| 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 |
2,827.00 |
2,841.50 |
14.50 |
0.5% |
2,750.50 |
| High |
2,842.00 |
2,858.75 |
16.75 |
0.6% |
2,836.50 |
| Low |
2,824.00 |
2,829.00 |
5.00 |
0.2% |
2,741.75 |
| Close |
2,840.50 |
2,836.50 |
-4.00 |
-0.1% |
2,829.75 |
| Range |
18.00 |
29.75 |
11.75 |
65.3% |
94.75 |
| ATR |
29.12 |
29.17 |
0.04 |
0.2% |
0.00 |
| Volume |
1,036,540 |
1,497,577 |
461,037 |
44.5% |
7,992,511 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.75 |
2,913.25 |
2,852.75 |
|
| R3 |
2,901.00 |
2,883.50 |
2,844.75 |
|
| R2 |
2,871.25 |
2,871.25 |
2,842.00 |
|
| R1 |
2,853.75 |
2,853.75 |
2,839.25 |
2,847.50 |
| PP |
2,841.50 |
2,841.50 |
2,841.50 |
2,838.25 |
| S1 |
2,824.00 |
2,824.00 |
2,833.75 |
2,818.00 |
| S2 |
2,811.75 |
2,811.75 |
2,831.00 |
|
| S3 |
2,782.00 |
2,794.25 |
2,828.25 |
|
| S4 |
2,752.25 |
2,764.50 |
2,820.25 |
|
|
| 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 |
2,858.75 |
2,788.25 |
70.50 |
2.5% |
25.25 |
0.9% |
68% |
True |
False |
1,358,847 |
| 10 |
2,858.75 |
2,726.50 |
132.25 |
4.7% |
28.75 |
1.0% |
83% |
True |
False |
1,287,822 |
| 20 |
2,858.75 |
2,726.50 |
132.25 |
4.7% |
26.75 |
0.9% |
83% |
True |
False |
656,795 |
| 40 |
2,858.75 |
2,618.00 |
240.75 |
8.5% |
29.50 |
1.0% |
91% |
True |
False |
331,242 |
| 60 |
2,858.75 |
2,319.25 |
539.50 |
19.0% |
39.00 |
1.4% |
96% |
True |
False |
223,317 |
| 80 |
2,858.75 |
2,319.25 |
539.50 |
19.0% |
43.25 |
1.5% |
96% |
True |
False |
167,740 |
| 100 |
2,858.75 |
2,319.25 |
539.50 |
19.0% |
45.75 |
1.6% |
96% |
True |
False |
134,381 |
| 120 |
2,960.75 |
2,319.25 |
641.50 |
22.6% |
44.25 |
1.6% |
81% |
False |
False |
111,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.25 |
|
2.618 |
2,936.75 |
|
1.618 |
2,907.00 |
|
1.000 |
2,888.50 |
|
0.618 |
2,877.25 |
|
HIGH |
2,858.75 |
|
0.618 |
2,847.50 |
|
0.500 |
2,844.00 |
|
0.382 |
2,840.25 |
|
LOW |
2,829.00 |
|
0.618 |
2,810.50 |
|
1.000 |
2,799.25 |
|
1.618 |
2,780.75 |
|
2.618 |
2,751.00 |
|
4.250 |
2,702.50 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,844.00 |
2,836.25 |
| PP |
2,841.50 |
2,836.00 |
| S1 |
2,839.00 |
2,835.50 |
|