| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,816.00 |
2,808.00 |
-8.00 |
-0.3% |
2,745.50 |
| High |
2,820.00 |
2,821.50 |
1.50 |
0.1% |
2,821.50 |
| Low |
2,803.75 |
2,807.50 |
3.75 |
0.1% |
2,736.75 |
| Close |
2,807.25 |
2,811.89 |
4.64 |
0.2% |
2,811.89 |
| Range |
16.25 |
14.00 |
-2.25 |
-13.8% |
84.75 |
| ATR |
30.41 |
29.26 |
-1.15 |
-3.8% |
0.00 |
| Volume |
330,522 |
42,982 |
-287,540 |
-87.0% |
3,215,202 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.75 |
2,847.75 |
2,819.50 |
|
| R3 |
2,841.75 |
2,833.75 |
2,815.75 |
|
| R2 |
2,827.75 |
2,827.75 |
2,814.50 |
|
| R1 |
2,819.75 |
2,819.75 |
2,813.25 |
2,823.75 |
| PP |
2,813.75 |
2,813.75 |
2,813.75 |
2,815.50 |
| S1 |
2,805.75 |
2,805.75 |
2,810.50 |
2,809.75 |
| S2 |
2,799.75 |
2,799.75 |
2,809.25 |
|
| S3 |
2,785.75 |
2,791.75 |
2,808.00 |
|
| S4 |
2,771.75 |
2,777.75 |
2,804.25 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.25 |
3,012.75 |
2,858.50 |
|
| R3 |
2,959.50 |
2,928.00 |
2,835.25 |
|
| R2 |
2,874.75 |
2,874.75 |
2,827.50 |
|
| R1 |
2,843.25 |
2,843.25 |
2,819.75 |
2,859.00 |
| PP |
2,790.00 |
2,790.00 |
2,790.00 |
2,798.00 |
| S1 |
2,758.50 |
2,758.50 |
2,804.00 |
2,774.25 |
| S2 |
2,705.25 |
2,705.25 |
2,796.25 |
|
| S3 |
2,620.50 |
2,673.75 |
2,788.50 |
|
| S4 |
2,535.75 |
2,589.00 |
2,765.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,821.50 |
2,736.75 |
84.75 |
3.0% |
27.50 |
1.0% |
89% |
True |
False |
643,040 |
| 10 |
2,821.50 |
2,722.00 |
99.50 |
3.5% |
29.75 |
1.1% |
90% |
True |
False |
1,102,061 |
| 20 |
2,821.50 |
2,722.00 |
99.50 |
3.5% |
27.25 |
1.0% |
90% |
True |
False |
1,193,097 |
| 40 |
2,821.50 |
2,596.50 |
225.00 |
8.0% |
30.50 |
1.1% |
96% |
True |
False |
1,328,274 |
| 60 |
2,821.50 |
2,313.00 |
508.50 |
18.1% |
41.00 |
1.5% |
98% |
True |
False |
1,544,990 |
| 80 |
2,821.50 |
2,313.00 |
508.50 |
18.1% |
44.50 |
1.6% |
98% |
True |
False |
1,237,656 |
| 100 |
2,824.50 |
2,313.00 |
511.50 |
18.2% |
46.75 |
1.7% |
98% |
False |
False |
993,056 |
| 120 |
2,953.25 |
2,313.00 |
640.25 |
22.8% |
45.50 |
1.6% |
78% |
False |
False |
829,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,881.00 |
|
2.618 |
2,858.25 |
|
1.618 |
2,844.25 |
|
1.000 |
2,835.50 |
|
0.618 |
2,830.25 |
|
HIGH |
2,821.50 |
|
0.618 |
2,816.25 |
|
0.500 |
2,814.50 |
|
0.382 |
2,812.75 |
|
LOW |
2,807.50 |
|
0.618 |
2,798.75 |
|
1.000 |
2,793.50 |
|
1.618 |
2,784.75 |
|
2.618 |
2,770.75 |
|
4.250 |
2,748.00 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.50 |
2,808.75 |
| PP |
2,813.75 |
2,805.50 |
| S1 |
2,812.75 |
2,802.25 |
|