| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,813.50 |
2,827.00 |
13.50 |
0.5% |
2,750.50 |
| High |
2,836.50 |
2,842.00 |
5.50 |
0.2% |
2,836.50 |
| Low |
2,812.50 |
2,824.00 |
11.50 |
0.4% |
2,741.75 |
| Close |
2,829.75 |
2,840.50 |
10.75 |
0.4% |
2,829.75 |
| Range |
24.00 |
18.00 |
-6.00 |
-25.0% |
94.75 |
| ATR |
29.98 |
29.12 |
-0.86 |
-2.9% |
0.00 |
| Volume |
1,382,358 |
1,036,540 |
-345,818 |
-25.0% |
7,992,511 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.50 |
2,883.00 |
2,850.50 |
|
| R3 |
2,871.50 |
2,865.00 |
2,845.50 |
|
| R2 |
2,853.50 |
2,853.50 |
2,843.75 |
|
| R1 |
2,847.00 |
2,847.00 |
2,842.25 |
2,850.25 |
| PP |
2,835.50 |
2,835.50 |
2,835.50 |
2,837.00 |
| S1 |
2,829.00 |
2,829.00 |
2,838.75 |
2,832.25 |
| S2 |
2,817.50 |
2,817.50 |
2,837.25 |
|
| S3 |
2,799.50 |
2,811.00 |
2,835.50 |
|
| S4 |
2,781.50 |
2,793.00 |
2,830.50 |
|
|
| 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 |
2,842.00 |
2,785.50 |
56.50 |
2.0% |
23.00 |
0.8% |
97% |
True |
False |
1,417,143 |
| 10 |
2,842.00 |
2,726.50 |
115.50 |
4.1% |
27.25 |
1.0% |
99% |
True |
False |
1,145,181 |
| 20 |
2,842.00 |
2,726.50 |
115.50 |
4.1% |
26.25 |
0.9% |
99% |
True |
False |
582,218 |
| 40 |
2,842.00 |
2,618.00 |
224.00 |
7.9% |
30.00 |
1.1% |
99% |
True |
False |
293,967 |
| 60 |
2,842.00 |
2,319.25 |
522.75 |
18.4% |
40.25 |
1.4% |
100% |
True |
False |
198,418 |
| 80 |
2,842.00 |
2,319.25 |
522.75 |
18.4% |
43.75 |
1.5% |
100% |
True |
False |
149,023 |
| 100 |
2,842.00 |
2,319.25 |
522.75 |
18.4% |
45.75 |
1.6% |
100% |
True |
False |
119,406 |
| 120 |
2,960.75 |
2,319.25 |
641.50 |
22.6% |
44.00 |
1.6% |
81% |
False |
False |
99,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,918.50 |
|
2.618 |
2,889.00 |
|
1.618 |
2,871.00 |
|
1.000 |
2,860.00 |
|
0.618 |
2,853.00 |
|
HIGH |
2,842.00 |
|
0.618 |
2,835.00 |
|
0.500 |
2,833.00 |
|
0.382 |
2,831.00 |
|
LOW |
2,824.00 |
|
0.618 |
2,813.00 |
|
1.000 |
2,806.00 |
|
1.618 |
2,795.00 |
|
2.618 |
2,777.00 |
|
4.250 |
2,747.50 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.00 |
2,835.50 |
| PP |
2,835.50 |
2,830.25 |
| S1 |
2,833.00 |
2,825.25 |
|