| 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 |
1,301.8 |
1,309.5 |
7.7 |
0.6% |
1,294.4 |
| High |
1,311.6 |
1,310.3 |
-1.3 |
-0.1% |
1,301.3 |
| Low |
1,300.6 |
1,292.5 |
-8.1 |
-0.6% |
1,280.8 |
| Close |
1,309.3 |
1,295.1 |
-14.2 |
-1.1% |
1,299.3 |
| Range |
11.0 |
17.8 |
6.8 |
61.8% |
20.5 |
| ATR |
12.3 |
12.7 |
0.4 |
3.2% |
0.0 |
| Volume |
214,238 |
248,206 |
33,968 |
15.9% |
1,220,017 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,352.7 |
1,341.7 |
1,304.9 |
|
| R3 |
1,334.9 |
1,323.9 |
1,300.0 |
|
| R2 |
1,317.1 |
1,317.1 |
1,298.4 |
|
| R1 |
1,306.1 |
1,306.1 |
1,296.7 |
1,302.7 |
| PP |
1,299.3 |
1,299.3 |
1,299.3 |
1,297.6 |
| S1 |
1,288.3 |
1,288.3 |
1,293.5 |
1,284.9 |
| S2 |
1,281.5 |
1,281.5 |
1,291.8 |
|
| S3 |
1,263.7 |
1,270.5 |
1,290.2 |
|
| S4 |
1,245.9 |
1,252.7 |
1,285.3 |
|
|
| 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 |
1,285.6 |
26.0 |
2.0% |
12.7 |
1.0% |
37% |
False |
False |
229,407 |
| 10 |
1,316.5 |
1,280.8 |
35.7 |
2.8% |
12.8 |
1.0% |
40% |
False |
False |
242,668 |
| 20 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
13.0 |
1.0% |
21% |
False |
False |
239,800 |
| 40 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
11.6 |
0.9% |
21% |
False |
False |
185,256 |
| 60 |
1,349.8 |
1,245.9 |
103.9 |
8.0% |
11.6 |
0.9% |
47% |
False |
False |
129,046 |
| 80 |
1,349.8 |
1,222.8 |
127.0 |
9.8% |
11.1 |
0.9% |
57% |
False |
False |
97,899 |
| 100 |
1,349.8 |
1,209.3 |
140.5 |
10.8% |
10.9 |
0.8% |
61% |
False |
False |
78,687 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
11.9% |
11.0 |
0.9% |
65% |
False |
False |
65,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,386.0 |
|
2.618 |
1,356.9 |
|
1.618 |
1,339.1 |
|
1.000 |
1,328.1 |
|
0.618 |
1,321.3 |
|
HIGH |
1,310.3 |
|
0.618 |
1,303.5 |
|
0.500 |
1,301.4 |
|
0.382 |
1,299.3 |
|
LOW |
1,292.5 |
|
0.618 |
1,281.5 |
|
1.000 |
1,274.7 |
|
1.618 |
1,263.7 |
|
2.618 |
1,245.9 |
|
4.250 |
1,216.9 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,301.4 |
1,301.8 |
| PP |
1,299.3 |
1,299.6 |
| S1 |
1,297.2 |
1,297.3 |
|