| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1,524.0 |
1,526.7 |
2.7 |
0.2% |
1,592.4 |
| High |
1,526.7 |
1,550.9 |
24.2 |
1.6% |
1,598.0 |
| Low |
1,512.6 |
1,519.3 |
6.7 |
0.4% |
1,512.6 |
| Close |
1,525.7 |
1,548.5 |
22.8 |
1.5% |
1,525.7 |
| Range |
14.1 |
31.6 |
17.5 |
124.1% |
85.4 |
| ATR |
20.5 |
21.3 |
0.8 |
3.9% |
0.0 |
| Volume |
162,064 |
237,708 |
75,644 |
46.7% |
806,252 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,634.4 |
1,623.0 |
1,565.9 |
|
| R3 |
1,602.8 |
1,591.4 |
1,557.2 |
|
| R2 |
1,571.2 |
1,571.2 |
1,554.3 |
|
| R1 |
1,559.8 |
1,559.8 |
1,551.4 |
1,565.5 |
| PP |
1,539.6 |
1,539.6 |
1,539.6 |
1,542.4 |
| S1 |
1,528.2 |
1,528.2 |
1,545.6 |
1,533.9 |
| S2 |
1,508.0 |
1,508.0 |
1,542.7 |
|
| S3 |
1,476.4 |
1,496.6 |
1,539.8 |
|
| S4 |
1,444.8 |
1,465.0 |
1,531.1 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,801.6 |
1,749.1 |
1,572.7 |
|
| R3 |
1,716.2 |
1,663.7 |
1,549.2 |
|
| R2 |
1,630.8 |
1,630.8 |
1,541.4 |
|
| R1 |
1,578.3 |
1,578.3 |
1,533.5 |
1,561.9 |
| PP |
1,545.4 |
1,545.4 |
1,545.4 |
1,537.2 |
| S1 |
1,492.9 |
1,492.9 |
1,517.9 |
1,476.5 |
| S2 |
1,460.0 |
1,460.0 |
1,510.0 |
|
| S3 |
1,374.6 |
1,407.5 |
1,502.2 |
|
| S4 |
1,289.2 |
1,322.1 |
1,478.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,579.3 |
1,512.6 |
66.7 |
4.3% |
22.7 |
1.5% |
54% |
False |
False |
180,523 |
| 10 |
1,598.0 |
1,512.6 |
85.4 |
5.5% |
20.6 |
1.3% |
42% |
False |
False |
148,223 |
| 20 |
1,603.6 |
1,504.8 |
98.8 |
6.4% |
19.7 |
1.3% |
44% |
False |
False |
127,961 |
| 40 |
1,603.6 |
1,431.4 |
172.2 |
11.1% |
19.9 |
1.3% |
68% |
False |
False |
123,340 |
| 60 |
1,603.6 |
1,252.0 |
351.6 |
22.7% |
26.9 |
1.7% |
84% |
False |
False |
144,255 |
| 80 |
1,603.6 |
1,252.0 |
351.6 |
22.7% |
28.6 |
1.8% |
84% |
False |
False |
108,346 |
| 100 |
1,607.0 |
1,252.0 |
355.0 |
22.9% |
29.7 |
1.9% |
84% |
False |
False |
86,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,685.2 |
|
2.618 |
1,633.6 |
|
1.618 |
1,602.0 |
|
1.000 |
1,582.5 |
|
0.618 |
1,570.4 |
|
HIGH |
1,550.9 |
|
0.618 |
1,538.8 |
|
0.500 |
1,535.1 |
|
0.382 |
1,531.4 |
|
LOW |
1,519.3 |
|
0.618 |
1,499.8 |
|
1.000 |
1,487.7 |
|
1.618 |
1,468.2 |
|
2.618 |
1,436.6 |
|
4.250 |
1,385.0 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,544.0 |
1,542.9 |
| PP |
1,539.6 |
1,537.3 |
| S1 |
1,535.1 |
1,531.8 |
|