| 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 |
7,200.00 |
7,237.75 |
37.75 |
0.5% |
7,202.25 |
| High |
7,250.50 |
7,324.25 |
73.75 |
1.0% |
7,241.00 |
| Low |
7,188.00 |
7,211.00 |
23.00 |
0.3% |
6,965.75 |
| Close |
7,234.25 |
7,296.50 |
62.25 |
0.9% |
7,053.75 |
| Range |
62.50 |
113.25 |
50.75 |
81.2% |
275.25 |
| ATR |
98.87 |
99.90 |
1.03 |
1.0% |
0.00 |
| Volume |
419,767 |
405,395 |
-14,372 |
-3.4% |
452,617 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,617.00 |
7,570.00 |
7,358.75 |
|
| R3 |
7,503.75 |
7,456.75 |
7,327.75 |
|
| R2 |
7,390.50 |
7,390.50 |
7,317.25 |
|
| R1 |
7,343.50 |
7,343.50 |
7,307.00 |
7,367.00 |
| PP |
7,277.25 |
7,277.25 |
7,277.25 |
7,289.00 |
| S1 |
7,230.25 |
7,230.25 |
7,286.00 |
7,253.75 |
| S2 |
7,164.00 |
7,164.00 |
7,275.75 |
|
| S3 |
7,050.75 |
7,117.00 |
7,265.25 |
|
| S4 |
6,937.50 |
7,003.75 |
7,234.25 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,912.50 |
7,758.50 |
7,205.25 |
|
| R3 |
7,637.25 |
7,483.25 |
7,129.50 |
|
| R2 |
7,362.00 |
7,362.00 |
7,104.25 |
|
| R1 |
7,208.00 |
7,208.00 |
7,079.00 |
7,147.50 |
| PP |
7,086.75 |
7,086.75 |
7,086.75 |
7,056.50 |
| S1 |
6,932.75 |
6,932.75 |
7,028.50 |
6,872.00 |
| S2 |
6,811.50 |
6,811.50 |
7,003.25 |
|
| S3 |
6,536.25 |
6,657.50 |
6,978.00 |
|
| S4 |
6,261.00 |
6,382.25 |
6,902.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,324.25 |
6,965.75 |
358.50 |
4.9% |
114.25 |
1.6% |
92% |
True |
False |
329,512 |
| 10 |
7,324.25 |
6,965.75 |
358.50 |
4.9% |
95.25 |
1.3% |
92% |
True |
False |
166,594 |
| 20 |
7,324.25 |
6,965.75 |
358.50 |
4.9% |
87.25 |
1.2% |
92% |
True |
False |
83,733 |
| 40 |
7,324.25 |
6,569.25 |
755.00 |
10.3% |
99.50 |
1.4% |
96% |
True |
False |
42,093 |
| 60 |
7,324.25 |
5,847.25 |
1,477.00 |
20.2% |
130.50 |
1.8% |
98% |
True |
False |
28,363 |
| 80 |
7,324.25 |
5,847.25 |
1,477.00 |
20.2% |
136.75 |
1.9% |
98% |
True |
False |
21,281 |
| 100 |
7,429.50 |
5,847.25 |
1,582.25 |
21.7% |
145.00 |
2.0% |
92% |
False |
False |
17,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,805.50 |
|
2.618 |
7,620.75 |
|
1.618 |
7,507.50 |
|
1.000 |
7,437.50 |
|
0.618 |
7,394.25 |
|
HIGH |
7,324.25 |
|
0.618 |
7,281.00 |
|
0.500 |
7,267.50 |
|
0.382 |
7,254.25 |
|
LOW |
7,211.00 |
|
0.618 |
7,141.00 |
|
1.000 |
7,097.75 |
|
1.618 |
7,027.75 |
|
2.618 |
6,914.50 |
|
4.250 |
6,729.75 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,287.00 |
7,255.75 |
| PP |
7,277.25 |
7,215.25 |
| S1 |
7,267.50 |
7,174.50 |
|