| 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 |
11,563.5 |
11,614.0 |
50.5 |
0.4% |
11,542.0 |
| High |
11,644.0 |
11,668.5 |
24.5 |
0.2% |
11,682.0 |
| Low |
11,563.5 |
11,580.0 |
16.5 |
0.1% |
11,430.5 |
| Close |
11,634.5 |
11,605.5 |
-29.0 |
-0.2% |
11,615.5 |
| Range |
80.5 |
88.5 |
8.0 |
9.9% |
251.5 |
| ATR |
127.1 |
124.3 |
-2.8 |
-2.2% |
0.0 |
| Volume |
990 |
8,595 |
7,605 |
768.2% |
1,441 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,883.5 |
11,833.0 |
11,654.2 |
|
| R3 |
11,795.0 |
11,744.5 |
11,629.8 |
|
| R2 |
11,706.5 |
11,706.5 |
11,621.7 |
|
| R1 |
11,656.0 |
11,656.0 |
11,613.6 |
11,637.0 |
| PP |
11,618.0 |
11,618.0 |
11,618.0 |
11,608.5 |
| S1 |
11,567.5 |
11,567.5 |
11,597.4 |
11,548.5 |
| S2 |
11,529.5 |
11,529.5 |
11,589.3 |
|
| S3 |
11,441.0 |
11,479.0 |
11,581.2 |
|
| S4 |
11,352.5 |
11,390.5 |
11,556.8 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,330.5 |
12,224.5 |
11,753.8 |
|
| R3 |
12,079.0 |
11,973.0 |
11,684.7 |
|
| R2 |
11,827.5 |
11,827.5 |
11,661.6 |
|
| R1 |
11,721.5 |
11,721.5 |
11,638.6 |
11,774.5 |
| PP |
11,576.0 |
11,576.0 |
11,576.0 |
11,602.5 |
| S1 |
11,470.0 |
11,470.0 |
11,592.4 |
11,523.0 |
| S2 |
11,324.5 |
11,324.5 |
11,569.4 |
|
| S3 |
11,073.0 |
11,218.5 |
11,546.3 |
|
| S4 |
10,821.5 |
10,967.0 |
11,477.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,692.5 |
11,430.5 |
262.0 |
2.3% |
112.9 |
1.0% |
67% |
False |
False |
2,345 |
| 10 |
11,692.5 |
11,411.5 |
281.0 |
2.4% |
95.5 |
0.8% |
69% |
False |
False |
1,254 |
| 20 |
11,692.5 |
10,900.0 |
792.5 |
6.8% |
114.3 |
1.0% |
89% |
False |
False |
714 |
| 40 |
11,692.5 |
10,801.0 |
891.5 |
7.7% |
119.1 |
1.0% |
90% |
False |
False |
423 |
| 60 |
11,692.5 |
10,303.0 |
1,389.5 |
12.0% |
130.0 |
1.1% |
94% |
False |
False |
319 |
| 80 |
11,692.5 |
10,303.0 |
1,389.5 |
12.0% |
109.9 |
0.9% |
94% |
False |
False |
253 |
| 100 |
11,777.0 |
10,303.0 |
1,474.0 |
12.7% |
100.3 |
0.9% |
88% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,044.6 |
|
2.618 |
11,900.2 |
|
1.618 |
11,811.7 |
|
1.000 |
11,757.0 |
|
0.618 |
11,723.2 |
|
HIGH |
11,668.5 |
|
0.618 |
11,634.7 |
|
0.500 |
11,624.3 |
|
0.382 |
11,613.8 |
|
LOW |
11,580.0 |
|
0.618 |
11,525.3 |
|
1.000 |
11,491.5 |
|
1.618 |
11,436.8 |
|
2.618 |
11,348.3 |
|
4.250 |
11,203.9 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,624.3 |
11,615.8 |
| PP |
11,618.0 |
11,612.3 |
| S1 |
11,611.8 |
11,608.9 |
|