| 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 |
2,790.00 |
2,797.75 |
7.75 |
0.3% |
2,819.25 |
| High |
2,803.25 |
2,826.50 |
23.25 |
0.8% |
2,825.75 |
| Low |
2,785.50 |
2,788.25 |
2.75 |
0.1% |
2,726.50 |
| Close |
2,797.25 |
2,819.50 |
22.25 |
0.8% |
2,752.00 |
| Range |
17.75 |
38.25 |
20.50 |
115.5% |
99.25 |
| ATR |
30.97 |
31.49 |
0.52 |
1.7% |
0.00 |
| Volume |
1,789,055 |
1,630,657 |
-158,398 |
-8.9% |
2,472,465 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,926.25 |
2,911.00 |
2,840.50 |
|
| R3 |
2,888.00 |
2,872.75 |
2,830.00 |
|
| R2 |
2,849.75 |
2,849.75 |
2,826.50 |
|
| R1 |
2,834.50 |
2,834.50 |
2,823.00 |
2,842.00 |
| PP |
2,811.50 |
2,811.50 |
2,811.50 |
2,815.25 |
| S1 |
2,796.25 |
2,796.25 |
2,816.00 |
2,804.00 |
| S2 |
2,773.25 |
2,773.25 |
2,812.50 |
|
| S3 |
2,735.00 |
2,758.00 |
2,809.00 |
|
| S4 |
2,696.75 |
2,719.75 |
2,798.50 |
|
|
| 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 |
2,826.50 |
2,726.50 |
100.00 |
3.5% |
35.00 |
1.2% |
93% |
True |
False |
1,509,419 |
| 10 |
2,826.50 |
2,726.50 |
100.00 |
3.5% |
30.50 |
1.1% |
93% |
True |
False |
787,734 |
| 20 |
2,826.50 |
2,726.50 |
100.00 |
3.5% |
28.50 |
1.0% |
93% |
True |
False |
399,971 |
| 40 |
2,826.50 |
2,584.50 |
242.00 |
8.6% |
31.00 |
1.1% |
97% |
True |
False |
202,746 |
| 60 |
2,826.50 |
2,319.25 |
507.25 |
18.0% |
42.25 |
1.5% |
99% |
True |
False |
137,463 |
| 80 |
2,826.75 |
2,319.25 |
507.50 |
18.0% |
45.00 |
1.6% |
99% |
False |
False |
103,219 |
| 100 |
2,840.00 |
2,319.25 |
520.75 |
18.5% |
46.25 |
1.6% |
96% |
False |
False |
82,747 |
| 120 |
2,961.25 |
2,319.25 |
642.00 |
22.8% |
44.00 |
1.6% |
78% |
False |
False |
68,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,989.00 |
|
2.618 |
2,926.75 |
|
1.618 |
2,888.50 |
|
1.000 |
2,864.75 |
|
0.618 |
2,850.25 |
|
HIGH |
2,826.50 |
|
0.618 |
2,812.00 |
|
0.500 |
2,807.50 |
|
0.382 |
2,802.75 |
|
LOW |
2,788.25 |
|
0.618 |
2,764.50 |
|
1.000 |
2,750.00 |
|
1.618 |
2,726.25 |
|
2.618 |
2,688.00 |
|
4.250 |
2,625.75 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,815.50 |
2,807.75 |
| PP |
2,811.50 |
2,796.00 |
| S1 |
2,807.50 |
2,784.00 |
|