| 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 |
2,784.75 |
2,792.25 |
7.50 |
0.3% |
2,814.00 |
| High |
2,798.25 |
2,821.25 |
23.00 |
0.8% |
2,819.75 |
| Low |
2,780.50 |
2,783.00 |
2.50 |
0.1% |
2,722.00 |
| Close |
2,792.00 |
2,814.50 |
22.50 |
0.8% |
2,747.00 |
| Range |
17.75 |
38.25 |
20.50 |
115.5% |
97.75 |
| ATR |
30.99 |
31.50 |
0.52 |
1.7% |
0.00 |
| Volume |
958,317 |
583,009 |
-375,308 |
-39.2% |
7,805,410 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,921.00 |
2,906.00 |
2,835.50 |
|
| R3 |
2,882.75 |
2,867.75 |
2,825.00 |
|
| R2 |
2,844.50 |
2,844.50 |
2,821.50 |
|
| R1 |
2,829.50 |
2,829.50 |
2,818.00 |
2,837.00 |
| PP |
2,806.25 |
2,806.25 |
2,806.25 |
2,810.00 |
| S1 |
2,791.25 |
2,791.25 |
2,811.00 |
2,798.75 |
| S2 |
2,768.00 |
2,768.00 |
2,807.50 |
|
| S3 |
2,729.75 |
2,753.00 |
2,804.00 |
|
| S4 |
2,691.50 |
2,714.75 |
2,793.50 |
|
|
| 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 |
2,821.25 |
2,722.00 |
99.25 |
3.5% |
34.75 |
1.2% |
93% |
True |
False |
1,228,368 |
| 10 |
2,821.25 |
2,722.00 |
99.25 |
3.5% |
30.50 |
1.1% |
93% |
True |
False |
1,327,316 |
| 20 |
2,821.25 |
2,722.00 |
99.25 |
3.5% |
28.25 |
1.0% |
93% |
True |
False |
1,318,870 |
| 40 |
2,821.25 |
2,580.00 |
241.25 |
8.6% |
31.25 |
1.1% |
97% |
True |
False |
1,390,507 |
| 60 |
2,821.25 |
2,313.00 |
508.25 |
18.1% |
42.75 |
1.5% |
99% |
True |
False |
1,621,239 |
| 80 |
2,821.25 |
2,313.00 |
508.25 |
18.1% |
45.25 |
1.6% |
99% |
True |
False |
1,233,524 |
| 100 |
2,824.50 |
2,313.00 |
511.50 |
18.2% |
47.50 |
1.7% |
98% |
False |
False |
989,511 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
22.8% |
45.75 |
1.6% |
78% |
False |
False |
826,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.75 |
|
2.618 |
2,921.50 |
|
1.618 |
2,883.25 |
|
1.000 |
2,859.50 |
|
0.618 |
2,845.00 |
|
HIGH |
2,821.25 |
|
0.618 |
2,806.75 |
|
0.500 |
2,802.00 |
|
0.382 |
2,797.50 |
|
LOW |
2,783.00 |
|
0.618 |
2,759.25 |
|
1.000 |
2,744.75 |
|
1.618 |
2,721.00 |
|
2.618 |
2,682.75 |
|
4.250 |
2,620.50 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,810.50 |
2,802.75 |
| PP |
2,806.25 |
2,790.75 |
| S1 |
2,802.00 |
2,779.00 |
|