2.1% |
25.25 |
0.9% |
15% |
False |
False |
41,915 |
| 20 |
2,825.75 |
2,685.75 |
140.00 |
5.0% |
27.00 |
1.0% |
65% |
False |
False |
23,897 |
| 40 |
2,825.75 |
2,553.00 |
272.75 |
9.8% |
30.25 |
1.1% |
82% |
False |
False |
15,233 |
| 60 |
2,825.75 |
2,319.25 |
506.50 |
18.2% |
44.25 |
1.6% |
90% |
False |
False |
11,725 |
| 80 |
2,833.25 |
2,319.25 |
514.00 |
18.5% |
45.75 |
1.6% |
89% |
False |
False |
8,927 |
| 100 |
2,908.75 |
2,319.25 |
589.50 |
21.2% |
48.00 |
1.7% |
78% |
False |
False |
7,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,901.00 |
|
2.618 |
2,861.50 |
|
1.618 |
2,837.25 |
|
1.000 |
2,822.25 |
|
0.618 |
2,813.00 |
|
HIGH |
2,798.00 |
|
0.618 |
2,788.75 |
|
0.500 |
2,786.00 |
|
0.382 |
2,783.00 |
|
LOW |
2,773.75 |
|
0.618 |
2,758.75 |
|
1.000 |
2,749.50 |
|
1.618 |
2,734.50 |
|
2.618 |
2,710.25 |
|
4.250 |
2,670.75 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,786.00 |
2,799.00 |
| PP |
2,783.00 |
2,791.75 |
| S1 |
2,780.00 |
2,784.50 |
|