| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,625.0 |
11,528.0 |
-97.0 |
-0.8% |
11,686.5 |
| High |
11,650.0 |
11,629.0 |
-21.0 |
-0.2% |
11,692.5 |
| Low |
11,514.0 |
11,491.0 |
-23.0 |
-0.2% |
11,420.0 |
| Close |
11,552.5 |
11,595.5 |
43.0 |
0.4% |
11,480.5 |
| Range |
136.0 |
138.0 |
2.0 |
1.5% |
272.5 |
| ATR |
126.8 |
127.6 |
0.8 |
0.6% |
0.0 |
| Volume |
41,035 |
61,697 |
20,662 |
50.4% |
45,481 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,985.8 |
11,928.7 |
11,671.4 |
|
| R3 |
11,847.8 |
11,790.7 |
11,633.5 |
|
| R2 |
11,709.8 |
11,709.8 |
11,620.8 |
|
| R1 |
11,652.7 |
11,652.7 |
11,608.2 |
11,681.3 |
| PP |
11,571.8 |
11,571.8 |
11,571.8 |
11,586.1 |
| S1 |
11,514.7 |
11,514.7 |
11,582.9 |
11,543.3 |
| S2 |
11,433.8 |
11,433.8 |
11,570.2 |
|
| S3 |
11,295.8 |
11,376.7 |
11,557.6 |
|
| S4 |
11,157.8 |
11,238.7 |
11,519.6 |
|
|
| 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 |
11,650.0 |
11,420.0 |
230.0 |
2.0% |
129.8 |
1.1% |
76% |
False |
False |
41,468 |
| 10 |
11,692.5 |
11,420.0 |
272.5 |
2.4% |
121.4 |
1.0% |
64% |
False |
False |
21,907 |
| 20 |
11,692.5 |
11,030.0 |
662.5 |
5.7% |
116.7 |
1.0% |
85% |
False |
False |
11,040 |
| 40 |
11,692.5 |
10,845.0 |
847.5 |
7.3% |
120.2 |
1.0% |
89% |
False |
False |
5,595 |
| 60 |
11,692.5 |
10,303.0 |
1,389.5 |
12.0% |
129.3 |
1.1% |
93% |
False |
False |
3,768 |
| 80 |
11,692.5 |
10,303.0 |
1,389.5 |
12.0% |
116.8 |
1.0% |
93% |
False |
False |
2,844 |
| 100 |
11,692.5 |
10,303.0 |
1,389.5 |
12.0% |
102.6 |
0.9% |
93% |
False |
False |
2,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,215.5 |
|
2.618 |
11,990.3 |
|
1.618 |
11,852.3 |
|
1.000 |
11,767.0 |
|
0.618 |
11,714.3 |
|
HIGH |
11,629.0 |
|
0.618 |
11,576.3 |
|
0.500 |
11,560.0 |
|
0.382 |
11,543.7 |
|
LOW |
11,491.0 |
|
0.618 |
11,405.7 |
|
1.000 |
11,353.0 |
|
1.618 |
11,267.7 |
|
2.618 |
11,129.7 |
|
4.250 |
10,904.5 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,583.7 |
11,584.6 |
| PP |
11,571.8 |
11,573.7 |
| S1 |
11,560.0 |
11,562.8 |
|