| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
7,209.25 |
7,273.25 |
64.00 |
0.9% |
7,177.00 |
| High |
7,295.50 |
7,293.50 |
-2.00 |
0.0% |
7,211.50 |
| Low |
7,183.75 |
7,237.75 |
54.00 |
0.8% |
6,939.00 |
| Close |
7,267.75 |
7,239.75 |
-28.00 |
-0.4% |
7,026.75 |
| Range |
111.75 |
55.75 |
-56.00 |
-50.1% |
272.50 |
| ATR |
100.86 |
97.63 |
-3.22 |
-3.2% |
0.00 |
| Volume |
127,111 |
82,276 |
-44,835 |
-35.3% |
2,234,560 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,424.25 |
7,387.75 |
7,270.50 |
|
| R3 |
7,368.50 |
7,332.00 |
7,255.00 |
|
| R2 |
7,312.75 |
7,312.75 |
7,250.00 |
|
| R1 |
7,276.25 |
7,276.25 |
7,244.75 |
7,266.50 |
| PP |
7,257.00 |
7,257.00 |
7,257.00 |
7,252.25 |
| S1 |
7,220.50 |
7,220.50 |
7,234.75 |
7,211.00 |
| S2 |
7,201.25 |
7,201.25 |
7,229.50 |
|
| S3 |
7,145.50 |
7,164.75 |
7,224.50 |
|
| S4 |
7,089.75 |
7,109.00 |
7,209.00 |
|
|
| 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% |
100.25 |
1.4% |
84% |
False |
False |
178,646 |
| 10 |
7,295.50 |
6,939.00 |
356.50 |
4.9% |
94.75 |
1.3% |
84% |
False |
False |
319,886 |
| 20 |
7,295.50 |
6,939.00 |
356.50 |
4.9% |
88.00 |
1.2% |
84% |
False |
False |
358,169 |
| 40 |
7,295.50 |
6,592.25 |
703.25 |
9.7% |
100.00 |
1.4% |
92% |
False |
False |
409,659 |
| 60 |
7,295.50 |
5,820.50 |
1,475.00 |
20.4% |
132.25 |
1.8% |
96% |
False |
False |
474,301 |
| 80 |
7,295.50 |
5,820.50 |
1,475.00 |
20.4% |
140.50 |
1.9% |
96% |
False |
False |
363,815 |
| 100 |
7,295.50 |
5,820.50 |
1,475.00 |
20.4% |
154.25 |
2.1% |
96% |
False |
False |
291,401 |
| 120 |
7,765.00 |
5,820.50 |
1,944.50 |
26.9% |
153.00 |
2.1% |
73% |
False |
False |
243,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,530.50 |
|
2.618 |
7,439.50 |
|
1.618 |
7,383.75 |
|
1.000 |
7,349.25 |
|
0.618 |
7,328.00 |
|
HIGH |
7,293.50 |
|
0.618 |
7,272.25 |
|
0.500 |
7,265.50 |
|
0.382 |
7,259.00 |
|
LOW |
7,237.75 |
|
0.618 |
7,203.25 |
|
1.000 |
7,182.00 |
|
1.618 |
7,147.50 |
|
2.618 |
7,091.75 |
|
4.250 |
7,000.75 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,265.50 |
7,236.25 |
| PP |
7,257.00 |
7,232.75 |
| S1 |
7,248.50 |
7,229.50 |
|