| 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 |
2,749.00 |
2,745.50 |
-3.50 |
-0.1% |
2,814.00 |
| High |
2,751.50 |
2,787.50 |
36.00 |
1.3% |
2,819.75 |
| Low |
2,722.00 |
2,736.75 |
14.75 |
0.5% |
2,722.00 |
| Close |
2,747.00 |
2,784.00 |
37.00 |
1.3% |
2,747.00 |
| Range |
29.50 |
50.75 |
21.25 |
72.0% |
97.75 |
| ATR |
30.56 |
32.00 |
1.44 |
4.7% |
0.00 |
| Volume |
1,380,324 |
1,300,372 |
-79,952 |
-5.8% |
7,805,410 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,921.75 |
2,903.50 |
2,812.00 |
|
| R3 |
2,871.00 |
2,852.75 |
2,798.00 |
|
| R2 |
2,820.25 |
2,820.25 |
2,793.25 |
|
| R1 |
2,802.00 |
2,802.00 |
2,788.75 |
2,811.00 |
| PP |
2,769.50 |
2,769.50 |
2,769.50 |
2,774.00 |
| S1 |
2,751.25 |
2,751.25 |
2,779.25 |
2,760.50 |
| S2 |
2,718.75 |
2,718.75 |
2,774.75 |
|
| S3 |
2,668.00 |
2,700.50 |
2,770.00 |
|
| S4 |
2,617.25 |
2,649.75 |
2,756.00 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.25 |
2,999.25 |
2,800.75 |
|
| R3 |
2,958.50 |
2,901.50 |
2,774.00 |
|
| R2 |
2,860.75 |
2,860.75 |
2,765.00 |
|
| R1 |
2,803.75 |
2,803.75 |
2,756.00 |
2,783.50 |
| PP |
2,763.00 |
2,763.00 |
2,763.00 |
2,752.75 |
| S1 |
2,706.00 |
2,706.00 |
2,738.00 |
2,685.50 |
| S2 |
2,665.25 |
2,665.25 |
2,729.00 |
|
| S3 |
2,567.50 |
2,608.25 |
2,720.00 |
|
| S4 |
2,469.75 |
2,510.50 |
2,693.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,799.00 |
2,722.00 |
77.00 |
2.8% |
31.50 |
1.1% |
81% |
False |
False |
1,462,762 |
| 10 |
2,819.75 |
2,722.00 |
97.75 |
3.5% |
29.25 |
1.0% |
63% |
False |
False |
1,407,233 |
| 20 |
2,819.75 |
2,700.50 |
119.25 |
4.3% |
28.75 |
1.0% |
70% |
False |
False |
1,362,665 |
| 40 |
2,819.75 |
2,567.25 |
252.50 |
9.1% |
31.00 |
1.1% |
86% |
False |
False |
1,412,284 |
| 60 |
2,819.75 |
2,313.00 |
506.75 |
18.2% |
43.25 |
1.6% |
93% |
False |
False |
1,610,011 |
| 80 |
2,819.75 |
2,313.00 |
506.75 |
18.2% |
46.00 |
1.7% |
93% |
False |
False |
1,214,537 |
| 100 |
2,831.50 |
2,313.00 |
518.50 |
18.6% |
48.00 |
1.7% |
91% |
False |
False |
974,351 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.1% |
45.50 |
1.6% |
73% |
False |
False |
813,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,003.25 |
|
2.618 |
2,920.25 |
|
1.618 |
2,869.50 |
|
1.000 |
2,838.25 |
|
0.618 |
2,818.75 |
|
HIGH |
2,787.50 |
|
0.618 |
2,768.00 |
|
0.500 |
2,762.00 |
|
0.382 |
2,756.25 |
|
LOW |
2,736.75 |
|
0.618 |
2,705.50 |
|
1.000 |
2,686.00 |
|
1.618 |
2,654.75 |
|
2.618 |
2,604.00 |
|
4.250 |
2,521.00 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,776.75 |
2,774.25 |
| PP |
2,769.50 |
2,764.50 |
| S1 |
2,762.00 |
2,754.75 |
|