| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,837.25 |
2,823.75 |
-13.50 |
-0.5% |
2,750.50 |
| High |
2,849.25 |
2,866.00 |
16.75 |
0.6% |
2,836.50 |
| Low |
2,817.25 |
2,813.75 |
-3.50 |
-0.1% |
2,741.75 |
| Close |
2,827.00 |
2,862.50 |
35.50 |
1.3% |
2,829.75 |
| Range |
32.00 |
52.25 |
20.25 |
63.3% |
94.75 |
| ATR |
29.37 |
31.00 |
1.63 |
5.6% |
0.00 |
| Volume |
1,693,207 |
1,657,949 |
-35,258 |
-2.1% |
7,992,511 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,004.25 |
2,985.50 |
2,891.25 |
|
| R3 |
2,952.00 |
2,933.25 |
2,876.75 |
|
| R2 |
2,899.75 |
2,899.75 |
2,872.00 |
|
| R1 |
2,881.00 |
2,881.00 |
2,867.25 |
2,890.50 |
| PP |
2,847.50 |
2,847.50 |
2,847.50 |
2,852.00 |
| S1 |
2,828.75 |
2,828.75 |
2,857.75 |
2,838.00 |
| S2 |
2,795.25 |
2,795.25 |
2,853.00 |
|
| S3 |
2,743.00 |
2,776.50 |
2,848.25 |
|
| S4 |
2,690.75 |
2,724.25 |
2,833.75 |
|
|
| 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 |
2,866.00 |
2,812.50 |
53.50 |
1.9% |
31.25 |
1.1% |
93% |
True |
False |
1,453,526 |
| 10 |
2,866.00 |
2,726.50 |
139.50 |
4.9% |
31.00 |
1.1% |
97% |
True |
False |
1,540,969 |
| 20 |
2,866.00 |
2,726.50 |
139.50 |
4.9% |
28.25 |
1.0% |
97% |
True |
False |
822,969 |
| 40 |
2,866.00 |
2,627.75 |
238.25 |
8.3% |
29.25 |
1.0% |
99% |
True |
False |
414,859 |
| 60 |
2,866.00 |
2,319.25 |
546.75 |
19.1% |
37.50 |
1.3% |
99% |
True |
False |
278,974 |
| 80 |
2,866.00 |
2,319.25 |
546.75 |
19.1% |
43.00 |
1.5% |
99% |
True |
False |
209,627 |
| 100 |
2,866.00 |
2,319.25 |
546.75 |
19.1% |
45.00 |
1.6% |
99% |
True |
False |
167,844 |
| 120 |
2,960.75 |
2,319.25 |
641.50 |
22.4% |
44.75 |
1.6% |
85% |
False |
False |
139,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,088.00 |
|
2.618 |
3,002.75 |
|
1.618 |
2,950.50 |
|
1.000 |
2,918.25 |
|
0.618 |
2,898.25 |
|
HIGH |
2,866.00 |
|
0.618 |
2,846.00 |
|
0.500 |
2,840.00 |
|
0.382 |
2,833.75 |
|
LOW |
2,813.75 |
|
0.618 |
2,781.50 |
|
1.000 |
2,761.50 |
|
1.618 |
2,729.25 |
|
2.618 |
2,677.00 |
|
4.250 |
2,591.75 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,855.00 |
2,855.00 |
| PP |
2,847.50 |
2,847.50 |
| S1 |
2,840.00 |
2,840.00 |
|