| 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 |
6,940.90 |
7,050.05 |
109.15 |
1.6% |
7,193.88 |
| High |
7,018.92 |
7,166.92 |
148.00 |
2.1% |
7,205.94 |
| Low |
6,940.72 |
7,049.56 |
108.84 |
1.6% |
6,940.72 |
| Close |
7,015.69 |
7,164.02 |
148.33 |
2.1% |
7,015.69 |
| Range |
78.20 |
117.36 |
39.16 |
50.1% |
265.22 |
| ATR |
85.24 |
89.95 |
4.71 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,478.91 |
7,438.83 |
7,228.57 |
|
| R3 |
7,361.55 |
7,321.47 |
7,196.29 |
|
| R2 |
7,244.19 |
7,244.19 |
7,185.54 |
|
| R1 |
7,204.11 |
7,204.11 |
7,174.78 |
7,224.15 |
| PP |
7,126.83 |
7,126.83 |
7,126.83 |
7,136.86 |
| S1 |
7,086.75 |
7,086.75 |
7,153.26 |
7,106.79 |
| S2 |
7,009.47 |
7,009.47 |
7,142.50 |
|
| S3 |
6,892.11 |
6,969.39 |
7,131.75 |
|
| S4 |
6,774.75 |
6,852.03 |
7,099.47 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,849.78 |
7,697.95 |
7,161.56 |
|
| R3 |
7,584.56 |
7,432.73 |
7,088.63 |
|
| R2 |
7,319.34 |
7,319.34 |
7,064.31 |
|
| R1 |
7,167.51 |
7,167.51 |
7,040.00 |
7,110.82 |
| PP |
7,054.12 |
7,054.12 |
7,054.12 |
7,025.77 |
| S1 |
6,902.29 |
6,902.29 |
6,991.38 |
6,845.60 |
| S2 |
6,788.90 |
6,788.90 |
6,967.07 |
|
| S3 |
6,523.68 |
6,637.07 |
6,942.75 |
|
| S4 |
6,258.46 |
6,371.85 |
6,869.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,178.30 |
6,940.72 |
237.58 |
3.3% |
81.39 |
1.1% |
94% |
False |
False |
|
| 10 |
7,205.94 |
6,940.72 |
265.22 |
3.7% |
78.03 |
1.1% |
84% |
False |
False |
|
| 20 |
7,205.94 |
6,893.80 |
312.14 |
4.4% |
69.08 |
1.0% |
87% |
False |
False |
|
| 40 |
7,205.94 |
6,512.64 |
693.30 |
9.7% |
76.53 |
1.1% |
94% |
False |
False |
|
| 60 |
7,205.94 |
5,895.12 |
1,310.82 |
18.3% |
108.92 |
1.5% |
97% |
False |
False |
|
| 80 |
7,205.94 |
5,895.12 |
1,310.82 |
18.3% |
119.71 |
1.7% |
97% |
False |
False |
|
| 100 |
7,311.85 |
5,895.12 |
1,416.73 |
19.8% |
128.56 |
1.8% |
90% |
False |
False |
|
| 120 |
7,700.56 |
5,895.12 |
1,805.44 |
25.2% |
125.68 |
1.8% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,665.70 |
|
2.618 |
7,474.17 |
|
1.618 |
7,356.81 |
|
1.000 |
7,284.28 |
|
0.618 |
7,239.45 |
|
HIGH |
7,166.92 |
|
0.618 |
7,122.09 |
|
0.500 |
7,108.24 |
|
0.382 |
7,094.39 |
|
LOW |
7,049.56 |
|
0.618 |
6,977.03 |
|
1.000 |
6,932.20 |
|
1.618 |
6,859.67 |
|
2.618 |
6,742.31 |
|
4.250 |
6,550.78 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,145.43 |
7,127.29 |
| PP |
7,126.83 |
7,090.55 |
| S1 |
7,108.24 |
7,053.82 |
|