| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1,315.5 |
1,294.4 |
-21.1 |
-1.6% |
1,331.9 |
| High |
1,316.5 |
1,298.1 |
-18.4 |
-1.4% |
1,334.9 |
| Low |
1,291.3 |
1,283.8 |
-7.5 |
-0.6% |
1,291.3 |
| Close |
1,299.2 |
1,287.5 |
-11.7 |
-0.9% |
1,299.2 |
| Range |
25.2 |
14.3 |
-10.9 |
-43.3% |
43.6 |
| ATR |
13.0 |
13.2 |
0.2 |
1.3% |
0.0 |
| Volume |
343,472 |
268,391 |
-75,081 |
-21.9% |
1,161,087 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.7 |
1,324.4 |
1,295.4 |
|
| R3 |
1,318.4 |
1,310.1 |
1,291.4 |
|
| R2 |
1,304.1 |
1,304.1 |
1,290.1 |
|
| R1 |
1,295.8 |
1,295.8 |
1,288.8 |
1,292.8 |
| PP |
1,289.8 |
1,289.8 |
1,289.8 |
1,288.3 |
| S1 |
1,281.5 |
1,281.5 |
1,286.2 |
1,278.5 |
| S2 |
1,275.5 |
1,275.5 |
1,284.9 |
|
| S3 |
1,261.2 |
1,267.2 |
1,283.6 |
|
| S4 |
1,246.9 |
1,252.9 |
1,279.6 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,439.3 |
1,412.8 |
1,323.2 |
|
| R3 |
1,395.7 |
1,369.2 |
1,311.2 |
|
| R2 |
1,352.1 |
1,352.1 |
1,307.2 |
|
| R1 |
1,325.6 |
1,325.6 |
1,303.2 |
1,317.1 |
| PP |
1,308.5 |
1,308.5 |
1,308.5 |
1,304.2 |
| S1 |
1,282.0 |
1,282.0 |
1,295.2 |
1,273.5 |
| S2 |
1,264.9 |
1,264.9 |
1,291.2 |
|
| S3 |
1,221.3 |
1,238.4 |
1,287.2 |
|
| S4 |
1,177.7 |
1,194.8 |
1,275.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,332.4 |
1,283.8 |
48.6 |
3.8% |
15.0 |
1.2% |
8% |
False |
True |
249,540 |
| 10 |
1,349.8 |
1,283.8 |
66.0 |
5.1% |
14.7 |
1.1% |
6% |
False |
True |
255,244 |
| 20 |
1,349.8 |
1,283.8 |
66.0 |
5.1% |
12.5 |
1.0% |
6% |
False |
True |
211,023 |
| 40 |
1,349.8 |
1,281.5 |
68.3 |
5.3% |
11.7 |
0.9% |
9% |
False |
False |
145,803 |
| 60 |
1,349.8 |
1,242.5 |
107.3 |
8.3% |
11.3 |
0.9% |
42% |
False |
False |
99,473 |
| 80 |
1,349.8 |
1,209.3 |
140.5 |
10.9% |
11.1 |
0.9% |
56% |
False |
False |
75,490 |
| 100 |
1,349.8 |
1,199.2 |
150.6 |
11.7% |
11.0 |
0.9% |
59% |
False |
False |
60,694 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
12.0% |
10.9 |
0.8% |
60% |
False |
False |
50,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,358.9 |
|
2.618 |
1,335.5 |
|
1.618 |
1,321.2 |
|
1.000 |
1,312.4 |
|
0.618 |
1,306.9 |
|
HIGH |
1,298.1 |
|
0.618 |
1,292.6 |
|
0.500 |
1,291.0 |
|
0.382 |
1,289.3 |
|
LOW |
1,283.8 |
|
0.618 |
1,275.0 |
|
1.000 |
1,269.5 |
|
1.618 |
1,260.7 |
|
2.618 |
1,246.4 |
|
4.250 |
1,223.0 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,291.0 |
1,306.4 |
| PP |
1,289.8 |
1,300.1 |
| S1 |
1,288.7 |
1,293.8 |
|