| Trading Metrics calculated at close of trading on 26-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1,313.3 |
1,321.5 |
8.2 |
0.6% |
1,302.0 |
| High |
1,324.5 |
1,323.0 |
-1.5 |
-0.1% |
1,320.2 |
| Low |
1,310.6 |
1,312.1 |
1.5 |
0.1% |
1,298.0 |
| Close |
1,322.6 |
1,315.0 |
-7.6 |
-0.6% |
1,312.3 |
| Range |
13.9 |
10.9 |
-3.0 |
-21.6% |
22.2 |
| ATR |
12.8 |
12.7 |
-0.1 |
-1.1% |
0.0 |
| Volume |
251,981 |
267,173 |
15,192 |
6.0% |
1,357,787 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,349.4 |
1,343.1 |
1,321.0 |
|
| R3 |
1,338.5 |
1,332.2 |
1,318.0 |
|
| R2 |
1,327.6 |
1,327.6 |
1,317.0 |
|
| R1 |
1,321.3 |
1,321.3 |
1,316.0 |
1,319.0 |
| PP |
1,316.7 |
1,316.7 |
1,316.7 |
1,315.6 |
| S1 |
1,310.4 |
1,310.4 |
1,314.0 |
1,308.1 |
| S2 |
1,305.8 |
1,305.8 |
1,313.0 |
|
| S3 |
1,294.9 |
1,299.5 |
1,312.0 |
|
| S4 |
1,284.0 |
1,288.6 |
1,309.0 |
|
|
| 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% |
13.9 |
1.1% |
64% |
False |
False |
298,709 |
| 10 |
1,324.5 |
1,292.5 |
32.0 |
2.4% |
12.8 |
1.0% |
70% |
False |
False |
257,403 |
| 20 |
1,332.0 |
1,280.8 |
51.2 |
3.9% |
12.8 |
1.0% |
67% |
False |
False |
249,427 |
| 40 |
1,349.8 |
1,280.8 |
69.0 |
5.2% |
12.0 |
0.9% |
50% |
False |
False |
225,732 |
| 60 |
1,349.8 |
1,280.8 |
69.0 |
5.2% |
11.5 |
0.9% |
50% |
False |
False |
163,409 |
| 80 |
1,349.8 |
1,227.8 |
122.0 |
9.3% |
11.3 |
0.9% |
71% |
False |
False |
123,832 |
| 100 |
1,349.8 |
1,209.3 |
140.5 |
10.7% |
11.2 |
0.9% |
75% |
False |
False |
99,739 |
| 120 |
1,349.8 |
1,199.2 |
150.6 |
11.5% |
11.1 |
0.8% |
77% |
False |
False |
83,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,369.3 |
|
2.618 |
1,351.5 |
|
1.618 |
1,340.6 |
|
1.000 |
1,333.9 |
|
0.618 |
1,329.7 |
|
HIGH |
1,323.0 |
|
0.618 |
1,318.8 |
|
0.500 |
1,317.6 |
|
0.382 |
1,316.3 |
|
LOW |
1,312.1 |
|
0.618 |
1,305.4 |
|
1.000 |
1,301.2 |
|
1.618 |
1,294.5 |
|
2.618 |
1,283.6 |
|
4.250 |
1,265.8 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,317.6 |
1,315.5 |
| PP |
1,316.7 |
1,315.3 |
| S1 |
1,315.9 |
1,315.2 |
|