| Trading Metrics calculated at close of trading on 01-Apr-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
| Open |
1,289.6 |
1,291.8 |
2.2 |
0.2% |
1,313.3 |
| High |
1,298.5 |
1,295.9 |
-2.6 |
-0.2% |
1,324.5 |
| Low |
1,286.1 |
1,285.7 |
-0.4 |
0.0% |
1,286.1 |
| Close |
1,293.0 |
1,288.4 |
-4.6 |
-0.4% |
1,293.0 |
| Range |
12.4 |
10.2 |
-2.2 |
-17.7% |
38.4 |
| ATR |
13.3 |
13.1 |
-0.2 |
-1.7% |
0.0 |
| Volume |
1,265 |
675 |
-590 |
-46.6% |
814,480 |
|
| Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.6 |
1,314.7 |
1,294.0 |
|
| R3 |
1,310.4 |
1,304.5 |
1,291.2 |
|
| R2 |
1,300.2 |
1,300.2 |
1,290.3 |
|
| R1 |
1,294.3 |
1,294.3 |
1,289.3 |
1,292.2 |
| PP |
1,290.0 |
1,290.0 |
1,290.0 |
1,288.9 |
| S1 |
1,284.1 |
1,284.1 |
1,287.5 |
1,282.0 |
| S2 |
1,279.8 |
1,279.8 |
1,286.5 |
|
| S3 |
1,269.6 |
1,273.9 |
1,285.6 |
|
| S4 |
1,259.4 |
1,263.7 |
1,282.8 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.4 |
1,393.1 |
1,314.1 |
|
| R3 |
1,378.0 |
1,354.7 |
1,303.6 |
|
| R2 |
1,339.6 |
1,339.6 |
1,300.0 |
|
| R1 |
1,316.3 |
1,316.3 |
1,296.5 |
1,308.8 |
| PP |
1,301.2 |
1,301.2 |
1,301.2 |
1,297.4 |
| S1 |
1,277.9 |
1,277.9 |
1,289.5 |
1,270.4 |
| S2 |
1,262.8 |
1,262.8 |
1,286.0 |
|
| S3 |
1,224.4 |
1,239.5 |
1,282.4 |
|
| S4 |
1,186.0 |
1,201.1 |
1,271.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,323.0 |
1,285.7 |
37.3 |
2.9% |
13.7 |
1.1% |
7% |
False |
True |
112,634 |
| 10 |
1,324.5 |
1,285.7 |
38.8 |
3.0% |
13.6 |
1.1% |
7% |
False |
True |
199,645 |
| 20 |
1,324.5 |
1,280.8 |
43.7 |
3.4% |
12.3 |
1.0% |
17% |
False |
False |
211,120 |
| 40 |
1,349.8 |
1,280.8 |
69.0 |
5.4% |
12.4 |
1.0% |
11% |
False |
False |
211,072 |
| 60 |
1,349.8 |
1,280.8 |
69.0 |
5.4% |
11.9 |
0.9% |
11% |
False |
False |
167,575 |
| 80 |
1,349.8 |
1,242.5 |
107.3 |
8.3% |
11.5 |
0.9% |
43% |
False |
False |
127,385 |
| 100 |
1,349.8 |
1,209.3 |
140.5 |
10.9% |
11.3 |
0.9% |
56% |
False |
False |
102,616 |
| 120 |
1,349.8 |
1,199.2 |
150.6 |
11.7% |
11.2 |
0.9% |
59% |
False |
False |
85,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,339.3 |
|
2.618 |
1,322.6 |
|
1.618 |
1,312.4 |
|
1.000 |
1,306.1 |
|
0.618 |
1,302.2 |
|
HIGH |
1,295.9 |
|
0.618 |
1,292.0 |
|
0.500 |
1,290.8 |
|
0.382 |
1,289.6 |
|
LOW |
1,285.7 |
|
0.618 |
1,279.4 |
|
1.000 |
1,275.5 |
|
1.618 |
1,269.2 |
|
2.618 |
1,259.0 |
|
4.250 |
1,242.4 |
|
|
| Fisher Pivots for day following 01-Apr-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,290.8 |
1,298.4 |
| PP |
1,290.0 |
1,295.1 |
| S1 |
1,289.2 |
1,291.7 |
|