| 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 |
1,311.8 |
1,318.6 |
6.8 |
0.5% |
1,305.5 |
| High |
1,323.3 |
1,326.3 |
3.0 |
0.2% |
1,317.9 |
| Low |
1,304.3 |
1,309.1 |
4.8 |
0.4% |
1,297.1 |
| Close |
1,307.8 |
1,313.6 |
5.8 |
0.4% |
1,308.9 |
| Range |
19.0 |
17.2 |
-1.8 |
-9.5% |
20.8 |
| ATR |
12.4 |
12.9 |
0.4 |
3.5% |
0.0 |
| Volume |
55,444 |
61,625 |
6,181 |
11.1% |
176,697 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.9 |
1,358.0 |
1,323.1 |
|
| R3 |
1,350.7 |
1,340.8 |
1,318.3 |
|
| R2 |
1,333.5 |
1,333.5 |
1,316.8 |
|
| R1 |
1,323.6 |
1,323.6 |
1,315.2 |
1,320.0 |
| PP |
1,316.3 |
1,316.3 |
1,316.3 |
1,314.5 |
| S1 |
1,306.4 |
1,306.4 |
1,312.0 |
1,302.8 |
| S2 |
1,299.1 |
1,299.1 |
1,310.4 |
|
| S3 |
1,281.9 |
1,289.2 |
1,308.9 |
|
| S4 |
1,264.7 |
1,272.0 |
1,304.1 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,370.4 |
1,360.4 |
1,320.3 |
|
| R3 |
1,349.6 |
1,339.6 |
1,314.6 |
|
| R2 |
1,328.8 |
1,328.8 |
1,312.7 |
|
| R1 |
1,318.8 |
1,318.8 |
1,310.8 |
1,323.8 |
| PP |
1,308.0 |
1,308.0 |
1,308.0 |
1,310.5 |
| S1 |
1,298.0 |
1,298.0 |
1,307.0 |
1,303.0 |
| S2 |
1,287.2 |
1,287.2 |
1,305.1 |
|
| S3 |
1,266.4 |
1,277.2 |
1,303.2 |
|
| S4 |
1,245.6 |
1,256.4 |
1,297.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,326.3 |
1,300.1 |
26.2 |
2.0% |
13.1 |
1.0% |
52% |
True |
False |
43,030 |
| 10 |
1,326.3 |
1,292.2 |
34.1 |
2.6% |
12.8 |
1.0% |
63% |
True |
False |
38,615 |
| 20 |
1,342.0 |
1,287.5 |
54.5 |
4.1% |
12.3 |
0.9% |
48% |
False |
False |
28,150 |
| 40 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
11.8 |
0.9% |
38% |
False |
False |
16,708 |
| 60 |
1,356.0 |
1,274.8 |
81.2 |
6.2% |
11.2 |
0.9% |
48% |
False |
False |
12,522 |
| 80 |
1,356.0 |
1,228.9 |
127.1 |
9.7% |
11.0 |
0.8% |
67% |
False |
False |
9,977 |
| 100 |
1,356.0 |
1,215.0 |
141.0 |
10.7% |
10.9 |
0.8% |
70% |
False |
False |
8,575 |
| 120 |
1,356.0 |
1,201.6 |
154.4 |
11.8% |
11.0 |
0.8% |
73% |
False |
False |
7,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,399.4 |
|
2.618 |
1,371.3 |
|
1.618 |
1,354.1 |
|
1.000 |
1,343.5 |
|
0.618 |
1,336.9 |
|
HIGH |
1,326.3 |
|
0.618 |
1,319.7 |
|
0.500 |
1,317.7 |
|
0.382 |
1,315.7 |
|
LOW |
1,309.1 |
|
0.618 |
1,298.5 |
|
1.000 |
1,291.9 |
|
1.618 |
1,281.3 |
|
2.618 |
1,264.1 |
|
4.250 |
1,236.0 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,317.7 |
1,315.3 |
| PP |
1,316.3 |
1,314.7 |
| S1 |
1,315.0 |
1,314.2 |
|