| Trading Metrics calculated at close of trading on 22-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,823.75 |
2,859.50 |
35.75 |
1.3% |
2,827.00 |
| High |
2,866.00 |
2,864.75 |
-1.25 |
0.0% |
2,866.00 |
| Low |
2,813.75 |
2,805.25 |
-8.50 |
-0.3% |
2,805.25 |
| Close |
2,862.50 |
2,810.75 |
-51.75 |
-1.8% |
2,810.75 |
| Range |
52.25 |
59.50 |
7.25 |
13.9% |
60.75 |
| ATR |
31.00 |
33.04 |
2.04 |
6.6% |
0.00 |
| Volume |
1,657,949 |
2,254,842 |
596,893 |
36.0% |
8,140,115 |
|
| Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,005.50 |
2,967.50 |
2,843.50 |
|
| R3 |
2,946.00 |
2,908.00 |
2,827.00 |
|
| R2 |
2,886.50 |
2,886.50 |
2,821.75 |
|
| R1 |
2,848.50 |
2,848.50 |
2,816.25 |
2,837.75 |
| PP |
2,827.00 |
2,827.00 |
2,827.00 |
2,821.50 |
| S1 |
2,789.00 |
2,789.00 |
2,805.25 |
2,778.25 |
| S2 |
2,767.50 |
2,767.50 |
2,799.75 |
|
| S3 |
2,708.00 |
2,729.50 |
2,794.50 |
|
| S4 |
2,648.50 |
2,670.00 |
2,778.00 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,009.50 |
2,971.00 |
2,844.25 |
|
| R3 |
2,948.75 |
2,910.25 |
2,827.50 |
|
| R2 |
2,888.00 |
2,888.00 |
2,822.00 |
|
| R1 |
2,849.50 |
2,849.50 |
2,816.25 |
2,838.50 |
| PP |
2,827.25 |
2,827.25 |
2,827.25 |
2,821.75 |
| S1 |
2,788.75 |
2,788.75 |
2,805.25 |
2,777.50 |
| S2 |
2,766.50 |
2,766.50 |
2,799.50 |
|
| S3 |
2,705.75 |
2,728.00 |
2,794.00 |
|
| S4 |
2,645.00 |
2,667.25 |
2,777.25 |
|
|
| 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 |
2,805.25 |
60.75 |
2.2% |
38.25 |
1.4% |
9% |
False |
True |
1,628,023 |
| 10 |
2,866.00 |
2,741.75 |
124.25 |
4.4% |
34.00 |
1.2% |
56% |
False |
False |
1,613,262 |
| 20 |
2,866.00 |
2,726.50 |
139.50 |
5.0% |
30.00 |
1.1% |
60% |
False |
False |
935,164 |
| 40 |
2,866.00 |
2,627.75 |
238.25 |
8.5% |
30.25 |
1.1% |
77% |
False |
False |
471,120 |
| 60 |
2,866.00 |
2,319.25 |
546.75 |
19.5% |
37.00 |
1.3% |
90% |
False |
False |
316,466 |
| 80 |
2,866.00 |
2,319.25 |
546.75 |
19.5% |
43.50 |
1.5% |
90% |
False |
False |
237,811 |
| 100 |
2,866.00 |
2,319.25 |
546.75 |
19.5% |
45.00 |
1.6% |
90% |
False |
False |
190,390 |
| 120 |
2,960.75 |
2,319.25 |
641.50 |
22.8% |
45.00 |
1.6% |
77% |
False |
False |
158,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,117.50 |
|
2.618 |
3,020.50 |
|
1.618 |
2,961.00 |
|
1.000 |
2,924.25 |
|
0.618 |
2,901.50 |
|
HIGH |
2,864.75 |
|
0.618 |
2,842.00 |
|
0.500 |
2,835.00 |
|
0.382 |
2,828.00 |
|
LOW |
2,805.25 |
|
0.618 |
2,768.50 |
|
1.000 |
2,745.75 |
|
1.618 |
2,709.00 |
|
2.618 |
2,649.50 |
|
4.250 |
2,552.50 |
|
|
| Fisher Pivots for day following 22-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,835.00 |
2,835.50 |
| PP |
2,827.00 |
2,827.25 |
| S1 |
2,818.75 |
2,819.00 |
|