| 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 |
1,293.6 |
1,301.8 |
8.2 |
0.6% |
1,294.4 |
| High |
1,302.6 |
1,311.6 |
9.0 |
0.7% |
1,301.3 |
| Low |
1,292.0 |
1,300.6 |
8.6 |
0.7% |
1,280.8 |
| Close |
1,298.1 |
1,309.3 |
11.2 |
0.9% |
1,299.3 |
| Range |
10.6 |
11.0 |
0.4 |
3.8% |
20.5 |
| ATR |
12.2 |
12.3 |
0.1 |
0.8% |
0.0 |
| Volume |
203,894 |
214,238 |
10,344 |
5.1% |
1,220,017 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.2 |
1,335.7 |
1,315.4 |
|
| R3 |
1,329.2 |
1,324.7 |
1,312.3 |
|
| R2 |
1,318.2 |
1,318.2 |
1,311.3 |
|
| R1 |
1,313.7 |
1,313.7 |
1,310.3 |
1,316.0 |
| PP |
1,307.2 |
1,307.2 |
1,307.2 |
1,308.3 |
| S1 |
1,302.7 |
1,302.7 |
1,308.3 |
1,305.0 |
| S2 |
1,296.2 |
1,296.2 |
1,307.3 |
|
| S3 |
1,285.2 |
1,291.7 |
1,306.3 |
|
| S4 |
1,274.2 |
1,280.7 |
1,303.3 |
|
|
| 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 |
1,311.6 |
1,280.8 |
30.8 |
2.4% |
10.9 |
0.8% |
93% |
True |
False |
231,350 |
| 10 |
1,328.9 |
1,280.8 |
48.1 |
3.7% |
12.5 |
1.0% |
59% |
False |
False |
243,071 |
| 20 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
12.8 |
1.0% |
41% |
False |
False |
238,088 |
| 40 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
11.3 |
0.9% |
41% |
False |
False |
179,749 |
| 60 |
1,349.8 |
1,242.5 |
107.3 |
8.2% |
11.5 |
0.9% |
62% |
False |
False |
124,971 |
| 80 |
1,349.8 |
1,219.4 |
130.4 |
10.0% |
11.0 |
0.8% |
69% |
False |
False |
94,821 |
| 100 |
1,349.8 |
1,209.3 |
140.5 |
10.7% |
10.8 |
0.8% |
71% |
False |
False |
76,218 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
11.8% |
10.9 |
0.8% |
74% |
False |
False |
63,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,358.4 |
|
2.618 |
1,340.4 |
|
1.618 |
1,329.4 |
|
1.000 |
1,322.6 |
|
0.618 |
1,318.4 |
|
HIGH |
1,311.6 |
|
0.618 |
1,307.4 |
|
0.500 |
1,306.1 |
|
0.382 |
1,304.8 |
|
LOW |
1,300.6 |
|
0.618 |
1,293.8 |
|
1.000 |
1,289.6 |
|
1.618 |
1,282.8 |
|
2.618 |
1,271.8 |
|
4.250 |
1,253.9 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,308.2 |
1,306.6 |
| PP |
1,307.2 |
1,303.8 |
| S1 |
1,306.1 |
1,301.1 |
|