| Trading Metrics calculated at close of trading on 20-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1,303.7 |
1,306.0 |
2.3 |
0.2% |
1,298.2 |
| High |
1,310.8 |
1,317.2 |
6.4 |
0.5% |
1,311.6 |
| Low |
1,302.1 |
1,298.1 |
-4.0 |
-0.3% |
1,290.6 |
| Close |
1,306.5 |
1,301.7 |
-4.8 |
-0.4% |
1,302.9 |
| Range |
8.7 |
19.1 |
10.4 |
119.5% |
21.0 |
| ATR |
12.1 |
12.6 |
0.5 |
4.1% |
0.0 |
| Volume |
206,904 |
370,397 |
163,493 |
79.0% |
1,097,843 |
|
| Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,363.0 |
1,351.4 |
1,312.2 |
|
| R3 |
1,343.9 |
1,332.3 |
1,307.0 |
|
| R2 |
1,324.8 |
1,324.8 |
1,305.2 |
|
| R1 |
1,313.2 |
1,313.2 |
1,303.5 |
1,309.5 |
| PP |
1,305.7 |
1,305.7 |
1,305.7 |
1,303.8 |
| S1 |
1,294.1 |
1,294.1 |
1,299.9 |
1,290.4 |
| S2 |
1,286.6 |
1,286.6 |
1,298.2 |
|
| S3 |
1,267.5 |
1,275.0 |
1,296.4 |
|
| S4 |
1,248.4 |
1,255.9 |
1,291.2 |
|
|
| 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 |
1,317.2 |
1,292.5 |
24.7 |
1.9% |
13.4 |
1.0% |
37% |
True |
False |
247,329 |
| 10 |
1,317.2 |
1,280.8 |
36.4 |
2.8% |
12.2 |
0.9% |
57% |
True |
False |
239,340 |
| 20 |
1,344.3 |
1,280.8 |
63.5 |
4.9% |
12.7 |
1.0% |
33% |
False |
False |
238,017 |
| 40 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
11.9 |
0.9% |
30% |
False |
False |
206,383 |
| 60 |
1,349.8 |
1,263.3 |
86.5 |
6.6% |
11.5 |
0.9% |
44% |
False |
False |
145,006 |
| 80 |
1,349.8 |
1,222.8 |
127.0 |
9.8% |
11.3 |
0.9% |
62% |
False |
False |
110,104 |
| 100 |
1,349.8 |
1,209.3 |
140.5 |
10.8% |
11.0 |
0.8% |
66% |
False |
False |
88,538 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
11.8% |
11.1 |
0.9% |
69% |
False |
False |
74,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,398.4 |
|
2.618 |
1,367.2 |
|
1.618 |
1,348.1 |
|
1.000 |
1,336.3 |
|
0.618 |
1,329.0 |
|
HIGH |
1,317.2 |
|
0.618 |
1,309.9 |
|
0.500 |
1,307.7 |
|
0.382 |
1,305.4 |
|
LOW |
1,298.1 |
|
0.618 |
1,286.3 |
|
1.000 |
1,279.0 |
|
1.618 |
1,267.2 |
|
2.618 |
1,248.1 |
|
4.250 |
1,216.9 |
|
|
| Fisher Pivots for day following 20-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,307.7 |
1,307.6 |
| PP |
1,305.7 |
1,305.6 |
| S1 |
1,303.7 |
1,303.7 |
|