| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1,309.5 |
1,295.6 |
-13.9 |
-1.1% |
1,298.2 |
| High |
1,310.3 |
1,306.3 |
-4.0 |
-0.3% |
1,311.6 |
| Low |
1,292.5 |
1,293.7 |
1.2 |
0.1% |
1,290.6 |
| Close |
1,295.1 |
1,302.9 |
7.8 |
0.6% |
1,302.9 |
| Range |
17.8 |
12.6 |
-5.2 |
-29.2% |
21.0 |
| ATR |
12.7 |
12.7 |
0.0 |
0.0% |
0.0 |
| Volume |
248,206 |
234,648 |
-13,558 |
-5.5% |
1,097,843 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,338.8 |
1,333.4 |
1,309.8 |
|
| R3 |
1,326.2 |
1,320.8 |
1,306.4 |
|
| R2 |
1,313.6 |
1,313.6 |
1,305.2 |
|
| R1 |
1,308.2 |
1,308.2 |
1,304.1 |
1,310.9 |
| PP |
1,301.0 |
1,301.0 |
1,301.0 |
1,302.3 |
| S1 |
1,295.6 |
1,295.6 |
1,301.7 |
1,298.3 |
| S2 |
1,288.4 |
1,288.4 |
1,300.6 |
|
| S3 |
1,275.8 |
1,283.0 |
1,299.4 |
|
| S4 |
1,263.2 |
1,270.4 |
1,296.0 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,364.7 |
1,354.8 |
1,314.5 |
|
| R3 |
1,343.7 |
1,333.8 |
1,308.7 |
|
| R2 |
1,322.7 |
1,322.7 |
1,306.8 |
|
| R1 |
1,312.8 |
1,312.8 |
1,304.8 |
1,317.8 |
| PP |
1,301.7 |
1,301.7 |
1,301.7 |
1,304.2 |
| S1 |
1,291.8 |
1,291.8 |
1,301.0 |
1,296.8 |
| S2 |
1,280.7 |
1,280.7 |
1,299.1 |
|
| S3 |
1,259.7 |
1,270.8 |
1,297.1 |
|
| S4 |
1,238.7 |
1,249.8 |
1,291.4 |
|
|
| 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 |
1,290.6 |
21.0 |
1.6% |
12.1 |
0.9% |
59% |
False |
False |
219,568 |
| 10 |
1,311.6 |
1,280.8 |
30.8 |
2.4% |
11.6 |
0.9% |
72% |
False |
False |
231,786 |
| 20 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
13.0 |
1.0% |
32% |
False |
False |
240,110 |
| 40 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
11.7 |
0.9% |
32% |
False |
False |
190,683 |
| 60 |
1,349.8 |
1,251.6 |
98.2 |
7.5% |
11.6 |
0.9% |
52% |
False |
False |
132,870 |
| 80 |
1,349.8 |
1,222.8 |
127.0 |
9.7% |
11.1 |
0.9% |
63% |
False |
False |
100,793 |
| 100 |
1,349.8 |
1,209.3 |
140.5 |
10.8% |
11.0 |
0.8% |
67% |
False |
False |
81,027 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
11.8% |
11.0 |
0.8% |
70% |
False |
False |
67,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,359.9 |
|
2.618 |
1,339.3 |
|
1.618 |
1,326.7 |
|
1.000 |
1,318.9 |
|
0.618 |
1,314.1 |
|
HIGH |
1,306.3 |
|
0.618 |
1,301.5 |
|
0.500 |
1,300.0 |
|
0.382 |
1,298.5 |
|
LOW |
1,293.7 |
|
0.618 |
1,285.9 |
|
1.000 |
1,281.1 |
|
1.618 |
1,273.3 |
|
2.618 |
1,260.7 |
|
4.250 |
1,240.2 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,301.9 |
1,302.6 |
| PP |
1,301.0 |
1,302.3 |
| S1 |
1,300.0 |
1,302.1 |
|