| 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 |
1,286.7 |
1,298.2 |
11.5 |
0.9% |
1,294.4 |
| High |
1,301.3 |
1,299.2 |
-2.1 |
-0.2% |
1,301.3 |
| Low |
1,285.6 |
1,290.6 |
5.0 |
0.4% |
1,280.8 |
| Close |
1,299.3 |
1,291.1 |
-8.2 |
-0.6% |
1,299.3 |
| Range |
15.7 |
8.6 |
-7.1 |
-45.2% |
20.5 |
| ATR |
12.5 |
12.2 |
-0.3 |
-2.2% |
0.0 |
| Volume |
283,843 |
196,857 |
-86,986 |
-30.6% |
1,220,017 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.4 |
1,313.9 |
1,295.8 |
|
| R3 |
1,310.8 |
1,305.3 |
1,293.5 |
|
| R2 |
1,302.2 |
1,302.2 |
1,292.7 |
|
| R1 |
1,296.7 |
1,296.7 |
1,291.9 |
1,295.2 |
| PP |
1,293.6 |
1,293.6 |
1,293.6 |
1,292.9 |
| S1 |
1,288.1 |
1,288.1 |
1,290.3 |
1,286.6 |
| S2 |
1,285.0 |
1,285.0 |
1,289.5 |
|
| S3 |
1,276.4 |
1,279.5 |
1,288.7 |
|
| S4 |
1,267.8 |
1,270.9 |
1,286.4 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.3 |
1,347.8 |
1,310.6 |
|
| R3 |
1,334.8 |
1,327.3 |
1,304.9 |
|
| R2 |
1,314.3 |
1,314.3 |
1,303.1 |
|
| R1 |
1,306.8 |
1,306.8 |
1,301.2 |
1,310.6 |
| PP |
1,293.8 |
1,293.8 |
1,293.8 |
1,295.7 |
| S1 |
1,286.3 |
1,286.3 |
1,297.4 |
1,290.1 |
| S2 |
1,273.3 |
1,273.3 |
1,295.5 |
|
| S3 |
1,252.8 |
1,265.8 |
1,293.7 |
|
| S4 |
1,232.3 |
1,245.3 |
1,288.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,301.3 |
1,280.8 |
20.5 |
1.6% |
9.8 |
0.8% |
50% |
False |
False |
229,696 |
| 10 |
1,332.4 |
1,280.8 |
51.6 |
4.0% |
12.4 |
1.0% |
20% |
False |
False |
239,618 |
| 20 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
12.7 |
1.0% |
15% |
False |
False |
232,034 |
| 40 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
11.2 |
0.9% |
15% |
False |
False |
171,192 |
| 60 |
1,349.8 |
1,242.5 |
107.3 |
8.3% |
11.4 |
0.9% |
45% |
False |
False |
118,149 |
| 80 |
1,349.8 |
1,209.3 |
140.5 |
10.9% |
11.0 |
0.9% |
58% |
False |
False |
89,696 |
| 100 |
1,349.8 |
1,209.3 |
140.5 |
10.9% |
10.8 |
0.8% |
58% |
False |
False |
72,054 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
11.9% |
10.8 |
0.8% |
62% |
False |
False |
60,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,335.8 |
|
2.618 |
1,321.7 |
|
1.618 |
1,313.1 |
|
1.000 |
1,307.8 |
|
0.618 |
1,304.5 |
|
HIGH |
1,299.2 |
|
0.618 |
1,295.9 |
|
0.500 |
1,294.9 |
|
0.382 |
1,293.9 |
|
LOW |
1,290.6 |
|
0.618 |
1,285.3 |
|
1.000 |
1,282.0 |
|
1.618 |
1,276.7 |
|
2.618 |
1,268.1 |
|
4.250 |
1,254.1 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,294.9 |
1,291.1 |
| PP |
1,293.6 |
1,291.1 |
| S1 |
1,292.4 |
1,291.1 |
|