| 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 |
2,792.25 |
2,775.75 |
-16.50 |
-0.6% |
2,804.00 |
| High |
2,798.00 |
2,781.75 |
-16.25 |
-0.6% |
2,819.50 |
| Low |
2,773.75 |
2,743.75 |
-30.00 |
-1.1% |
2,780.50 |
| Close |
2,777.00 |
2,755.00 |
-22.00 |
-0.8% |
2,810.25 |
| Range |
24.25 |
38.00 |
13.75 |
56.7% |
39.00 |
| ATR |
29.99 |
30.57 |
0.57 |
1.9% |
0.00 |
| Volume |
167,550 |
652,144 |
484,594 |
289.2% |
98,193 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.25 |
2,852.50 |
2,776.00 |
|
| R3 |
2,836.25 |
2,814.50 |
2,765.50 |
|
| R2 |
2,798.25 |
2,798.25 |
2,762.00 |
|
| R1 |
2,776.50 |
2,776.50 |
2,758.50 |
2,768.50 |
| PP |
2,760.25 |
2,760.25 |
2,760.25 |
2,756.00 |
| S1 |
2,738.50 |
2,738.50 |
2,751.50 |
2,730.50 |
| S2 |
2,722.25 |
2,722.25 |
2,748.00 |
|
| S3 |
2,684.25 |
2,700.50 |
2,744.50 |
|
| S4 |
2,646.25 |
2,662.50 |
2,734.00 |
|
|
| 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 |
2,743.75 |
82.00 |
3.0% |
31.25 |
1.1% |
14% |
False |
True |
191,918 |
| 10 |
2,825.75 |
2,743.75 |
82.00 |
3.0% |
25.75 |
0.9% |
14% |
False |
True |
104,969 |
| 20 |
2,825.75 |
2,685.75 |
140.00 |
5.1% |
28.25 |
1.0% |
49% |
False |
False |
56,404 |
| 40 |
2,825.75 |
2,565.75 |
260.00 |
9.4% |
30.50 |
1.1% |
73% |
False |
False |
31,425 |
| 60 |
2,825.75 |
2,319.25 |
506.50 |
18.4% |
43.50 |
1.6% |
86% |
False |
False |
22,588 |
| 80 |
2,832.50 |
2,319.25 |
513.25 |
18.6% |
45.25 |
1.6% |
85% |
False |
False |
17,064 |
| 100 |
2,840.00 |
2,319.25 |
520.75 |
18.9% |
47.25 |
1.7% |
84% |
False |
False |
13,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,943.25 |
|
2.618 |
2,881.25 |
|
1.618 |
2,843.25 |
|
1.000 |
2,819.75 |
|
0.618 |
2,805.25 |
|
HIGH |
2,781.75 |
|
0.618 |
2,767.25 |
|
0.500 |
2,762.75 |
|
0.382 |
2,758.25 |
|
LOW |
2,743.75 |
|
0.618 |
2,720.25 |
|
1.000 |
2,705.75 |
|
1.618 |
2,682.25 |
|
2.618 |
2,644.25 |
|
4.250 |
2,582.25 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,762.75 |
2,773.75 |
| PP |
2,760.25 |
2,767.50 |
| S1 |
2,757.50 |
2,761.25 |
|