| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1,306.0 |
1,312.7 |
6.7 |
0.5% |
1,298.2 |
| High |
1,317.2 |
1,320.2 |
3.0 |
0.2% |
1,311.6 |
| Low |
1,298.1 |
1,302.8 |
4.7 |
0.4% |
1,290.6 |
| Close |
1,301.7 |
1,307.3 |
5.6 |
0.4% |
1,302.9 |
| Range |
19.1 |
17.4 |
-1.7 |
-8.9% |
21.0 |
| ATR |
12.6 |
13.1 |
0.4 |
3.3% |
0.0 |
| Volume |
370,397 |
332,611 |
-37,786 |
-10.2% |
1,097,843 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,362.3 |
1,352.2 |
1,316.9 |
|
| R3 |
1,344.9 |
1,334.8 |
1,312.1 |
|
| R2 |
1,327.5 |
1,327.5 |
1,310.5 |
|
| R1 |
1,317.4 |
1,317.4 |
1,308.9 |
1,313.8 |
| PP |
1,310.1 |
1,310.1 |
1,310.1 |
1,308.3 |
| S1 |
1,300.0 |
1,300.0 |
1,305.7 |
1,296.4 |
| S2 |
1,292.7 |
1,292.7 |
1,304.1 |
|
| S3 |
1,275.3 |
1,282.6 |
1,302.5 |
|
| S4 |
1,257.9 |
1,265.2 |
1,297.7 |
|
|
| 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 |
1,320.2 |
1,293.7 |
26.5 |
2.0% |
13.3 |
1.0% |
51% |
True |
False |
264,210 |
| 10 |
1,320.2 |
1,285.6 |
34.6 |
2.6% |
13.0 |
1.0% |
63% |
True |
False |
246,809 |
| 20 |
1,335.6 |
1,280.8 |
54.8 |
4.2% |
12.5 |
1.0% |
48% |
False |
False |
240,357 |
| 40 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
12.1 |
0.9% |
38% |
False |
False |
213,139 |
| 60 |
1,349.8 |
1,266.3 |
83.5 |
6.4% |
11.6 |
0.9% |
49% |
False |
False |
150,460 |
| 80 |
1,349.8 |
1,222.8 |
127.0 |
9.7% |
11.4 |
0.9% |
67% |
False |
False |
114,239 |
| 100 |
1,349.8 |
1,209.3 |
140.5 |
10.7% |
11.1 |
0.9% |
70% |
False |
False |
91,858 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
11.8% |
11.1 |
0.8% |
72% |
False |
False |
76,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,394.2 |
|
2.618 |
1,365.8 |
|
1.618 |
1,348.4 |
|
1.000 |
1,337.6 |
|
0.618 |
1,331.0 |
|
HIGH |
1,320.2 |
|
0.618 |
1,313.6 |
|
0.500 |
1,311.5 |
|
0.382 |
1,309.4 |
|
LOW |
1,302.8 |
|
0.618 |
1,292.0 |
|
1.000 |
1,285.4 |
|
1.618 |
1,274.6 |
|
2.618 |
1,257.2 |
|
4.250 |
1,228.9 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,311.5 |
1,309.2 |
| PP |
1,310.1 |
1,308.5 |
| S1 |
1,308.7 |
1,307.9 |
|