| Trading Metrics calculated at close of trading on 19-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1,302.0 |
1,303.7 |
1.7 |
0.1% |
1,298.2 |
| High |
1,306.7 |
1,310.8 |
4.1 |
0.3% |
1,311.6 |
| Low |
1,298.0 |
1,302.1 |
4.1 |
0.3% |
1,290.6 |
| Close |
1,301.5 |
1,306.5 |
5.0 |
0.4% |
1,302.9 |
| Range |
8.7 |
8.7 |
0.0 |
0.0% |
21.0 |
| ATR |
12.4 |
12.1 |
-0.2 |
-1.8% |
0.0 |
| Volume |
176,492 |
206,904 |
30,412 |
17.2% |
1,097,843 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.6 |
1,328.2 |
1,311.3 |
|
| R3 |
1,323.9 |
1,319.5 |
1,308.9 |
|
| R2 |
1,315.2 |
1,315.2 |
1,308.1 |
|
| R1 |
1,310.8 |
1,310.8 |
1,307.3 |
1,313.0 |
| PP |
1,306.5 |
1,306.5 |
1,306.5 |
1,307.6 |
| S1 |
1,302.1 |
1,302.1 |
1,305.7 |
1,304.3 |
| S2 |
1,297.8 |
1,297.8 |
1,304.9 |
|
| S3 |
1,289.1 |
1,293.4 |
1,304.1 |
|
| S4 |
1,280.4 |
1,284.7 |
1,301.7 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,364.7 |
1,354.8 |
1,314.5 |
|
| R3 |
1,343.7 |
1,333.8 |
1,308.7 |
|
| R2 |
1,322.7 |
1,322.7 |
1,306.8 |
|
| R1 |
1,312.8 |
1,312.8 |
1,304.8 |
1,317.8 |
| PP |
1,301.7 |
1,301.7 |
1,301.7 |
1,304.2 |
| S1 |
1,291.8 |
1,291.8 |
1,301.0 |
1,296.8 |
| S2 |
1,280.7 |
1,280.7 |
1,299.1 |
|
| S3 |
1,259.7 |
1,270.8 |
1,297.1 |
|
| S4 |
1,238.7 |
1,249.8 |
1,291.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,311.6 |
1,292.5 |
19.1 |
1.5% |
11.8 |
0.9% |
73% |
False |
False |
216,097 |
| 10 |
1,311.6 |
1,280.8 |
30.8 |
2.4% |
11.0 |
0.8% |
83% |
False |
False |
221,593 |
| 20 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
12.2 |
0.9% |
37% |
False |
False |
231,833 |
| 40 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
11.6 |
0.9% |
37% |
False |
False |
198,964 |
| 60 |
1,349.8 |
1,252.5 |
97.3 |
7.4% |
11.6 |
0.9% |
55% |
False |
False |
139,001 |
| 80 |
1,349.8 |
1,222.8 |
127.0 |
9.7% |
11.1 |
0.9% |
66% |
False |
False |
105,504 |
| 100 |
1,349.8 |
1,209.3 |
140.5 |
10.8% |
10.9 |
0.8% |
69% |
False |
False |
84,844 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
11.8% |
11.0 |
0.8% |
72% |
False |
False |
70,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,347.8 |
|
2.618 |
1,333.6 |
|
1.618 |
1,324.9 |
|
1.000 |
1,319.5 |
|
0.618 |
1,316.2 |
|
HIGH |
1,310.8 |
|
0.618 |
1,307.5 |
|
0.500 |
1,306.5 |
|
0.382 |
1,305.4 |
|
LOW |
1,302.1 |
|
0.618 |
1,296.7 |
|
1.000 |
1,293.4 |
|
1.618 |
1,288.0 |
|
2.618 |
1,279.3 |
|
4.250 |
1,265.1 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,306.5 |
1,305.1 |
| PP |
1,306.5 |
1,303.7 |
| S1 |
1,306.5 |
1,302.3 |
|