| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,754.50 |
2,750.50 |
-4.00 |
-0.1% |
2,819.25 |
| High |
2,756.75 |
2,792.50 |
35.75 |
1.3% |
2,825.75 |
| Low |
2,726.50 |
2,741.75 |
15.25 |
0.6% |
2,726.50 |
| Close |
2,752.00 |
2,789.00 |
37.00 |
1.3% |
2,752.00 |
| Range |
30.25 |
50.75 |
20.50 |
67.8% |
99.25 |
| ATR |
30.54 |
31.99 |
1.44 |
4.7% |
0.00 |
| Volume |
1,531,907 |
1,943,336 |
411,429 |
26.9% |
2,472,465 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,926.75 |
2,908.50 |
2,817.00 |
|
| R3 |
2,876.00 |
2,857.75 |
2,803.00 |
|
| R2 |
2,825.25 |
2,825.25 |
2,798.25 |
|
| R1 |
2,807.00 |
2,807.00 |
2,793.75 |
2,816.00 |
| PP |
2,774.50 |
2,774.50 |
2,774.50 |
2,779.00 |
| S1 |
2,756.25 |
2,756.25 |
2,784.25 |
2,765.50 |
| S2 |
2,723.75 |
2,723.75 |
2,779.75 |
|
| S3 |
2,673.00 |
2,705.50 |
2,775.00 |
|
| S4 |
2,622.25 |
2,654.75 |
2,761.00 |
|
|
| 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 |
2,803.75 |
2,726.50 |
77.25 |
2.8% |
31.75 |
1.1% |
81% |
False |
False |
873,220 |
| 10 |
2,825.75 |
2,726.50 |
99.25 |
3.6% |
29.25 |
1.0% |
63% |
False |
False |
448,909 |
| 20 |
2,825.75 |
2,705.50 |
120.25 |
4.3% |
28.75 |
1.0% |
69% |
False |
False |
229,553 |
| 40 |
2,825.75 |
2,572.50 |
253.25 |
9.1% |
30.75 |
1.1% |
85% |
False |
False |
117,550 |
| 60 |
2,825.75 |
2,319.25 |
506.50 |
18.2% |
42.75 |
1.5% |
93% |
False |
False |
80,485 |
| 80 |
2,826.75 |
2,319.25 |
507.50 |
18.2% |
45.50 |
1.6% |
93% |
False |
False |
60,504 |
| 100 |
2,840.00 |
2,319.25 |
520.75 |
18.7% |
46.75 |
1.7% |
90% |
False |
False |
48,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,008.25 |
|
2.618 |
2,925.25 |
|
1.618 |
2,874.50 |
|
1.000 |
2,843.25 |
|
0.618 |
2,823.75 |
|
HIGH |
2,792.50 |
|
0.618 |
2,773.00 |
|
0.500 |
2,767.00 |
|
0.382 |
2,761.25 |
|
LOW |
2,741.75 |
|
0.618 |
2,710.50 |
|
1.000 |
2,691.00 |
|
1.618 |
2,659.75 |
|
2.618 |
2,609.00 |
|
4.250 |
2,526.00 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,781.75 |
2,779.25 |
| PP |
2,774.50 |
2,769.25 |
| S1 |
2,767.00 |
2,759.50 |
|