| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,745.50 |
2,784.75 |
39.25 |
1.4% |
2,814.00 |
| High |
2,787.50 |
2,798.25 |
10.75 |
0.4% |
2,819.75 |
| Low |
2,736.75 |
2,780.50 |
43.75 |
1.6% |
2,722.00 |
| Close |
2,784.00 |
2,792.00 |
8.00 |
0.3% |
2,747.00 |
| Range |
50.75 |
17.75 |
-33.00 |
-65.0% |
97.75 |
| ATR |
32.00 |
30.99 |
-1.02 |
-3.2% |
0.00 |
| Volume |
1,300,372 |
958,317 |
-342,055 |
-26.3% |
7,805,410 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.50 |
2,835.50 |
2,801.75 |
|
| R3 |
2,825.75 |
2,817.75 |
2,797.00 |
|
| R2 |
2,808.00 |
2,808.00 |
2,795.25 |
|
| R1 |
2,800.00 |
2,800.00 |
2,793.75 |
2,804.00 |
| PP |
2,790.25 |
2,790.25 |
2,790.25 |
2,792.25 |
| S1 |
2,782.25 |
2,782.25 |
2,790.25 |
2,786.25 |
| S2 |
2,772.50 |
2,772.50 |
2,788.75 |
|
| S3 |
2,754.75 |
2,764.50 |
2,787.00 |
|
| S4 |
2,737.00 |
2,746.75 |
2,782.25 |
|
|
| 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 |
2,798.25 |
2,722.00 |
76.25 |
2.7% |
32.00 |
1.1% |
92% |
True |
False |
1,413,735 |
| 10 |
2,819.75 |
2,722.00 |
97.75 |
3.5% |
29.00 |
1.0% |
72% |
False |
False |
1,382,900 |
| 20 |
2,819.75 |
2,705.50 |
114.25 |
4.1% |
28.50 |
1.0% |
76% |
False |
False |
1,355,077 |
| 40 |
2,819.75 |
2,567.25 |
252.50 |
9.0% |
31.00 |
1.1% |
89% |
False |
False |
1,405,916 |
| 60 |
2,819.75 |
2,313.00 |
506.75 |
18.2% |
42.75 |
1.5% |
95% |
False |
False |
1,622,951 |
| 80 |
2,819.75 |
2,313.00 |
506.75 |
18.2% |
45.75 |
1.6% |
95% |
False |
False |
1,226,411 |
| 100 |
2,831.50 |
2,313.00 |
518.50 |
18.6% |
47.50 |
1.7% |
92% |
False |
False |
983,734 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.0% |
45.50 |
1.6% |
75% |
False |
False |
821,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,873.75 |
|
2.618 |
2,844.75 |
|
1.618 |
2,827.00 |
|
1.000 |
2,816.00 |
|
0.618 |
2,809.25 |
|
HIGH |
2,798.25 |
|
0.618 |
2,791.50 |
|
0.500 |
2,789.50 |
|
0.382 |
2,787.25 |
|
LOW |
2,780.50 |
|
0.618 |
2,769.50 |
|
1.000 |
2,762.75 |
|
1.618 |
2,751.75 |
|
2.618 |
2,734.00 |
|
4.250 |
2,705.00 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,791.00 |
2,781.50 |
| PP |
2,790.25 |
2,770.75 |
| S1 |
2,789.50 |
2,760.00 |
|