| 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 |
2,792.25 |
2,816.00 |
23.75 |
0.9% |
2,814.00 |
| High |
2,821.25 |
2,820.00 |
-1.25 |
0.0% |
2,819.75 |
| Low |
2,783.00 |
2,803.75 |
20.75 |
0.7% |
2,722.00 |
| Close |
2,814.50 |
2,807.25 |
-7.25 |
-0.3% |
2,747.00 |
| Range |
38.25 |
16.25 |
-22.00 |
-57.5% |
97.75 |
| ATR |
31.50 |
30.41 |
-1.09 |
-3.5% |
0.00 |
| Volume |
583,009 |
330,522 |
-252,487 |
-43.3% |
7,805,410 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.00 |
2,849.50 |
2,816.25 |
|
| R3 |
2,842.75 |
2,833.25 |
2,811.75 |
|
| R2 |
2,826.50 |
2,826.50 |
2,810.25 |
|
| R1 |
2,817.00 |
2,817.00 |
2,808.75 |
2,813.50 |
| PP |
2,810.25 |
2,810.25 |
2,810.25 |
2,808.75 |
| S1 |
2,800.75 |
2,800.75 |
2,805.75 |
2,797.50 |
| S2 |
2,794.00 |
2,794.00 |
2,804.25 |
|
| S3 |
2,777.75 |
2,784.50 |
2,802.75 |
|
| S4 |
2,761.50 |
2,768.25 |
2,798.25 |
|
|
| 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 |
2,821.25 |
2,722.00 |
99.25 |
3.5% |
30.50 |
1.1% |
86% |
False |
False |
910,508 |
| 10 |
2,821.25 |
2,722.00 |
99.25 |
3.5% |
30.75 |
1.1% |
86% |
False |
False |
1,224,322 |
| 20 |
2,821.25 |
2,722.00 |
99.25 |
3.5% |
28.25 |
1.0% |
86% |
False |
False |
1,274,902 |
| 40 |
2,821.25 |
2,596.50 |
224.75 |
8.0% |
30.75 |
1.1% |
94% |
False |
False |
1,360,457 |
| 60 |
2,821.25 |
2,313.00 |
508.25 |
18.1% |
42.00 |
1.5% |
97% |
False |
False |
1,593,588 |
| 80 |
2,821.25 |
2,313.00 |
508.25 |
18.1% |
44.75 |
1.6% |
97% |
False |
False |
1,237,390 |
| 100 |
2,824.50 |
2,313.00 |
511.50 |
18.2% |
47.00 |
1.7% |
97% |
False |
False |
992,681 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
22.9% |
45.50 |
1.6% |
77% |
False |
False |
828,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,889.00 |
|
2.618 |
2,862.50 |
|
1.618 |
2,846.25 |
|
1.000 |
2,836.25 |
|
0.618 |
2,830.00 |
|
HIGH |
2,820.00 |
|
0.618 |
2,813.75 |
|
0.500 |
2,812.00 |
|
0.382 |
2,810.00 |
|
LOW |
2,803.75 |
|
0.618 |
2,793.75 |
|
1.000 |
2,787.50 |
|
1.618 |
2,777.50 |
|
2.618 |
2,761.25 |
|
4.250 |
2,734.75 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,812.00 |
2,805.00 |
| PP |
2,810.25 |
2,803.00 |
| S1 |
2,808.75 |
2,801.00 |
|