| 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 |
2,750.50 |
2,790.00 |
39.50 |
1.4% |
2,819.25 |
| High |
2,792.50 |
2,803.25 |
10.75 |
0.4% |
2,825.75 |
| Low |
2,741.75 |
2,785.50 |
43.75 |
1.6% |
2,726.50 |
| Close |
2,789.00 |
2,797.25 |
8.25 |
0.3% |
2,752.00 |
| Range |
50.75 |
17.75 |
-33.00 |
-65.0% |
99.25 |
| ATR |
31.99 |
30.97 |
-1.02 |
-3.2% |
0.00 |
| Volume |
1,943,336 |
1,789,055 |
-154,281 |
-7.9% |
2,472,465 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.50 |
2,840.75 |
2,807.00 |
|
| R3 |
2,830.75 |
2,823.00 |
2,802.25 |
|
| R2 |
2,813.00 |
2,813.00 |
2,800.50 |
|
| R1 |
2,805.25 |
2,805.25 |
2,799.00 |
2,809.00 |
| PP |
2,795.25 |
2,795.25 |
2,795.25 |
2,797.25 |
| S1 |
2,787.50 |
2,787.50 |
2,795.50 |
2,791.50 |
| S2 |
2,777.50 |
2,777.50 |
2,794.00 |
|
| S3 |
2,759.75 |
2,769.75 |
2,792.25 |
|
| S4 |
2,742.00 |
2,752.00 |
2,787.50 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,065.75 |
3,008.25 |
2,806.50 |
|
| R3 |
2,966.50 |
2,909.00 |
2,779.25 |
|
| R2 |
2,867.25 |
2,867.25 |
2,770.25 |
|
| R1 |
2,809.75 |
2,809.75 |
2,761.00 |
2,789.00 |
| PP |
2,768.00 |
2,768.00 |
2,768.00 |
2,757.75 |
| S1 |
2,710.50 |
2,710.50 |
2,743.00 |
2,689.50 |
| S2 |
2,668.75 |
2,668.75 |
2,733.75 |
|
| S3 |
2,569.50 |
2,611.25 |
2,724.75 |
|
| S4 |
2,470.25 |
2,512.00 |
2,697.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,803.25 |
2,726.50 |
76.75 |
2.7% |
32.25 |
1.2% |
92% |
True |
False |
1,216,798 |
| 10 |
2,825.75 |
2,726.50 |
99.25 |
3.5% |
29.00 |
1.0% |
71% |
False |
False |
625,848 |
| 20 |
2,825.75 |
2,710.50 |
115.25 |
4.1% |
28.75 |
1.0% |
75% |
False |
False |
318,826 |
| 40 |
2,825.75 |
2,572.50 |
253.25 |
9.1% |
30.75 |
1.1% |
89% |
False |
False |
162,170 |
| 60 |
2,825.75 |
2,319.25 |
506.50 |
18.1% |
42.25 |
1.5% |
94% |
False |
False |
110,291 |
| 80 |
2,826.75 |
2,319.25 |
507.50 |
18.1% |
45.00 |
1.6% |
94% |
False |
False |
82,841 |
| 100 |
2,840.00 |
2,319.25 |
520.75 |
18.6% |
46.75 |
1.7% |
92% |
False |
False |
66,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,878.75 |
|
2.618 |
2,849.75 |
|
1.618 |
2,832.00 |
|
1.000 |
2,821.00 |
|
0.618 |
2,814.25 |
|
HIGH |
2,803.25 |
|
0.618 |
2,796.50 |
|
0.500 |
2,794.50 |
|
0.382 |
2,792.25 |
|
LOW |
2,785.50 |
|
0.618 |
2,774.50 |
|
1.000 |
2,767.75 |
|
1.618 |
2,756.75 |
|
2.618 |
2,739.00 |
|
4.250 |
2,710.00 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,796.25 |
2,786.50 |
| PP |
2,795.25 |
2,775.75 |
| S1 |
2,794.50 |
2,765.00 |
|