| 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 |
1,315.4 |
1,319.7 |
4.3 |
0.3% |
1,308.3 |
| High |
1,320.9 |
1,330.8 |
9.9 |
0.7% |
1,326.3 |
| Low |
1,312.8 |
1,317.0 |
4.2 |
0.3% |
1,304.3 |
| Close |
1,318.7 |
1,329.0 |
10.3 |
0.8% |
1,318.7 |
| Range |
8.1 |
13.8 |
5.7 |
70.4% |
22.0 |
| ATR |
12.5 |
12.6 |
0.1 |
0.7% |
0.0 |
| Volume |
79,637 |
85,898 |
6,261 |
7.9% |
255,374 |
|
| Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.0 |
1,361.8 |
1,336.6 |
|
| R3 |
1,353.2 |
1,348.0 |
1,332.8 |
|
| R2 |
1,339.4 |
1,339.4 |
1,331.5 |
|
| R1 |
1,334.2 |
1,334.2 |
1,330.3 |
1,336.8 |
| PP |
1,325.6 |
1,325.6 |
1,325.6 |
1,326.9 |
| S1 |
1,320.4 |
1,320.4 |
1,327.7 |
1,323.0 |
| S2 |
1,311.8 |
1,311.8 |
1,326.5 |
|
| S3 |
1,298.0 |
1,306.6 |
1,325.2 |
|
| S4 |
1,284.2 |
1,292.8 |
1,321.4 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,382.4 |
1,372.6 |
1,330.8 |
|
| R3 |
1,360.4 |
1,350.6 |
1,324.8 |
|
| R2 |
1,338.4 |
1,338.4 |
1,322.7 |
|
| R1 |
1,328.6 |
1,328.6 |
1,320.7 |
1,333.5 |
| PP |
1,316.4 |
1,316.4 |
1,316.4 |
1,318.9 |
| S1 |
1,306.6 |
1,306.6 |
1,316.7 |
1,311.5 |
| S2 |
1,294.4 |
1,294.4 |
1,314.7 |
|
| S3 |
1,272.4 |
1,284.6 |
1,312.7 |
|
| S4 |
1,250.4 |
1,262.6 |
1,306.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,330.8 |
1,304.3 |
26.5 |
2.0% |
13.4 |
1.0% |
93% |
True |
False |
63,329 |
| 10 |
1,330.8 |
1,298.6 |
32.2 |
2.4% |
12.6 |
0.9% |
94% |
True |
False |
48,349 |
| 20 |
1,338.8 |
1,287.5 |
51.3 |
3.9% |
12.4 |
0.9% |
81% |
False |
False |
35,803 |
| 40 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
11.6 |
0.9% |
61% |
False |
False |
20,544 |
| 60 |
1,356.0 |
1,282.2 |
73.8 |
5.6% |
11.2 |
0.8% |
63% |
False |
False |
15,215 |
| 80 |
1,356.0 |
1,228.9 |
127.1 |
9.6% |
11.0 |
0.8% |
79% |
False |
False |
11,962 |
| 100 |
1,356.0 |
1,215.0 |
141.0 |
10.6% |
10.9 |
0.8% |
81% |
False |
False |
10,220 |
| 120 |
1,356.0 |
1,205.0 |
151.0 |
11.4% |
11.0 |
0.8% |
82% |
False |
False |
8,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,389.5 |
|
2.618 |
1,366.9 |
|
1.618 |
1,353.1 |
|
1.000 |
1,344.6 |
|
0.618 |
1,339.3 |
|
HIGH |
1,330.8 |
|
0.618 |
1,325.5 |
|
0.500 |
1,323.9 |
|
0.382 |
1,322.3 |
|
LOW |
1,317.0 |
|
0.618 |
1,308.5 |
|
1.000 |
1,303.2 |
|
1.618 |
1,294.7 |
|
2.618 |
1,280.9 |
|
4.250 |
1,258.4 |
|
|
| Fisher Pivots for day following 25-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,327.3 |
1,326.0 |
| PP |
1,325.6 |
1,323.0 |
| S1 |
1,323.9 |
1,320.0 |
|