| 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 |
2,786.50 |
2,770.50 |
-16.00 |
-0.6% |
2,799.50 |
| High |
2,792.75 |
2,776.25 |
-16.50 |
-0.6% |
2,814.00 |
| Low |
2,768.50 |
2,738.50 |
-30.00 |
-1.1% |
2,775.00 |
| Close |
2,771.50 |
2,750.00 |
-21.50 |
-0.8% |
2,805.00 |
| Range |
24.25 |
37.75 |
13.50 |
55.7% |
39.00 |
| ATR |
30.10 |
30.64 |
0.55 |
1.8% |
0.00 |
| Volume |
1,509,846 |
1,919,820 |
409,974 |
27.2% |
6,222,642 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,868.25 |
2,846.75 |
2,770.75 |
|
| R3 |
2,830.50 |
2,809.00 |
2,760.50 |
|
| R2 |
2,792.75 |
2,792.75 |
2,757.00 |
|
| R1 |
2,771.25 |
2,771.25 |
2,753.50 |
2,763.00 |
| PP |
2,755.00 |
2,755.00 |
2,755.00 |
2,750.75 |
| S1 |
2,733.50 |
2,733.50 |
2,746.50 |
2,725.50 |
| S2 |
2,717.25 |
2,717.25 |
2,743.00 |
|
| S3 |
2,679.50 |
2,695.75 |
2,739.50 |
|
| S4 |
2,641.75 |
2,658.00 |
2,729.25 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,915.00 |
2,899.00 |
2,826.50 |
|
| R3 |
2,876.00 |
2,860.00 |
2,815.75 |
|
| R2 |
2,837.00 |
2,837.00 |
2,812.25 |
|
| R1 |
2,821.00 |
2,821.00 |
2,808.50 |
2,829.00 |
| PP |
2,798.00 |
2,798.00 |
2,798.00 |
2,802.00 |
| S1 |
2,782.00 |
2,782.00 |
2,801.50 |
2,790.00 |
| S2 |
2,759.00 |
2,759.00 |
2,797.75 |
|
| S3 |
2,720.00 |
2,743.00 |
2,794.25 |
|
| S4 |
2,681.00 |
2,704.00 |
2,783.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,819.75 |
2,738.50 |
81.25 |
3.0% |
31.00 |
1.1% |
14% |
False |
True |
1,538,136 |
| 10 |
2,819.75 |
2,738.50 |
81.25 |
3.0% |
25.50 |
0.9% |
14% |
False |
True |
1,383,856 |
| 20 |
2,819.75 |
2,680.75 |
139.00 |
5.1% |
28.25 |
1.0% |
50% |
False |
False |
1,403,691 |
| 40 |
2,819.75 |
2,560.50 |
259.25 |
9.4% |
30.75 |
1.1% |
73% |
False |
False |
1,423,543 |
| 60 |
2,819.75 |
2,313.00 |
506.75 |
18.4% |
44.00 |
1.6% |
86% |
False |
False |
1,568,450 |
| 80 |
2,819.75 |
2,313.00 |
506.75 |
18.4% |
46.50 |
1.7% |
86% |
False |
False |
1,181,387 |
| 100 |
2,831.50 |
2,313.00 |
518.50 |
18.9% |
48.00 |
1.7% |
84% |
False |
False |
947,736 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.4% |
45.25 |
1.6% |
68% |
False |
False |
791,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,936.75 |
|
2.618 |
2,875.00 |
|
1.618 |
2,837.25 |
|
1.000 |
2,814.00 |
|
0.618 |
2,799.50 |
|
HIGH |
2,776.25 |
|
0.618 |
2,761.75 |
|
0.500 |
2,757.50 |
|
0.382 |
2,753.00 |
|
LOW |
2,738.50 |
|
0.618 |
2,715.25 |
|
1.000 |
2,700.75 |
|
1.618 |
2,677.50 |
|
2.618 |
2,639.75 |
|
4.250 |
2,578.00 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,757.50 |
2,768.75 |
| PP |
2,755.00 |
2,762.50 |
| S1 |
2,752.50 |
2,756.25 |
|