| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,797.75 |
2,821.00 |
23.25 |
0.8% |
2,819.25 |
| High |
2,826.50 |
2,825.00 |
-1.50 |
-0.1% |
2,825.75 |
| Low |
2,788.25 |
2,808.50 |
20.25 |
0.7% |
2,726.50 |
| Close |
2,819.50 |
2,812.25 |
-7.25 |
-0.3% |
2,752.00 |
| Range |
38.25 |
16.50 |
-21.75 |
-56.9% |
99.25 |
| ATR |
31.49 |
30.42 |
-1.07 |
-3.4% |
0.00 |
| Volume |
1,630,657 |
1,247,105 |
-383,552 |
-23.5% |
2,472,465 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,864.75 |
2,855.00 |
2,821.25 |
|
| R3 |
2,848.25 |
2,838.50 |
2,816.75 |
|
| R2 |
2,831.75 |
2,831.75 |
2,815.25 |
|
| R1 |
2,822.00 |
2,822.00 |
2,813.75 |
2,818.50 |
| PP |
2,815.25 |
2,815.25 |
2,815.25 |
2,813.50 |
| S1 |
2,805.50 |
2,805.50 |
2,810.75 |
2,802.00 |
| S2 |
2,798.75 |
2,798.75 |
2,809.25 |
|
| S3 |
2,782.25 |
2,789.00 |
2,807.75 |
|
| S4 |
2,765.75 |
2,772.50 |
2,803.25 |
|
|
| 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 |
3.6% |
30.75 |
1.1% |
86% |
False |
False |
1,628,412 |
| 10 |
2,826.50 |
2,726.50 |
100.00 |
3.6% |
31.00 |
1.1% |
86% |
False |
False |
910,165 |
| 20 |
2,826.50 |
2,726.50 |
100.00 |
3.6% |
28.25 |
1.0% |
86% |
False |
False |
461,964 |
| 40 |
2,826.50 |
2,601.25 |
225.25 |
8.0% |
30.75 |
1.1% |
94% |
False |
False |
233,711 |
| 60 |
2,826.50 |
2,319.25 |
507.25 |
18.0% |
41.75 |
1.5% |
97% |
False |
False |
158,169 |
| 80 |
2,826.75 |
2,319.25 |
507.50 |
18.0% |
44.50 |
1.6% |
97% |
False |
False |
118,805 |
| 100 |
2,833.25 |
2,319.25 |
514.00 |
18.3% |
46.00 |
1.6% |
96% |
False |
False |
95,218 |
| 120 |
2,961.25 |
2,319.25 |
642.00 |
22.8% |
44.00 |
1.6% |
77% |
False |
False |
79,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,895.00 |
|
2.618 |
2,868.25 |
|
1.618 |
2,851.75 |
|
1.000 |
2,841.50 |
|
0.618 |
2,835.25 |
|
HIGH |
2,825.00 |
|
0.618 |
2,818.75 |
|
0.500 |
2,816.75 |
|
0.382 |
2,814.75 |
|
LOW |
2,808.50 |
|
0.618 |
2,798.25 |
|
1.000 |
2,792.00 |
|
1.618 |
2,781.75 |
|
2.618 |
2,765.25 |
|
4.250 |
2,738.50 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,816.75 |
2,810.25 |
| PP |
2,815.25 |
2,808.00 |
| S1 |
2,813.75 |
2,806.00 |
|