| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
7,176.00 |
7,209.25 |
33.25 |
0.5% |
7,177.00 |
| High |
7,223.00 |
7,295.50 |
72.50 |
1.0% |
7,211.50 |
| Low |
7,163.25 |
7,183.75 |
20.50 |
0.3% |
6,939.00 |
| Close |
7,206.50 |
7,267.75 |
61.25 |
0.8% |
7,026.75 |
| Range |
59.75 |
111.75 |
52.00 |
87.0% |
272.50 |
| ATR |
100.02 |
100.86 |
0.84 |
0.8% |
0.00 |
| Volume |
167,990 |
127,111 |
-40,879 |
-24.3% |
2,234,560 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,584.25 |
7,537.75 |
7,329.25 |
|
| R3 |
7,472.50 |
7,426.00 |
7,298.50 |
|
| R2 |
7,360.75 |
7,360.75 |
7,288.25 |
|
| R1 |
7,314.25 |
7,314.25 |
7,278.00 |
7,337.50 |
| PP |
7,249.00 |
7,249.00 |
7,249.00 |
7,260.50 |
| S1 |
7,202.50 |
7,202.50 |
7,257.50 |
7,225.75 |
| S2 |
7,137.25 |
7,137.25 |
7,247.25 |
|
| S3 |
7,025.50 |
7,090.75 |
7,237.00 |
|
| S4 |
6,913.75 |
6,979.00 |
7,206.25 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,876.50 |
7,724.25 |
7,176.50 |
|
| R3 |
7,604.00 |
7,451.75 |
7,101.75 |
|
| R2 |
7,331.50 |
7,331.50 |
7,076.75 |
|
| R1 |
7,179.25 |
7,179.25 |
7,051.75 |
7,119.00 |
| PP |
7,059.00 |
7,059.00 |
7,059.00 |
7,029.00 |
| S1 |
6,906.75 |
6,906.75 |
7,001.75 |
6,846.50 |
| S2 |
6,786.50 |
6,786.50 |
6,976.75 |
|
| S3 |
6,514.00 |
6,634.25 |
6,951.75 |
|
| S4 |
6,241.50 |
6,361.75 |
6,877.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,295.50 |
6,939.00 |
356.50 |
4.9% |
113.25 |
1.6% |
92% |
True |
False |
273,499 |
| 10 |
7,295.50 |
6,939.00 |
356.50 |
4.9% |
95.00 |
1.3% |
92% |
True |
False |
347,746 |
| 20 |
7,295.50 |
6,939.00 |
356.50 |
4.9% |
88.25 |
1.2% |
92% |
True |
False |
372,054 |
| 40 |
7,295.50 |
6,542.25 |
753.25 |
10.4% |
102.25 |
1.4% |
96% |
True |
False |
419,910 |
| 60 |
7,295.50 |
5,820.50 |
1,475.00 |
20.3% |
134.25 |
1.8% |
98% |
True |
False |
481,033 |
| 80 |
7,295.50 |
5,820.50 |
1,475.00 |
20.3% |
142.50 |
2.0% |
98% |
True |
False |
362,824 |
| 100 |
7,340.75 |
5,820.50 |
1,520.25 |
20.9% |
155.75 |
2.1% |
95% |
False |
False |
290,593 |
| 120 |
7,765.00 |
5,820.50 |
1,944.50 |
26.8% |
153.50 |
2.1% |
74% |
False |
False |
242,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,770.50 |
|
2.618 |
7,588.00 |
|
1.618 |
7,476.25 |
|
1.000 |
7,407.25 |
|
0.618 |
7,364.50 |
|
HIGH |
7,295.50 |
|
0.618 |
7,252.75 |
|
0.500 |
7,239.50 |
|
0.382 |
7,226.50 |
|
LOW |
7,183.75 |
|
0.618 |
7,114.75 |
|
1.000 |
7,072.00 |
|
1.618 |
7,003.00 |
|
2.618 |
6,891.25 |
|
4.250 |
6,708.75 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,258.50 |
7,227.25 |
| PP |
7,249.00 |
7,187.00 |
| S1 |
7,239.50 |
7,146.50 |
|