| 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 |
7,063.5 |
7,053.5 |
-10.0 |
-0.1% |
7,033.0 |
| High |
7,096.0 |
7,081.0 |
-15.0 |
-0.2% |
7,113.0 |
| Low |
7,024.0 |
6,995.5 |
-28.5 |
-0.4% |
6,991.0 |
| Close |
7,043.0 |
7,075.5 |
32.5 |
0.5% |
7,028.0 |
| Range |
72.0 |
85.5 |
13.5 |
18.8% |
122.0 |
| ATR |
54.2 |
56.5 |
2.2 |
4.1% |
0.0 |
| Volume |
260,578 |
416,315 |
155,737 |
59.8% |
151,060 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,307.0 |
7,277.0 |
7,122.5 |
|
| R3 |
7,221.5 |
7,191.5 |
7,099.0 |
|
| R2 |
7,136.0 |
7,136.0 |
7,091.0 |
|
| R1 |
7,106.0 |
7,106.0 |
7,083.5 |
7,121.0 |
| PP |
7,050.5 |
7,050.5 |
7,050.5 |
7,058.0 |
| S1 |
7,020.5 |
7,020.5 |
7,067.5 |
7,035.5 |
| S2 |
6,965.0 |
6,965.0 |
7,060.0 |
|
| S3 |
6,879.5 |
6,935.0 |
7,052.0 |
|
| S4 |
6,794.0 |
6,849.5 |
7,028.5 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,410.0 |
7,341.0 |
7,095.0 |
|
| R3 |
7,288.0 |
7,219.0 |
7,061.5 |
|
| R2 |
7,166.0 |
7,166.0 |
7,050.5 |
|
| R1 |
7,097.0 |
7,097.0 |
7,039.0 |
7,070.5 |
| PP |
7,044.0 |
7,044.0 |
7,044.0 |
7,031.0 |
| S1 |
6,975.0 |
6,975.0 |
7,017.0 |
6,948.5 |
| S2 |
6,922.0 |
6,922.0 |
7,005.5 |
|
| S3 |
6,800.0 |
6,853.0 |
6,994.5 |
|
| S4 |
6,678.0 |
6,731.0 |
6,961.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,113.0 |
6,991.0 |
122.0 |
1.7% |
65.0 |
0.9% |
69% |
False |
False |
165,351 |
| 10 |
7,113.0 |
6,971.5 |
141.5 |
2.0% |
54.0 |
0.8% |
73% |
False |
False |
82,993 |
| 20 |
7,127.0 |
6,971.5 |
155.5 |
2.2% |
43.0 |
0.6% |
67% |
False |
False |
41,506 |
| 40 |
7,127.0 |
6,607.0 |
520.0 |
7.3% |
28.0 |
0.4% |
90% |
False |
False |
20,760 |
| 60 |
7,127.0 |
6,445.0 |
682.0 |
9.6% |
22.0 |
0.3% |
92% |
False |
False |
13,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,444.5 |
|
2.618 |
7,305.0 |
|
1.618 |
7,219.5 |
|
1.000 |
7,166.5 |
|
0.618 |
7,134.0 |
|
HIGH |
7,081.0 |
|
0.618 |
7,048.5 |
|
0.500 |
7,038.0 |
|
0.382 |
7,028.0 |
|
LOW |
6,995.5 |
|
0.618 |
6,942.5 |
|
1.000 |
6,910.0 |
|
1.618 |
6,857.0 |
|
2.618 |
6,771.5 |
|
4.250 |
6,632.0 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,063.0 |
7,065.0 |
| PP |
7,050.5 |
7,054.0 |
| S1 |
7,038.0 |
7,043.5 |
|