| 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 |
11,495.0 |
11,496.5 |
1.5 |
0.0% |
11,686.5 |
| High |
11,500.0 |
11,612.0 |
112.0 |
1.0% |
11,692.5 |
| Low |
11,420.0 |
11,475.5 |
55.5 |
0.5% |
11,420.0 |
| Close |
11,480.5 |
11,556.5 |
76.0 |
0.7% |
11,480.5 |
| Range |
80.0 |
136.5 |
56.5 |
70.6% |
272.5 |
| ATR |
125.3 |
126.1 |
0.8 |
0.6% |
0.0 |
| Volume |
28,302 |
70,088 |
41,786 |
147.6% |
45,481 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,957.5 |
11,893.5 |
11,631.6 |
|
| R3 |
11,821.0 |
11,757.0 |
11,594.0 |
|
| R2 |
11,684.5 |
11,684.5 |
11,581.5 |
|
| R1 |
11,620.5 |
11,620.5 |
11,569.0 |
11,652.5 |
| PP |
11,548.0 |
11,548.0 |
11,548.0 |
11,564.0 |
| S1 |
11,484.0 |
11,484.0 |
11,544.0 |
11,516.0 |
| S2 |
11,411.5 |
11,411.5 |
11,531.5 |
|
| S3 |
11,275.0 |
11,347.5 |
11,519.0 |
|
| S4 |
11,138.5 |
11,211.0 |
11,481.4 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,348.5 |
12,187.0 |
11,630.4 |
|
| R3 |
12,076.0 |
11,914.5 |
11,555.4 |
|
| R2 |
11,803.5 |
11,803.5 |
11,530.5 |
|
| R1 |
11,642.0 |
11,642.0 |
11,505.5 |
11,586.5 |
| PP |
11,531.0 |
11,531.0 |
11,531.0 |
11,503.3 |
| S1 |
11,369.5 |
11,369.5 |
11,455.5 |
11,314.0 |
| S2 |
11,258.5 |
11,258.5 |
11,430.5 |
|
| S3 |
10,986.0 |
11,097.0 |
11,405.6 |
|
| S4 |
10,713.5 |
10,824.5 |
11,330.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,668.5 |
11,420.0 |
248.5 |
2.2% |
108.8 |
0.9% |
55% |
False |
False |
22,839 |
| 10 |
11,692.5 |
11,420.0 |
272.5 |
2.4% |
112.0 |
1.0% |
50% |
False |
False |
11,694 |
| 20 |
11,692.5 |
11,030.0 |
662.5 |
5.7% |
109.1 |
0.9% |
79% |
False |
False |
5,936 |
| 40 |
11,692.5 |
10,825.5 |
867.0 |
7.5% |
119.7 |
1.0% |
84% |
False |
False |
3,029 |
| 60 |
11,692.5 |
10,303.0 |
1,389.5 |
12.0% |
124.8 |
1.1% |
90% |
False |
False |
2,057 |
| 80 |
11,692.5 |
10,303.0 |
1,389.5 |
12.0% |
113.4 |
1.0% |
90% |
False |
False |
1,560 |
| 100 |
11,777.0 |
10,303.0 |
1,474.0 |
12.8% |
101.4 |
0.9% |
85% |
False |
False |
1,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,192.1 |
|
2.618 |
11,969.4 |
|
1.618 |
11,832.9 |
|
1.000 |
11,748.5 |
|
0.618 |
11,696.4 |
|
HIGH |
11,612.0 |
|
0.618 |
11,559.9 |
|
0.500 |
11,543.8 |
|
0.382 |
11,527.6 |
|
LOW |
11,475.5 |
|
0.618 |
11,391.1 |
|
1.000 |
11,339.0 |
|
1.618 |
11,254.6 |
|
2.618 |
11,118.1 |
|
4.250 |
10,895.4 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,552.3 |
11,545.7 |
| PP |
11,548.0 |
11,534.8 |
| S1 |
11,543.8 |
11,524.0 |
|