| Trading Metrics calculated at close of trading on 25-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2019 |
25-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1,309.3 |
1,313.3 |
4.0 |
0.3% |
1,302.0 |
| High |
1,314.7 |
1,324.5 |
9.8 |
0.7% |
1,320.2 |
| Low |
1,306.5 |
1,310.6 |
4.1 |
0.3% |
1,298.0 |
| Close |
1,312.3 |
1,322.6 |
10.3 |
0.8% |
1,312.3 |
| Range |
8.2 |
13.9 |
5.7 |
69.5% |
22.2 |
| ATR |
12.7 |
12.8 |
0.1 |
0.7% |
0.0 |
| Volume |
271,383 |
251,981 |
-19,402 |
-7.1% |
1,357,787 |
|
| Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,360.9 |
1,355.7 |
1,330.2 |
|
| R3 |
1,347.0 |
1,341.8 |
1,326.4 |
|
| R2 |
1,333.1 |
1,333.1 |
1,325.1 |
|
| R1 |
1,327.9 |
1,327.9 |
1,323.9 |
1,330.5 |
| PP |
1,319.2 |
1,319.2 |
1,319.2 |
1,320.6 |
| S1 |
1,314.0 |
1,314.0 |
1,321.3 |
1,316.6 |
| S2 |
1,305.3 |
1,305.3 |
1,320.1 |
|
| S3 |
1,291.4 |
1,300.1 |
1,318.8 |
|
| S4 |
1,277.5 |
1,286.2 |
1,315.0 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,376.8 |
1,366.7 |
1,324.5 |
|
| R3 |
1,354.6 |
1,344.5 |
1,318.4 |
|
| R2 |
1,332.4 |
1,332.4 |
1,316.4 |
|
| R1 |
1,322.3 |
1,322.3 |
1,314.3 |
1,327.4 |
| PP |
1,310.2 |
1,310.2 |
1,310.2 |
1,312.7 |
| S1 |
1,300.1 |
1,300.1 |
1,310.3 |
1,305.2 |
| S2 |
1,288.0 |
1,288.0 |
1,308.2 |
|
| S3 |
1,265.8 |
1,277.9 |
1,306.2 |
|
| S4 |
1,243.6 |
1,255.7 |
1,300.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,324.5 |
1,298.1 |
26.4 |
2.0% |
13.5 |
1.0% |
93% |
True |
False |
286,655 |
| 10 |
1,324.5 |
1,292.0 |
32.5 |
2.5% |
12.8 |
1.0% |
94% |
True |
False |
251,075 |
| 20 |
1,332.4 |
1,280.8 |
51.6 |
3.9% |
12.6 |
1.0% |
81% |
False |
False |
245,346 |
| 40 |
1,349.8 |
1,280.8 |
69.0 |
5.2% |
11.9 |
0.9% |
61% |
False |
False |
222,204 |
| 60 |
1,349.8 |
1,275.6 |
74.2 |
5.6% |
11.5 |
0.9% |
63% |
False |
False |
159,048 |
| 80 |
1,349.8 |
1,222.8 |
127.0 |
9.6% |
11.4 |
0.9% |
79% |
False |
False |
120,643 |
| 100 |
1,349.8 |
1,209.3 |
140.5 |
10.6% |
11.1 |
0.8% |
81% |
False |
False |
97,074 |
| 120 |
1,349.8 |
1,199.2 |
150.6 |
11.4% |
11.1 |
0.8% |
82% |
False |
False |
81,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,383.6 |
|
2.618 |
1,360.9 |
|
1.618 |
1,347.0 |
|
1.000 |
1,338.4 |
|
0.618 |
1,333.1 |
|
HIGH |
1,324.5 |
|
0.618 |
1,319.2 |
|
0.500 |
1,317.6 |
|
0.382 |
1,315.9 |
|
LOW |
1,310.6 |
|
0.618 |
1,302.0 |
|
1.000 |
1,296.7 |
|
1.618 |
1,288.1 |
|
2.618 |
1,274.2 |
|
4.250 |
1,251.5 |
|
|
| Fisher Pivots for day following 25-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,320.9 |
1,319.6 |
| PP |
1,319.2 |
1,316.6 |
| S1 |
1,317.6 |
1,313.7 |
|