| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,496.5 |
11,625.0 |
128.5 |
1.1% |
11,686.5 |
| High |
11,612.0 |
11,650.0 |
38.0 |
0.3% |
11,692.5 |
| Low |
11,475.5 |
11,514.0 |
38.5 |
0.3% |
11,420.0 |
| Close |
11,556.5 |
11,552.5 |
-4.0 |
0.0% |
11,480.5 |
| Range |
136.5 |
136.0 |
-0.5 |
-0.4% |
272.5 |
| ATR |
126.1 |
126.8 |
0.7 |
0.6% |
0.0 |
| Volume |
70,088 |
41,035 |
-29,053 |
-41.5% |
45,481 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,980.2 |
11,902.3 |
11,627.3 |
|
| R3 |
11,844.2 |
11,766.3 |
11,589.9 |
|
| R2 |
11,708.2 |
11,708.2 |
11,577.4 |
|
| R1 |
11,630.3 |
11,630.3 |
11,565.0 |
11,601.3 |
| PP |
11,572.2 |
11,572.2 |
11,572.2 |
11,557.6 |
| S1 |
11,494.3 |
11,494.3 |
11,540.0 |
11,465.3 |
| S2 |
11,436.2 |
11,436.2 |
11,527.6 |
|
| S3 |
11,300.2 |
11,358.3 |
11,515.1 |
|
| S4 |
11,164.2 |
11,222.3 |
11,477.7 |
|
|
| 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% |
119.9 |
1.0% |
53% |
False |
False |
30,848 |
| 10 |
11,692.5 |
11,420.0 |
272.5 |
2.4% |
113.1 |
1.0% |
49% |
False |
False |
15,767 |
| 20 |
11,692.5 |
11,030.0 |
662.5 |
5.7% |
113.7 |
1.0% |
79% |
False |
False |
7,977 |
| 40 |
11,692.5 |
10,845.0 |
847.5 |
7.3% |
118.6 |
1.0% |
83% |
False |
False |
4,054 |
| 60 |
11,692.5 |
10,303.0 |
1,389.5 |
12.0% |
127.1 |
1.1% |
90% |
False |
False |
2,741 |
| 80 |
11,692.5 |
10,303.0 |
1,389.5 |
12.0% |
115.1 |
1.0% |
90% |
False |
False |
2,073 |
| 100 |
11,750.0 |
10,303.0 |
1,447.0 |
12.5% |
101.8 |
0.9% |
86% |
False |
False |
1,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,228.0 |
|
2.618 |
12,006.0 |
|
1.618 |
11,870.0 |
|
1.000 |
11,786.0 |
|
0.618 |
11,734.0 |
|
HIGH |
11,650.0 |
|
0.618 |
11,598.0 |
|
0.500 |
11,582.0 |
|
0.382 |
11,566.0 |
|
LOW |
11,514.0 |
|
0.618 |
11,430.0 |
|
1.000 |
11,378.0 |
|
1.618 |
11,294.0 |
|
2.618 |
11,158.0 |
|
4.250 |
10,936.0 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,582.0 |
11,546.7 |
| PP |
11,572.2 |
11,540.8 |
| S1 |
11,562.3 |
11,535.0 |
|