| Trading Metrics calculated at close of trading on 25-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2019 |
25-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,859.50 |
2,813.00 |
-46.50 |
-1.6% |
2,827.00 |
| High |
2,864.75 |
2,818.50 |
-46.25 |
-1.6% |
2,866.00 |
| Low |
2,805.25 |
2,789.50 |
-15.75 |
-0.6% |
2,805.25 |
| Close |
2,810.75 |
2,807.00 |
-3.75 |
-0.1% |
2,810.75 |
| Range |
59.50 |
29.00 |
-30.50 |
-51.3% |
60.75 |
| ATR |
33.04 |
32.75 |
-0.29 |
-0.9% |
0.00 |
| Volume |
2,254,842 |
1,801,326 |
-453,516 |
-20.1% |
8,140,115 |
|
| Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.00 |
2,878.50 |
2,823.00 |
|
| R3 |
2,863.00 |
2,849.50 |
2,815.00 |
|
| R2 |
2,834.00 |
2,834.00 |
2,812.25 |
|
| R1 |
2,820.50 |
2,820.50 |
2,809.75 |
2,812.75 |
| PP |
2,805.00 |
2,805.00 |
2,805.00 |
2,801.00 |
| S1 |
2,791.50 |
2,791.50 |
2,804.25 |
2,783.75 |
| S2 |
2,776.00 |
2,776.00 |
2,801.75 |
|
| S3 |
2,747.00 |
2,762.50 |
2,799.00 |
|
| S4 |
2,718.00 |
2,733.50 |
2,791.00 |
|
|
| 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 |
2,789.50 |
76.50 |
2.7% |
40.50 |
1.4% |
23% |
False |
True |
1,780,980 |
| 10 |
2,866.00 |
2,785.50 |
80.50 |
2.9% |
31.75 |
1.1% |
27% |
False |
False |
1,599,061 |
| 20 |
2,866.00 |
2,726.50 |
139.50 |
5.0% |
30.50 |
1.1% |
58% |
False |
False |
1,023,985 |
| 40 |
2,866.00 |
2,627.75 |
238.25 |
8.5% |
30.00 |
1.1% |
75% |
False |
False |
515,942 |
| 60 |
2,866.00 |
2,400.25 |
465.75 |
16.6% |
34.75 |
1.2% |
87% |
False |
False |
346,385 |
| 80 |
2,866.00 |
2,319.25 |
546.75 |
19.5% |
43.25 |
1.5% |
89% |
False |
False |
260,321 |
| 100 |
2,866.00 |
2,319.25 |
546.75 |
19.5% |
44.50 |
1.6% |
89% |
False |
False |
208,350 |
| 120 |
2,960.75 |
2,319.25 |
641.50 |
22.9% |
45.25 |
1.6% |
76% |
False |
False |
173,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,941.75 |
|
2.618 |
2,894.50 |
|
1.618 |
2,865.50 |
|
1.000 |
2,847.50 |
|
0.618 |
2,836.50 |
|
HIGH |
2,818.50 |
|
0.618 |
2,807.50 |
|
0.500 |
2,804.00 |
|
0.382 |
2,800.50 |
|
LOW |
2,789.50 |
|
0.618 |
2,771.50 |
|
1.000 |
2,760.50 |
|
1.618 |
2,742.50 |
|
2.618 |
2,713.50 |
|
4.250 |
2,666.25 |
|
|
| Fisher Pivots for day following 25-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,806.00 |
2,827.75 |
| PP |
2,805.00 |
2,820.75 |
| S1 |
2,804.00 |
2,814.00 |
|