| Trading Metrics calculated at close of trading on 26-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,813.00 |
2,808.50 |
-4.50 |
-0.2% |
2,827.00 |
| High |
2,818.50 |
2,835.00 |
16.50 |
0.6% |
2,866.00 |
| Low |
2,789.50 |
2,806.00 |
16.50 |
0.6% |
2,805.25 |
| Close |
2,807.00 |
2,823.00 |
16.00 |
0.6% |
2,810.75 |
| Range |
29.00 |
29.00 |
0.00 |
0.0% |
60.75 |
| ATR |
32.75 |
32.48 |
-0.27 |
-0.8% |
0.00 |
| Volume |
1,801,326 |
1,461,068 |
-340,258 |
-18.9% |
8,140,115 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.25 |
2,894.75 |
2,839.00 |
|
| R3 |
2,879.25 |
2,865.75 |
2,831.00 |
|
| R2 |
2,850.25 |
2,850.25 |
2,828.25 |
|
| R1 |
2,836.75 |
2,836.75 |
2,825.75 |
2,843.50 |
| PP |
2,821.25 |
2,821.25 |
2,821.25 |
2,824.75 |
| S1 |
2,807.75 |
2,807.75 |
2,820.25 |
2,814.50 |
| S2 |
2,792.25 |
2,792.25 |
2,817.75 |
|
| S3 |
2,763.25 |
2,778.75 |
2,815.00 |
|
| S4 |
2,734.25 |
2,749.75 |
2,807.00 |
|
|
| 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% |
40.25 |
1.4% |
44% |
False |
False |
1,773,678 |
| 10 |
2,866.00 |
2,788.25 |
77.75 |
2.8% |
32.75 |
1.2% |
45% |
False |
False |
1,566,262 |
| 20 |
2,866.00 |
2,726.50 |
139.50 |
4.9% |
31.00 |
1.1% |
69% |
False |
False |
1,096,055 |
| 40 |
2,866.00 |
2,634.00 |
232.00 |
8.2% |
29.75 |
1.1% |
81% |
False |
False |
552,298 |
| 60 |
2,866.00 |
2,442.25 |
423.75 |
15.0% |
33.50 |
1.2% |
90% |
False |
False |
370,578 |
| 80 |
2,866.00 |
2,319.25 |
546.75 |
19.4% |
43.25 |
1.5% |
92% |
False |
False |
278,575 |
| 100 |
2,866.00 |
2,319.25 |
546.75 |
19.4% |
43.75 |
1.6% |
92% |
False |
False |
222,959 |
| 120 |
2,960.75 |
2,319.25 |
641.50 |
22.7% |
45.25 |
1.6% |
79% |
False |
False |
185,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,958.25 |
|
2.618 |
2,911.00 |
|
1.618 |
2,882.00 |
|
1.000 |
2,864.00 |
|
0.618 |
2,853.00 |
|
HIGH |
2,835.00 |
|
0.618 |
2,824.00 |
|
0.500 |
2,820.50 |
|
0.382 |
2,817.00 |
|
LOW |
2,806.00 |
|
0.618 |
2,788.00 |
|
1.000 |
2,777.00 |
|
1.618 |
2,759.00 |
|
2.618 |
2,730.00 |
|
4.250 |
2,682.75 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,822.25 |
2,827.00 |
| PP |
2,821.25 |
2,825.75 |
| S1 |
2,820.50 |
2,824.50 |
|