| 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 |
1,293.2 |
1,305.5 |
12.3 |
1.0% |
1,301.0 |
| High |
1,307.8 |
1,305.6 |
-2.2 |
-0.2% |
1,307.8 |
| Low |
1,292.2 |
1,297.1 |
4.9 |
0.4% |
1,287.5 |
| Close |
1,306.0 |
1,297.6 |
-8.4 |
-0.6% |
1,306.0 |
| Range |
15.6 |
8.5 |
-7.1 |
-45.5% |
20.3 |
| ATR |
12.2 |
12.0 |
-0.2 |
-2.0% |
0.0 |
| Volume |
33,719 |
34,472 |
753 |
2.2% |
129,653 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.6 |
1,320.1 |
1,302.3 |
|
| R3 |
1,317.1 |
1,311.6 |
1,299.9 |
|
| R2 |
1,308.6 |
1,308.6 |
1,299.2 |
|
| R1 |
1,303.1 |
1,303.1 |
1,298.4 |
1,301.6 |
| PP |
1,300.1 |
1,300.1 |
1,300.1 |
1,299.4 |
| S1 |
1,294.6 |
1,294.6 |
1,296.8 |
1,293.1 |
| S2 |
1,291.6 |
1,291.6 |
1,296.0 |
|
| S3 |
1,283.1 |
1,286.1 |
1,295.3 |
|
| S4 |
1,274.6 |
1,277.6 |
1,292.9 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.3 |
1,354.0 |
1,317.2 |
|
| R3 |
1,341.0 |
1,333.7 |
1,311.6 |
|
| R2 |
1,320.7 |
1,320.7 |
1,309.7 |
|
| R1 |
1,313.4 |
1,313.4 |
1,307.9 |
1,317.1 |
| PP |
1,300.4 |
1,300.4 |
1,300.4 |
1,302.3 |
| S1 |
1,293.1 |
1,293.1 |
1,304.1 |
1,296.8 |
| S2 |
1,280.1 |
1,280.1 |
1,302.3 |
|
| S3 |
1,259.8 |
1,272.8 |
1,300.4 |
|
| S4 |
1,239.5 |
1,252.5 |
1,294.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,307.8 |
1,287.5 |
20.3 |
1.6% |
9.7 |
0.7% |
50% |
False |
False |
30,096 |
| 10 |
1,338.8 |
1,287.5 |
51.3 |
4.0% |
12.3 |
0.9% |
20% |
False |
False |
23,256 |
| 20 |
1,356.0 |
1,287.5 |
68.5 |
5.3% |
12.4 |
1.0% |
15% |
False |
False |
14,084 |
| 40 |
1,356.0 |
1,287.5 |
68.5 |
5.3% |
10.8 |
0.8% |
15% |
False |
False |
9,921 |
| 60 |
1,356.0 |
1,249.0 |
107.0 |
8.2% |
11.0 |
0.8% |
45% |
False |
False |
7,538 |
| 80 |
1,356.0 |
1,215.0 |
141.0 |
10.9% |
10.6 |
0.8% |
59% |
False |
False |
6,419 |
| 100 |
1,356.0 |
1,215.0 |
141.0 |
10.9% |
10.6 |
0.8% |
59% |
False |
False |
5,450 |
| 120 |
1,356.0 |
1,201.6 |
154.4 |
11.9% |
10.8 |
0.8% |
62% |
False |
False |
4,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,341.7 |
|
2.618 |
1,327.9 |
|
1.618 |
1,319.4 |
|
1.000 |
1,314.1 |
|
0.618 |
1,310.9 |
|
HIGH |
1,305.6 |
|
0.618 |
1,302.4 |
|
0.500 |
1,301.4 |
|
0.382 |
1,300.3 |
|
LOW |
1,297.1 |
|
0.618 |
1,291.8 |
|
1.000 |
1,288.6 |
|
1.618 |
1,283.3 |
|
2.618 |
1,274.8 |
|
4.250 |
1,261.0 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,301.4 |
1,297.7 |
| PP |
1,300.1 |
1,297.6 |
| S1 |
1,298.9 |
1,297.6 |
|