| Trading Metrics calculated at close of trading on 20-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,841.50 |
2,837.25 |
-4.25 |
-0.1% |
2,750.50 |
| High |
2,858.75 |
2,849.25 |
-9.50 |
-0.3% |
2,836.50 |
| Low |
2,829.00 |
2,817.25 |
-11.75 |
-0.4% |
2,741.75 |
| Close |
2,836.50 |
2,827.00 |
-9.50 |
-0.3% |
2,829.75 |
| Range |
29.75 |
32.00 |
2.25 |
7.6% |
94.75 |
| ATR |
29.17 |
29.37 |
0.20 |
0.7% |
0.00 |
| Volume |
1,497,577 |
1,693,207 |
195,630 |
13.1% |
7,992,511 |
|
| Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.25 |
2,909.00 |
2,844.50 |
|
| R3 |
2,895.25 |
2,877.00 |
2,835.75 |
|
| R2 |
2,863.25 |
2,863.25 |
2,832.75 |
|
| R1 |
2,845.00 |
2,845.00 |
2,830.00 |
2,838.00 |
| PP |
2,831.25 |
2,831.25 |
2,831.25 |
2,827.75 |
| S1 |
2,813.00 |
2,813.00 |
2,824.00 |
2,806.00 |
| S2 |
2,799.25 |
2,799.25 |
2,821.25 |
|
| S3 |
2,767.25 |
2,781.00 |
2,818.25 |
|
| S4 |
2,735.25 |
2,749.00 |
2,809.50 |
|
|
| 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 |
2,858.75 |
2,808.50 |
50.25 |
1.8% |
24.00 |
0.9% |
37% |
False |
False |
1,371,357 |
| 10 |
2,858.75 |
2,726.50 |
132.25 |
4.7% |
29.50 |
1.0% |
76% |
False |
False |
1,440,388 |
| 20 |
2,858.75 |
2,726.50 |
132.25 |
4.7% |
27.50 |
1.0% |
76% |
False |
False |
741,152 |
| 40 |
2,858.75 |
2,618.00 |
240.75 |
8.5% |
29.00 |
1.0% |
87% |
False |
False |
373,468 |
| 60 |
2,858.75 |
2,319.25 |
539.50 |
19.1% |
38.25 |
1.4% |
94% |
False |
False |
251,464 |
| 80 |
2,858.75 |
2,319.25 |
539.50 |
19.1% |
43.00 |
1.5% |
94% |
False |
False |
188,903 |
| 100 |
2,858.75 |
2,319.25 |
539.50 |
19.1% |
45.25 |
1.6% |
94% |
False |
False |
151,271 |
| 120 |
2,960.75 |
2,319.25 |
641.50 |
22.7% |
44.50 |
1.6% |
79% |
False |
False |
126,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.25 |
|
2.618 |
2,933.00 |
|
1.618 |
2,901.00 |
|
1.000 |
2,881.25 |
|
0.618 |
2,869.00 |
|
HIGH |
2,849.25 |
|
0.618 |
2,837.00 |
|
0.500 |
2,833.25 |
|
0.382 |
2,829.50 |
|
LOW |
2,817.25 |
|
0.618 |
2,797.50 |
|
1.000 |
2,785.25 |
|
1.618 |
2,765.50 |
|
2.618 |
2,733.50 |
|
4.250 |
2,681.25 |
|
|
| Fisher Pivots for day following 20-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,833.25 |
2,838.00 |
| PP |
2,831.25 |
2,834.25 |
| S1 |
2,829.00 |
2,830.75 |
|