| Trading Metrics calculated at close of trading on 19-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
3,302.0 |
3,307.0 |
5.0 |
0.2% |
3,215.0 |
| High |
3,312.0 |
3,341.0 |
29.0 |
0.9% |
3,308.0 |
| Low |
3,296.0 |
3,304.0 |
8.0 |
0.2% |
3,200.0 |
| Close |
3,303.0 |
3,328.0 |
25.0 |
0.8% |
3,302.0 |
| Range |
16.0 |
37.0 |
21.0 |
131.3% |
108.0 |
| ATR |
32.8 |
33.2 |
0.4 |
1.1% |
0.0 |
| Volume |
959,313 |
1,043,823 |
84,510 |
8.8% |
6,651,232 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,435.3 |
3,418.7 |
3,348.4 |
|
| R3 |
3,398.3 |
3,381.7 |
3,338.2 |
|
| R2 |
3,361.3 |
3,361.3 |
3,334.8 |
|
| R1 |
3,344.7 |
3,344.7 |
3,331.4 |
3,353.0 |
| PP |
3,324.3 |
3,324.3 |
3,324.3 |
3,328.5 |
| S1 |
3,307.7 |
3,307.7 |
3,324.6 |
3,316.0 |
| S2 |
3,287.3 |
3,287.3 |
3,321.2 |
|
| S3 |
3,250.3 |
3,270.7 |
3,317.8 |
|
| S4 |
3,213.3 |
3,233.7 |
3,307.7 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,594.0 |
3,556.0 |
3,361.4 |
|
| R3 |
3,486.0 |
3,448.0 |
3,331.7 |
|
| R2 |
3,378.0 |
3,378.0 |
3,321.8 |
|
| R1 |
3,340.0 |
3,340.0 |
3,311.9 |
3,359.0 |
| PP |
3,270.0 |
3,270.0 |
3,270.0 |
3,279.5 |
| S1 |
3,232.0 |
3,232.0 |
3,292.1 |
3,251.0 |
| S2 |
3,162.0 |
3,162.0 |
3,282.2 |
|
| S3 |
3,054.0 |
3,124.0 |
3,272.3 |
|
| S4 |
2,946.0 |
3,016.0 |
3,242.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,341.0 |
3,202.0 |
139.0 |
4.2% |
36.2 |
1.1% |
91% |
True |
False |
1,080,631 |
| 10 |
3,341.0 |
3,188.0 |
153.0 |
4.6% |
34.4 |
1.0% |
92% |
True |
False |
1,092,536 |
| 20 |
3,341.0 |
3,150.0 |
191.0 |
5.7% |
29.7 |
0.9% |
93% |
True |
False |
571,085 |
| 40 |
3,341.0 |
3,003.0 |
338.0 |
10.2% |
30.2 |
0.9% |
96% |
True |
False |
298,586 |
| 60 |
3,341.0 |
2,814.0 |
527.0 |
15.8% |
34.1 |
1.0% |
98% |
True |
False |
200,735 |
| 80 |
3,341.0 |
2,814.0 |
527.0 |
15.8% |
33.9 |
1.0% |
98% |
True |
False |
153,542 |
| 100 |
3,341.0 |
2,814.0 |
527.0 |
15.8% |
32.9 |
1.0% |
98% |
True |
False |
123,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,498.3 |
|
2.618 |
3,437.9 |
|
1.618 |
3,400.9 |
|
1.000 |
3,378.0 |
|
0.618 |
3,363.9 |
|
HIGH |
3,341.0 |
|
0.618 |
3,326.9 |
|
0.500 |
3,322.5 |
|
0.382 |
3,318.1 |
|
LOW |
3,304.0 |
|
0.618 |
3,281.1 |
|
1.000 |
3,267.0 |
|
1.618 |
3,244.1 |
|
2.618 |
3,207.1 |
|
4.250 |
3,146.8 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,326.2 |
3,318.5 |
| PP |
3,324.3 |
3,309.0 |
| S1 |
3,322.5 |
3,299.5 |
|