| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,821.00 |
2,813.50 |
-7.50 |
-0.3% |
2,750.50 |
| High |
2,825.00 |
2,836.50 |
11.50 |
0.4% |
2,836.50 |
| Low |
2,808.50 |
2,812.50 |
4.00 |
0.1% |
2,741.75 |
| Close |
2,812.25 |
2,829.75 |
17.50 |
0.6% |
2,829.75 |
| Range |
16.50 |
24.00 |
7.50 |
45.5% |
94.75 |
| ATR |
30.42 |
29.98 |
-0.44 |
-1.4% |
0.00 |
| Volume |
1,247,105 |
1,382,358 |
135,253 |
10.8% |
7,992,511 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,898.25 |
2,888.00 |
2,843.00 |
|
| R3 |
2,874.25 |
2,864.00 |
2,836.25 |
|
| R2 |
2,850.25 |
2,850.25 |
2,834.25 |
|
| R1 |
2,840.00 |
2,840.00 |
2,832.00 |
2,845.00 |
| PP |
2,826.25 |
2,826.25 |
2,826.25 |
2,828.75 |
| S1 |
2,816.00 |
2,816.00 |
2,827.50 |
2,821.00 |
| S2 |
2,802.25 |
2,802.25 |
2,825.25 |
|
| S3 |
2,778.25 |
2,792.00 |
2,823.25 |
|
| S4 |
2,754.25 |
2,768.00 |
2,816.50 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,087.00 |
3,053.00 |
2,881.75 |
|
| R3 |
2,992.25 |
2,958.25 |
2,855.75 |
|
| R2 |
2,897.50 |
2,897.50 |
2,847.00 |
|
| R1 |
2,863.50 |
2,863.50 |
2,838.50 |
2,880.50 |
| PP |
2,802.75 |
2,802.75 |
2,802.75 |
2,811.00 |
| S1 |
2,768.75 |
2,768.75 |
2,821.00 |
2,785.75 |
| S2 |
2,708.00 |
2,708.00 |
2,812.50 |
|
| S3 |
2,613.25 |
2,674.00 |
2,803.75 |
|
| S4 |
2,518.50 |
2,579.25 |
2,777.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,836.50 |
2,741.75 |
94.75 |
3.3% |
29.50 |
1.0% |
93% |
True |
False |
1,598,502 |
| 10 |
2,836.50 |
2,726.50 |
110.00 |
3.9% |
30.75 |
1.1% |
94% |
True |
False |
1,046,497 |
| 20 |
2,836.50 |
2,726.50 |
110.00 |
3.9% |
27.75 |
1.0% |
94% |
True |
False |
530,913 |
| 40 |
2,836.50 |
2,601.25 |
235.25 |
8.3% |
30.75 |
1.1% |
97% |
True |
False |
268,129 |
| 60 |
2,836.50 |
2,319.25 |
517.25 |
18.3% |
40.75 |
1.4% |
99% |
True |
False |
181,174 |
| 80 |
2,836.50 |
2,319.25 |
517.25 |
18.3% |
44.00 |
1.6% |
99% |
True |
False |
136,084 |
| 100 |
2,836.50 |
2,319.25 |
517.25 |
18.3% |
45.75 |
1.6% |
99% |
True |
False |
109,041 |
| 120 |
2,961.25 |
2,319.25 |
642.00 |
22.7% |
44.00 |
1.6% |
80% |
False |
False |
90,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,938.50 |
|
2.618 |
2,899.25 |
|
1.618 |
2,875.25 |
|
1.000 |
2,860.50 |
|
0.618 |
2,851.25 |
|
HIGH |
2,836.50 |
|
0.618 |
2,827.25 |
|
0.500 |
2,824.50 |
|
0.382 |
2,821.75 |
|
LOW |
2,812.50 |
|
0.618 |
2,797.75 |
|
1.000 |
2,788.50 |
|
1.618 |
2,773.75 |
|
2.618 |
2,749.75 |
|
4.250 |
2,710.50 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,828.00 |
2,824.00 |
| PP |
2,826.25 |
2,818.25 |
| S1 |
2,824.50 |
2,812.50 |
|