| 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 |
1,298.2 |
1,293.6 |
-4.6 |
-0.4% |
1,294.4 |
| High |
1,299.2 |
1,302.6 |
3.4 |
0.3% |
1,301.3 |
| Low |
1,290.6 |
1,292.0 |
1.4 |
0.1% |
1,280.8 |
| Close |
1,291.1 |
1,298.1 |
7.0 |
0.5% |
1,299.3 |
| Range |
8.6 |
10.6 |
2.0 |
23.3% |
20.5 |
| ATR |
12.2 |
12.2 |
-0.1 |
-0.4% |
0.0 |
| Volume |
196,857 |
203,894 |
7,037 |
3.6% |
1,220,017 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.4 |
1,324.3 |
1,303.9 |
|
| R3 |
1,318.8 |
1,313.7 |
1,301.0 |
|
| R2 |
1,308.2 |
1,308.2 |
1,300.0 |
|
| R1 |
1,303.1 |
1,303.1 |
1,299.1 |
1,305.7 |
| PP |
1,297.6 |
1,297.6 |
1,297.6 |
1,298.8 |
| S1 |
1,292.5 |
1,292.5 |
1,297.1 |
1,295.1 |
| S2 |
1,287.0 |
1,287.0 |
1,296.2 |
|
| S3 |
1,276.4 |
1,281.9 |
1,295.2 |
|
| S4 |
1,265.8 |
1,271.3 |
1,292.3 |
|
|
| 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 |
1,302.6 |
1,280.8 |
21.8 |
1.7% |
10.2 |
0.8% |
79% |
True |
False |
227,089 |
| 10 |
1,332.0 |
1,280.8 |
51.2 |
3.9% |
12.8 |
1.0% |
34% |
False |
False |
241,451 |
| 20 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
12.6 |
1.0% |
25% |
False |
False |
234,698 |
| 40 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
11.3 |
0.9% |
25% |
False |
False |
175,449 |
| 60 |
1,349.8 |
1,242.5 |
107.3 |
8.3% |
11.5 |
0.9% |
52% |
False |
False |
121,466 |
| 80 |
1,349.8 |
1,210.0 |
139.8 |
10.8% |
11.1 |
0.9% |
63% |
False |
False |
92,165 |
| 100 |
1,349.8 |
1,209.3 |
140.5 |
10.8% |
10.8 |
0.8% |
63% |
False |
False |
74,087 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
11.9% |
10.9 |
0.8% |
66% |
False |
False |
62,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,347.7 |
|
2.618 |
1,330.4 |
|
1.618 |
1,319.8 |
|
1.000 |
1,313.2 |
|
0.618 |
1,309.2 |
|
HIGH |
1,302.6 |
|
0.618 |
1,298.6 |
|
0.500 |
1,297.3 |
|
0.382 |
1,296.0 |
|
LOW |
1,292.0 |
|
0.618 |
1,285.4 |
|
1.000 |
1,281.4 |
|
1.618 |
1,274.8 |
|
2.618 |
1,264.2 |
|
4.250 |
1,247.0 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,297.8 |
1,296.8 |
| PP |
1,297.6 |
1,295.4 |
| S1 |
1,297.3 |
1,294.1 |
|