| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,775.75 |
2,754.50 |
-21.25 |
-0.8% |
2,819.25 |
| High |
2,781.75 |
2,756.75 |
-25.00 |
-0.9% |
2,825.75 |
| Low |
2,743.75 |
2,726.50 |
-17.25 |
-0.6% |
2,726.50 |
| Close |
2,755.00 |
2,752.00 |
-3.00 |
-0.1% |
2,752.00 |
| Range |
38.00 |
30.25 |
-7.75 |
-20.4% |
99.25 |
| ATR |
30.57 |
30.54 |
-0.02 |
-0.1% |
0.00 |
| Volume |
652,144 |
1,531,907 |
879,763 |
134.9% |
2,472,465 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.75 |
2,824.25 |
2,768.75 |
|
| R3 |
2,805.50 |
2,794.00 |
2,760.25 |
|
| R2 |
2,775.25 |
2,775.25 |
2,757.50 |
|
| R1 |
2,763.75 |
2,763.75 |
2,754.75 |
2,754.50 |
| PP |
2,745.00 |
2,745.00 |
2,745.00 |
2,740.50 |
| S1 |
2,733.50 |
2,733.50 |
2,749.25 |
2,724.00 |
| S2 |
2,714.75 |
2,714.75 |
2,746.50 |
|
| S3 |
2,684.50 |
2,703.25 |
2,743.75 |
|
| S4 |
2,654.25 |
2,673.00 |
2,735.25 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,065.75 |
3,008.25 |
2,806.50 |
|
| R3 |
2,966.50 |
2,909.00 |
2,779.25 |
|
| R2 |
2,867.25 |
2,867.25 |
2,770.25 |
|
| R1 |
2,809.75 |
2,809.75 |
2,761.00 |
2,789.00 |
| PP |
2,768.00 |
2,768.00 |
2,768.00 |
2,757.75 |
| S1 |
2,710.50 |
2,710.50 |
2,743.00 |
2,689.50 |
| S2 |
2,668.75 |
2,668.75 |
2,733.75 |
|
| S3 |
2,569.50 |
2,611.25 |
2,724.75 |
|
| S4 |
2,470.25 |
2,512.00 |
2,697.50 |
|
|
| 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 |
2,726.50 |
99.25 |
3.6% |
32.25 |
1.2% |
26% |
False |
True |
494,493 |
| 10 |
2,825.75 |
2,726.50 |
99.25 |
3.6% |
26.25 |
1.0% |
26% |
False |
True |
257,065 |
| 20 |
2,825.75 |
2,685.75 |
140.00 |
5.1% |
27.75 |
1.0% |
47% |
False |
False |
132,716 |
| 40 |
2,825.75 |
2,565.75 |
260.00 |
9.4% |
30.50 |
1.1% |
72% |
False |
False |
69,421 |
| 60 |
2,825.75 |
2,319.25 |
506.50 |
18.4% |
42.75 |
1.6% |
85% |
False |
False |
48,113 |
| 80 |
2,826.75 |
2,319.25 |
507.50 |
18.4% |
45.50 |
1.7% |
85% |
False |
False |
36,213 |
| 100 |
2,840.00 |
2,319.25 |
520.75 |
18.9% |
46.75 |
1.7% |
83% |
False |
False |
29,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.25 |
|
2.618 |
2,836.00 |
|
1.618 |
2,805.75 |
|
1.000 |
2,787.00 |
|
0.618 |
2,775.50 |
|
HIGH |
2,756.75 |
|
0.618 |
2,745.25 |
|
0.500 |
2,741.50 |
|
0.382 |
2,738.00 |
|
LOW |
2,726.50 |
|
0.618 |
2,707.75 |
|
1.000 |
2,696.25 |
|
1.618 |
2,677.50 |
|
2.618 |
2,647.25 |
|
4.250 |
2,598.00 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.50 |
2,762.25 |
| PP |
2,745.00 |
2,758.75 |
| S1 |
2,741.50 |
2,755.50 |
|